Recent content by filter_sweep

I'm using build 925.6b. PM is on its way.

FYI, I just tried pulling some of these symbols up and they don't appear to work (e.g. NOL, TYT, TUT, etc). Did you mean that they will be available next week?

I'm confused. Is the deal the $279 price or the $329 price? If it's the $279 price, are you saying we just need to call them up?

You're forgetting Velocity Futures and Deep Discount Trading, both of which have essentially equal published rates (when including platform data fees at DDT) at around .65 a contract/side. 40 cents better than IB per round trip with much better data.

Hang Seng afternoon session opens at 11:30pm and runs to 2:15am (12:30am - 3:15am after daylight savings in a couple weeks, then later in March they'll be opening after lunch 1/2 hour earlier at midnight). Euro and maybe some other futures might see movement before 1am. NIFTY futures (India)...

That's what I was thinking, kind of. I've thought about this same business idea several times over the years, and wondered if it could ever fly. To program a game about trading, you will essentially have to distill some "market truth" into an overly simplified simulator of the actual market...

Just wondering if anyone else can confirm or deny the OP's claims about Velocity's Eurex data feed. I've been thinking very seriously about opening an account with them just to trade Eurex because of their commissions, but would like to know if I'd have to figure leasing an external data feed...

You're right, that's both a digression and completely unhelpful. Seriously, those who are spreading, what brokers are you trading through? How are you doing your charting? Surey some spreaders use charts, I've seen Bone post several. I have chart-based setups that work well on outrights, I'd...

So what low-cost, retail-oriented brokers and charting packages can one use to start looking into spreading? Do you guys only do "synthetic" spreads, or do you also do exchange offered spreads? I have a friend who trades for one of the largest multinational oil companies, and he does 90%...

The only times I've ever gotten curves like the ones you posted when backtesting in NinjaTrader is when the system somehow gets fooled into buying/selling at more favorable prices then the market is trading at that moment. There's some sort of flaw in the fill mechanism of NT that allows it to...

I'm pretty sure the P&L column shows a mix of your realized + unrealized P&L for that instrument in real time. For example, if trading CL, and you had already realized $500 in losses that day, but had an open trade with $300 in unrealized gains, the P&L column should read $200.

HSI is an excellent product, and your best bet at that time. Forget about volume, forget about the spread, forget about slippage. 2 ticks of slippage is nothing when you take 50 ticks of profit. Compare the size of that slippage to the size of the ES or FESX spread when your profit targets will...

Julian - Did you ever get setup with access to Hong Kong through Global Futures? I'm curious as to the quality of the data feed, the commissions, and the instruments available (do they offer HHI and MHI, or HSI only?).

If HSI makes you nervous, try MHI, the mini contract, which is 1/5 the size. There is also HHI, the China H shares contract, which is about 2/3 the size of HSI, and oftentimes produces better setup results than HSI, which both trade at the same time and are highly correlated.

As mentioned by others, a covered call is the synthetic equivalent of a short naked put, and has the same risk/reward profile. The fact that the stock pays a dividend makes no difference… it’s priced into the cost of the put you are synthetically selling. If it were not so you could get free...