Recent content by xmlschema

Does anyone know where I can get this from? He's a researcher at Sanford Bernstein. Thanks.

Good point. I guess that was what giggollo was alluding to.

I don't see why they would be dependent on the period I used (April - August). Those are the months I had historical data for. Would there be any reason why SMA Cross-Overs would be period dependent?

I ran an ES back test on a SMA Cross Over strategy. Time period is from 4/1/2007 - 8/17/2007. I know this is very narrow but it's pretty much all I had to work with. Looks like the system made over $10,000 (exluding commission charges) trading 1 contract. Largest drawdown was just at 2% for...

JJ, Looking at your chart, it seems like that entry was a no-brainer. I just wish I could spot them like that. I hope to get back to the charts really soon. This is a very resourceful thread.

Thanks.

I have a few theories I would like to test out with the e-minis and I don't know where to begin. What software and data provider would you recommend? I am friends with a programmer who, I believe, can take my rules and generate buy and sell signals. Any suggestions?

Can I ask, in terms of a time frame, when you expect the ES to reach 1500 - 1550 and what you have your outlook based upon?

I have gleaned a lot of information from reading this thread off and on. However, with over 1300 pages I am afraid I do not fully understand the trading methodology fully employed. Is there any chance someone can post a file outlining the basics? In the meantime, I will continue to read...

4re, I'm an OSU student (Buckeyes). It'll be an interesting match up tonight. Winner may be the one to take this year's National Championship.

The market never actually reached 1316.50 so I don't see how it was triggered. I just emailed Velocity the NT log file. They said they will investigate with the help of TT and NT and see what happened. Thanks for the replies.

I made my first ES trade today...unintentionally. I have been reading this thread for the past few months. I can never seem to catch up though...which is good. I like the fact that there is so much information that is shared. Back to my issue... I decided to dive in today and begin...