Recent content by JangoFolly

There is no 10-08 NQ contract -- next one is 12-08

What contract?

Wahoo!

I figured as much, but thanks for the clarification, Neoxx. Regards, JF

I think you're getting distracted by the questions of "who" and "why" -- "what" is the question on which to focus. You're correct that there are many fake orders, but those are simply another part of the DOM landscape that one must understand in order to interpret the action. Similar to...

IMO, it's more important to recognize when someone is not buying rather than when someone is selling. One can't analyze a transaction exclusive of the impact it has on the market. Someone might sell 1,000 contracts, but as long as there is someone there who is happy to buy, it's not going...

I have noticed in the past couple of months that I am getting intermittent freezes with Zen-Fire (and with ES in particular). I notice that it's less likely to happen if I am running fewer charts with indicators that are updated on a tick-by-tick basis. What else are you running in Ninja...

Gambling is an attitude toward risk and probability that can be exercised with nearly any activity, including trading.

I tend to exit on relatively high volume, large range periods in the direction of the momentum. Except in cases where you have a lot of stop activity (and those are usually easy enough to spot), relatively high volume can mean that buyers and sellers are reaching a balance, bringing...

Tune the chart to your desired average true range (ATR) by adjusting the number of contracts that define a period. If you prefer a constant volume chart with a 10-tick ATR over one with a 4-tick ATR that would be similar to choosing a 5-minute chart over a 1-minute chart for the reasons of...

Bid/ask stop triggers are far, far superior to last price triggers, IMO; however, I haven't seen many software platforms which offer it. IB offers it through TWS, and it's available with XTrader via a third-party app for MD Trader. Bid/ask triggers are especially good for markets with a lot...

Hedge in a correlated, electronic market (S&P, CAC 40, FTSE 100).

Items 1, 2, and 4 should not be a problem with most reputable brokers. Item 3 is a problem for my platform, NinjaTrader, but I work around it (reports non-USD PnL as USD).

If one keeps up with Microsoft security updates, patches, etc. does SP3 provide a reward that justifies the risk (relative to SP2)?

In NinjaTrader you simply press F5 to recalculate the studies in the active chart. The only drawback is that if you have tick-based studies (i.e., calculated tick by tick rather than at the end of the period), they will be null for the historical periods. In eSignal if you right click in the...