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There's a few challenges when evaluating patterns for a edge: 1. The number of trades is often very low. 2. The distribution of trade results is not normal (outliers). 3. The volatility changes each year (how to judge a daytrade in 1999 versus a daytrade in 1985). 4. Market bias (big bull...

ES volume was over 1 mill. on 3/13 and 3/17 this year.

I'll give it another go on Monday (after the Cubs series with Atlanta). I got in late last night and I'm too tired to trade anymore today. Great two games so far.

No EGO Challenge for today? I guess friday was a one day wonder. Oh well, it was something to do for a day. I've got some serious trading to do anyway. Gotta payoff my first 3 playoff tickets for the Cubs ($7,500)...must be lots of guys from Chicago heading to Atlanta.

No, it's a simple but tiring strategy. The idea is to anticipate a index arbitrage program kicking in and front run it. I don't think it's risky, but it is very tiring. I have to watch a basket of stocks to see when the program trade is moving the market so I can time my exit. If I were 21, I'd...

None of the systems had a trade for today. I had to use tape reading as my only means of trading. I didn't try to trade with either direction because my stuff indicated it wasn't going anywhere. Hopefully my stuff will give some indications next week so I can load up. The way I trade against...

I used a 1 min. chart of $prem to watch the program trading activity. Other than that I had a quote page up. No other charts.

I was under the impression we were going to measure pts per-contract vs total pts. AMT had 48 total pts and about 15 pts per-contract. Here's a example: On trade #1 he bought: 5 @ 998.75 5 @ 998.00 5 @ 997.25 5 @ 996.50 and sold them all at 1000.00 This means a profit of 1.25 +...

I developed 8 separate systems. Each trys to anticipate a form of non-random behavior. I watch the market and try to front run them to improve the performance. They don't have automated entries/exits. Most use daily data so I can form a opinion about the type of trading day it's likely to be...

Just figured your stuff on a per-contract basis. +15.437 avg per-contract. Not bad!! You just made 12k....so why are you an aircraft mechanic???????

I'm packing it in for the day. I was slow on my last exit and I missed another short trade. I'm getting tired and have no hope of catching AMT. Tape reading all day is a young man's game. Congrats AMT4SWA!!! I posted about 8.5 pts. per-contract on a day my trading stuff said to sleep in...

e 4x 99850 ...getting sloppy

s 2x 1000.00

s 99900

s 99825

Yeah, he's probably banked 20 pts./contract by now. My models were no help today, so all I can do is watch the tape for the easy money trades. Missed two so far. Hope I can get a little more competitive after the lunch lull.

AMT's way ahead of me.

should be some stop running in 993-994 area. it'll be tested soon.

Avg +7.75 per ES so far

e 99950