Recent content by x-or

Let's consider that your system has a buy signal when bid/ask is 1000/1000.25 : You buy at 1000.25 Let's say that you sell with a profit when the bid/ask is 1005.25/1005.50 : You get a 5 pt profit. If you had taken the opposite trade, you would have shorted at 1000 and cover at 1000.50...

I strongly recommend this.

Among the 3 instruments you trade, NQ seems to have the better results. Since the beginning of your journal, on the 26 trades you made on NQ, you only lost 5 (80% hit rate !). You netted 13 NQ pts and 135$ (after comm.) With ES & YM, you lost a few $ but not much. Focus on what works...

From my experience, I came to the conclusion that it is very difficult to have any percentage of that kind. Personnaly, I take it as 50/50. - When I consider being executed as soon as I see a print AT my price (this is the 'optimistic view of real trading' because that would mean I am the...

I'm trading my own account part time. Funny, I was about to open a thread called "How my full time job saved my trading". Here is the idea : I open a estx50 chart for the 1st time in the day around 1PM before lunch. My view of the market is quick and objective : Overbought I go short...

This thing needs a little move downside, then i'll buy it.

Backtesters, Where do you buy your intraday data from ? I need 2002/2003 5min intraday tick data of Estx50 future contract for backtesting needs. Where can I purchase these data ? After some research, I found www.tickdata.com It is about 60$/year for intraday data. Any other...

Do you know if a change in a traling stop-loss counts as a system transaction? Yes, it does. If so, i think this pretty much braindead!!!! I agree.

Reminds me an old post of mine in the Allenz Journal Thread : http://www.elitetrader.com/vb/showthread.php?postid=134217#post134217

May be u meant this : http://www.gfetc.com

Be aware that Eurex charges cancellation/modification orders fee. I quitted estx50 trading for this reason. Too bad, because it is a good trading vehicle.

If Eurex want to compete with US exchanges I can't believe that they can't afford the technology resources to deal with the overload of their system due to automated trading. Obviously, there might be another reason. Well... I can understand that theses rules are not a problem for everyone. It...

I know that I already talked about this but I'm a bit surprised that nobody ever complained about the new fees that Eurex implemented on 1 dec 2002. As a reminder : -- EUREX will consider any order submission, modification, or cancellation as a system transaction. Fees will be levied on...