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  1. J

    Does the futures has any influence over the cash index ?

    Trader666 Here are a few updates for you. The Cash Cow ATS of Scott's is proceding along quite well. It is a team effort and there is a daily exchange (holidays excepted) on the four aspects of the poolextraction routine (MADA). A dashboard depicts the monitoring. It has lights...
  2. J

    Experts Analyze my performance

    See first post and the evidence that answers your questions.
  3. J

    Experts Analyze my performance

    Put your chart on semi log and add the market ATR. Chart will show convergence for the two reasons below You are giving up a lot of market's volatility when market is at R or S. Your sensitivity to market sentiment (or lack thereof) is poor as well.
  4. J

    Does the futures has any influence over the cash index ?

    Your last comment, just above, tells me I am wrecking the thread by making three points (buzz words) and including an illustration. The above comment was following the questions you asked at the beginning of your post. The questions you ask are listed below in black: Now why don't you...
  5. J

    Does the futures has any influence over the cash index ?

    surprise, Your question certainly takes a person down memory lane. Others have explained to you how the research worked out. Today, it is a great advantage to track the lead/lag relationship in markets and across markets. Your advantage can range from small (20 to 30 seconds) to fairly...
  6. J

    RTS Algorithmic Trading Webinar

    Have a good weekend everyone... See you all in Vegas...... in November......lol.....
  7. J

    RTS Algorithmic Trading Webinar

    Can you sing? can bwolinski sing. Can marketsurfer sing? Can babak sing? Can Nitro sing? Can thunderdog shit dog poop? Everyone has their challenges. I did the rain in Spain to plant singing in your head; what more can you ask... you hear singing for each post now as it...
  8. J

    RTS Algorithmic Trading Webinar

    [/B] Why would he do anything like that? I am sure he has the same standards you do. You never do any singing about the cash cow results on those charts. This is inconsistent and only Basic as a foundation. All software ATS's need to be developed by going through the standard...
  9. J

    RTS Algorithmic Trading Webinar

    I think my IB costs were a little high; I better get a Mandelbrot print and photoshop it to get the numbers straight.
  10. J

    RTS Algorithmic Trading Webinar

    Yes, Yes and Yes. Actually, I work under Scott. The ATS makes the charts. It just happens. Its like your backtesting. You do 24,000 trades that average a loss of 18 bucks and you think you have a statistically significant result. You do not but you think you proved something by doing...
  11. J

    RTS Algorithmic Trading Webinar

    We need a fair impartial judge like bwolinski the ace of Fidelity or marketsurfer the ace of Wall St. or Babak the ace of blogs or Nitro the ace of Chicago programming or Thunderdog the ace of dogs. Can we use the cash cow which uses three statd indicators and volume and NOT price to make...
  12. J

    RTS Algorithmic Trading Webinar

    You are correct that the May chart does not say anything overtly specific about Scott or cash cow or me or any team member or any coding except for the one unsmudged signal (ZRL). In March scott said it wasn't consistently profitable. You are breaking it to me that the Stochastic, in your...
  13. J

    RTS Algorithmic Trading Webinar

    lets say a person gave two things to roughtrader: 1. enough capital to trade 20 contracts, and 2. Scott's ATS. Dawn breaks on 06MAY09 and rough is hooked to his execution platform. Flash forward to the end of the day. We know that roughtrader lost money and made money during the...
  14. J

    RTS Algorithmic Trading Webinar

    You are correct I sidestepped it.. The 06MAY09 chart says nothing new. Those trades just do what roughtrader's ATS does as well. I'm sure there is indicator curvature ... we will start a quant forum and do indicator curvature.
  15. J

    RTS Algorithmic Trading Webinar

    There is rainn on the plain in Spain..... I think you have it I THINK you have it.... If a guy is making 2,000 bucks on a couple of contracts....... he can add contracts ......he CAN add contracts...... ,,,,,,,,,think of ......it he can add contracts....... The rain is Spain is...
  16. J

    RTS Algorithmic Trading Webinar

    Is roughtrader havijng any indicator curvature problems. Has Andrew Lo done a paper on indicator curvature as yet?? Are any of his assistants available to assist you on indicator curvature. Get on it man!!
  17. J

    RTS Algorithmic Trading Webinar

    None of the sub teams reported back to the lead team the "indicator curvature" before the "hard right edge" is reached. We ALL appreciate your jumping the chain of command to get "indicator curvature" on the engineering change sheet. We will put it ahead of the indicator triad sequences.
  18. J

    RTS Algorithmic Trading Webinar

    We all got over the initial euphoria of the initial interaction and we had to settledown and put our shoulders to the dashboard and its lighting. We waited two days for rain and we had kites of all colors and keys attached to our kite strings. Finally, at midnight the rains precipitated...
  19. J

    RTS Algorithmic Trading Webinar

    Here is how the ATS annotated a may chart (I don't remember the date). This was circulated at the time later in the afternoon of the day the ATS was at work on the hard right edge (meaning bar by bar). We have been asked by the platform provider to not mention names so we won't. Since...
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