Recent content by MasteryThruZen

With a current P/E of ~18 it's far from cheap. In my book the markets will decline a lot more before it's in "value" buy territory.. http://www.decisionpoint.com/TAC/SWENLIN.html

Can recommend the BGU/BGZ pair. SSO/SDS is all good but nowadays there is better options.

DXO

The market is in a cyclial bear market so there are excessing forces on the upside, the markets to rise is like trying to swim upside a river, it's really hard to make any meaningful advance. Thats why we only got this small bounce from the november low point.

Daily targets? You should set your performance metrics on a monthly basis.

A dynamic trailing stop that is adaptive to the underlying volatility do work fine with the ES in any time frame. Did implement one which uses the ATR indicator. If you want the code for Ninja Trader or ProBuilder drop me a line (the implementation is pretty simple so it can easily be ported...

New signal and trade fresh of the rack.. 1/13 16:00 - Buy long 1 ESH9 @ 866.75 Profit target: 886.75 Stoploss: 846.75

Futures exists. Been trading the ZB (30y) and ZN (10y) T-bond futures on CBOT/ECBOT back 4-5 years ago. The size is $100k per contract but the margin requirement is low. Maybe there is even minis available today.

Shouldn't be a problem running it on Linux as the TWS is pure Java. Have in the past been using it on other platforms as Sun Solaris and HP-Unix without any problems.

Sorry for the delay in update. Been away on a trip. Will post the next one in real time. New signals/events since last post. - Stop - Jan 6 10:00 Buy 1 ESH9 @ 938.00 - Entry - Jan 6 13:30 Sell 1 ESH9 @ 929.00 SL: 949.00 Exit: 909.00 - Exit - Jan 7 14:00 Buy 1 ESH9 @ 909.00...

Trade journal for Enlightenment, systematic trading model for swing trading the S&P 500 stock index (ES future). First trade of the year: Date: 5 Jan 2009 10:00 Action: Short 1 ESH9 @ 918.00 Initial stop: 938.00 Exit target: 898.00