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  1. M

    Great time to sell straddles on the 2Year

    Relax, there are options-on-futures traders, and there are newbie traders, but there are no newbie options-on-futures traders. Those concerned about an ENORMOUS PAINFUL PRICE SHOCK could trade off profit potential in exchange for safety, by selling butterflies or condors instead of...
  2. M

    Great time to sell straddles on the 2Year

    Hypothesis: implied volatility has over-reacted to debt ceiling political badminton. Trade: sell volatility; in this case, sell straddles on 2-Year Treasury Note futures options Winning result: after the political deal is cut, IV returns to normal, and you repurchase the straddle for Much...
  3. M

    Futuresource website stopped providing ICE quotes?

    Here is an intraday (15 minute bars) chart of the ICE energy futures contract "London Gas Oil". I got it for free (without logging in or giving my name / address) on barchart dot com . You may be able to get such charts and/or quotes from barchart.com too, just by trying..
  4. M

    A forum to save images in

    here is an example (21 July 2011)
  5. M

    non-linear optimization payout matrix for pitcher vs batter

    Ted Williams ("the last man who ever hit .400") divided the strike zone into 77 regions (a 10 x 7 matrix) and assigned a different batting average to each region. See the images at http://blog.thebaseballzone.ca/Portals/18567/images/ted_williams_strike_zone-resized-600.jpg...
  6. M

    Chandelier Stop users?

    Theoretically the best person to answer the question would be someone who has tested every single possible way to use the Chandelier Stop, compared those test results, and circled the one that was indeed best. Unfortunately there are an infinite number of ways to use the Chandelier Stop, so...
  7. M

    Proof that oil price rises due to speculation

    Each crude oil futures contract has a buyer and a seller. If the buyers are speculators, who are the sellers? Somebody is selling futures contracts to speculators, but who is stupid enough to do so? Thanks to the media, everybody knows the price of oil will rise (because of speculators)...
  8. M

    Chandelier Stop users?

    The Chandelier Stop appears in Welles Wilder's 1978 book New Concepts in Technical Trading Systems on page 26; Wilder gave it a different name. Chuck LeBeau renamed it "Chandelier" in approximately 1999 (link); certainly the word "Chandelier" and its concept + calculation are completely...
  9. M

    Acronis

    I bought the software in a box, at a retail store. It includes the installation disc WHICH IS ALSO A RESCUE DISC. I kept this disc. A year later when a hard drive imploded (click of death), I bought a replacement hard drive, installed it into the computer, booted off the Acronis install /...
  10. M

    Futuresource website stopped providing ICE quotes?

    If you're not happy with Futuresource, vote with your feet (and your pocketbook). Spend your money elsewhere.
  11. M

    Test Poll: Which system would you want to trade

    Trading a system does not involve two hours (or two minutes) of "research" per day. Trading a system does require acquiring daily data (price data, fundamentals data, sentiment data, astrological data, etc.), running software, preparing order sheets, checking orders, filing records...
  12. M

    Good regime for trend-following and mean-reverting strategies?

    Adding volatility filters to improve the performance of trend following mechanical trading systems, is an old and time-honored practice. One system seller says I've come up with a trading filter that indicates when a commodity is becoming abnormally volatile. When the filter determines that...
  13. M

    Deciding on a Backtesting and Trading Platform

    Deciding on a Backtesting and Trading Platform? I suggest you plan to purchase, and use, and discard, more than one of them. You won't REALLY know what you want, and what you don't want, until you start actually using the software. What YOU want will be different than what other traders...
  14. M

    Systems that are profitable without fees

    Found this image in a 5-year-old thread named Murray Ruggiero Q & A Maybe you could investigate further.
  15. M

    Free New Trading Systems Fully Disclosed.

    While rushing to slap something together, you modified the Bollinger Band Breakout Classic system, but forgot to modify the variable name. So you're calculating AverageRange but incorrectly calling it StandardDeviation. Sloppy work, unworthy of "The Einstein of Wall Street" http://bit.ly/lEOhL1
  16. M

    Big Meteorite Hits Nevada

    Non-Confirmation
  17. M

    Futures trading system details

    Actually you do know. You are aware that a large number of your managed futures colleagues / competitors are trading them systematically, right now, today. You are aware that "Winton Capital" trades them systematically. You are aware that "BlueCrest Capital" trades them systematically. You...
  18. M

    GUI Design for Trading Parameter Configuration

    Maybe you could draw inspiration from commercial products. Shown below is the GUI from a product called Trading Blox which is in Google's search index. The user has selected a parameter optimization (what the product calls a "Stepped Parameter Simulation"), varying three of the parameters...
  19. M

    A forum to save images in

    parameter editor
  20. M

    Futures trading system details

    Hire a consultant to teach you these things. It will take about 5 hours for her to answer your questions, work through some examples on a chalkboard, and demonstrate a few software packages. Expect to be charged 50-100 Euros per hour for the lessons. When choosing a consultant, check...
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