Search results

  1. F

    Weekly Thread: Oct. 05 - 10

    I just bought the cable ahead of BOE meeting EURUSD : Market ap/ears to be still short eur$ cash positions from last friday that still need to be covered. There are some option barrier risk at 1.1850/70 and some asian bank on the offer at those level that should hamper the market for a while...
  2. F

    Weekly Thread: Oct. 05 - 10

    Hello, EURUSD: buying into dips seems to be preferred play with first target zone for re-buying located down at former resistance 1.1720/30. We need to clear 1.1810/15 to push higher, although we reckon 1.1850 will be tough resistance to crack on week (medium term guys will have EURUSD to...
  3. F

    Anyone Trading the CAC 40?

    I mean the leverage of the future 10 times the index while dax is 25 times
  4. F

    Anyone Trading the CAC 40?

    great european market open for 8am to 10 pm. very technical and a lot of volume drawback size is too low so expensive commission
  5. F

    backtesting VB excel code

    Hello, I try to write an excel visual basic code to create a backtesting model on intraday futures signals. Are there some forums where I could gert some free help ? Thanks
  6. F

    Are pivots useful ? a statistical response

    The excel file is quite simple. You can simulate the number of points by which u want the 5 pivot figures to be approached to give a valid top or bottom for the day. I am currently back testing a model of intraday signals with these pivots to see what they bring in intraday. Model will be ...
  7. F

    Perfect correlation with SPX

    No , why? My writing is certainly much less sophisticated or scientifically based than his I am just a modest trader trying to find its path out of a lot of very bright people
  8. F

    Perfect correlation with SPX

    well of course it is some kind of provocative totle. However the correlation is quite amazing
  9. F

    Are pivots useful ? a statistical response

    Now I am checking with intraday data for the last 3 months what is the impact of pivot lines . Soon on a movie theater near you
  10. F

    Are pivots useful ? a statistical response

    I consider the 5 resistance/supports figures calculated by pivot method to be a significative signals if they are around -/+ 0.10% of the low/high OF THE DAY. For instance , on the 1st october, pivot method gave a first resistance for the cac40 @ 3192.12 (r1). The high for the day was...
  11. F

    Are pivots useful ? a statistical response

    Since August 1999, one of the supports & resistances calculated by the Pivot method (I get 5 figures: s2,s1, pivot, r1,r2), have matched @ 0.10% in absolute term FROM THE low or high of the day for 19.8% of these datas. This has been done on CAC40 datas For SPX datas, statistics is up...
  12. F

    Perfect correlation with SPX

    Serial correlation of SPX data with its 1980 datas are still amazingly working fine. (95.15%) We should get a 10% rise in the next days ie graph
  13. F

    SPX correlation with oct 1980 still working

    well it did not work today
  14. F

    SPX correlation with oct 1980 still working

    It would forecast a 1150-1175 target by october 15 then a fall to current level by end october. May be a bit too much .... will see
  15. F

    european stocks

    what do u want to know
  16. F

    Is selling advice better than running money?

    one could also say that the whole industry based on trading (broker, analysts, advisors etc...) is based on the nourrished illusion that everybody can make money trading working 1 hour per day, while they make most of their money on their back. I also strongly thing the huge rate of failure...
  17. F

    Is selling advice better than running money?

    well may be those that write letters are not able to make money on their own, or it does not interest them
  18. F

    real time experiment

    No this fomc stat is just one example of the statistics I follow : I have posted many statititics on this forum which I found relevant (like serial correlation of spx with oct 1980) This model for which I made a yahoo list (sorry for the advertising) is part of a hedge fund portfolio of...
Back
Top