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The blotter today is hacked together. I had serious computer problems this afternoon so I couldn't grab a snapshot until now. Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 7063.32 Misc Charges: -85.79 PnL Today: 755.20 PnL To Date: 3110.28 I imagine at some...

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6308.12 Misc Charges: -85.79 PnL Today: -44.80 PnL To Date: 2355.08

Frost, take a look at what happens after a trend line is broken. Note the price at which the break occurs and follow it forward. Attached is chart of the ER2 from this morning.

It was time again to increase the position size to 2 contracts. And like the other 2 times it called for that, it got absolutely slaughtered. Product Traded: ER2 Contracts: 2 Starting Balance: 4038.83 Ending Balance: 6362.92 Misc Charges: -75.79 PnL Today: -1749.60 PnL To Date: 2399.88

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 8112.52 Misc Charges: -75.79 PnL Today: 1185.20 PnL To Date: 4149.48

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6927.32 Misc Charges: -75.79 PnL Today: 1485.20 PnL To Date: 2964.28

20% hit on the day. I'm convinced there wouldn't be an edge in this if it were easier to trade. Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5442.12 Misc Charges: -75.79 PnL Today: -1374.80 PnL To Date: 1479.08

I really enjoyed Prisoner's Dilemma by William Poundstone. It might be more basic than what you're looking for, and you likely won't be able to apply it in any direct fashion. But I thought it was a fun way to spend a Sunday afternoon. "From Library Journal: This very readable book is...

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6816.92 Misc Charges: -75.79 PnL Today: 505.20 PnL To Date: 2853.88 It trades at most one round-trip per session and it is always flat at the end of the day.

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6311.72 Misc Charges: -75.79 PnL Today: -494.80 PnL To Date: 2348.68

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6806.52 Misc Charges: -75.79 PnL Today: 585.20 PnL To Date: 2843.48

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6221.32 Misc Charges: -75.79 PnL Today: 285.20 PnL To Date: 2258.28

Are you aware of a list that ranks markets by their hedge vs speculative volume? I checked the most recent COT report, and the S&P shows about the same percentage of OI held by commercial traders as the 10 year and 30 year. But that says nothing of the source of intraday volume. Thanks ZAL.

Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5946.12 Misc Charges: -65.79 PnL Today: 45.20 PnL To Date: 1973.08

And here's the backtest results.

I actually believe there is some merit to systems that do things like risk described. Here's the equity curve of one I stumbled on. It uses different entry criteria, but it's the same principle. This is a one lot ES over an extended period of time.

Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5910.92 Misc Charges: -55.79 PnL Today: -544.80 PnL To Date: 1927.88 Thanks HPT. It's easy to get started working with price. Start with a single, easy to test idea that you think gives you an advantage in the...

Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6455.72 Misc Charges: -55.79 PnL Today: 135.20 PnL To Date: 2472.68

Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6320.52 Misc Charges: -55.79 PnL Today: -194.80 PnL To Date: 2337.48

Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6515.32 Misc Charges: -55.79 PnL Today: -284.80 PnL To Date: 2532.28