I will be glad to read whatever explanation you provide, and conduct my own verification. However, you choose to continue with your smug attitude. I was actually critical of AMT with his calls on the ES last fall (it seemed like he just continued to add-on to losers when price went against him), until his perfomance showed my skepticism was unfounded. And as he admits here, he isn't perfect either (QM), but at least he explains his trade logic, rather than simply saying he knows something others do not. regards, Sandy
Hey Sandy.....I was actually making a joke with the QM's.....I sold the forward month QM in July 2007 at $147.25/$147.75 (off cumulative delta signals). My QM calls are in some thread here at ET......forgot which one. 894.50 targets filled.......next target set at 889.50
Sandy, You are too emotional for my flavour. I have simply alerted you to a flaw in the logic because of the manner in which the data is described. Either all this awakens sufficient interest in you to check under the hood or it does not, in which case simply discard my post. regards f9
I am still holding some underwater intermediate term shorts......the shorts i was taking this morning were just intraday scalps. I did bail on some intermediate term shorts yesterday on the break of 890 in case we make a run to the 200 ma before rolling over. Are you aggressively looking for an IT top or just seeing how things play out given that last weeks net short inventory holders bailed yesterday.
Interesting comment. Do you pre-process data from the commonly used providers or do you get and pre-process data directly from the GLOBEX2 mainframe or other not widely used source?. I know for a fact, that some data (counterparty data), used to be available from the GLOBEX2, but apparently that is no longer the case. Thanks for input. JW
Long holders can be taken out to the cleaners too apparently. 897.50-899.75 long zone largely washed out within 10 minutes of 7:30AM (PST). Superstrong long guard at 894 reversed PA on the tic back upwards. D.
I think we have about a 30% probability of rolling over here off the 905's area.......and a MUCH BETTER chance of rolling over if we can get a move up to the 940's. So regardless, I will still keep taking decent sized shots from here all the way up to the 940's. If we break above 940's then I will wait for a few levels within the 1000's to take bigger position size shots.
AMT4SWA uses IQ data as well, charted by IRT, so I really do not understand exactly what you mean in your earlier post, except if one uses a broker like IB that "snapshots" data instead of all ticks from the exchange like IQ, or ZENFIRE, or TT or many others. I'm sure every datafeed has its own latency however. Is that what you are referring to (that most people are trying to trade "the past")?. In other words: Have you found a way to "arbitrage latency"?. If so, you are not only a formidable trader, but a world-class programmer. JW