Recent content by McTrading

I am currently successfully trading the underlying. However i think i can make a lot more profit with the same risk trading options. Still need to find some time to open up a demo options account, to bad i missed 2 very nice trades to paper trade :D! I had a short on TUP at close price of...

I am going to open a paper trading account somewhere next week. I still have a lot of reading to do first since my knowledge of options so far is zero.

Margin. I need at least $200K of margin, otherwise i can not open a large amount of my trades, with portfolio margin it would be even better. I am currently holding around 20 trades (demo), so i need some margin, my calculations showed $200K to be the ideal amount for the risk i am willing to...

It does kinda work on futures intraday, however i have noticed the returns are a lot less exciting as with stocks, especially if you take in account the hours of work i need to put in every day. I developed this strategy so i would need to spend less time behind my desk, not more :D. I would...

I have developed a stock trading strategy (short term, from at least 24 hours up to a max a few weeks) that gives me on average a 1:1,4 risk reward, win rate of around 65% with a very good expectancy. However to trade my strategy in stocks i need at least $100K, which i do not have. So i am...

I have been away for some time so hence the late reaction. I do understand your point, however my strategy is based on closing price, even a change of lets say 0,2% in the last 10 or 15 minutes wouldn't matter much. The main reason why i like the MOC orders is scalability, even extreme volumes...

What is the advantage of avoiding MOC, specially when trading larger size?

I see, this explains the volatility in VISA 10 and 5 minutes prior to the close today. Thanks, i should have realized this myself :banghead: Looks like i also need to find a way to get live access to the imbalances to understand it even better.

Just started reading this document and now i realize what you mentioned earlier, i have to look to the price at 15:50 for NASDAQ and 15:45 for NYSE to see the market impact of the imbalance. Stupid i didn't realized this earlier :banghead:. It turns out that on average for an imbalance that...

Thanks.

Can you please tell me where you got your data for the market on close from friday 10th of October? The only data i have for market imbalances is from Market Chameleon (free) so i can only see the imbalance delayed, however i do not use the data for my trades so it doesn't really matter, i was...

Why does the last price matter? I am trying to get the official close price and hold my position for multiple days/weeks, this is how i created and tested my strategy, so what difference does the price after the official close makes? Do you mean after market trading? The last order in my DOM...

Thanks for your reply, i will read the document tomorrow. I am using the imbalance data from Market Chameleon and am looking at the IB DOM for the price and volume information. The last 15 minutes of Friday's trading session in ABEV we traded between 4,57 and 4,55. 4,55 being the last traded...

I have been trading the financial markets for multiple years now and am now switching to swing trading stocks since i want to spent less time in front of my computer. The strategy i have developed is doing very well. I do open my positions at the close using MOC orders, i also close 95% of my...