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Thanks yeah it looks like a really good site. I don't know if we are using the exact same parameters or not but I suppose the general concept is the same. I have also done some research on the TRIN and but I like the S&P500 put/call ratio better. The combination of the two would provide more...

i have the info in a spreadsheet that i have been keeping for the past several years...the only place where I know you can get this info is at the cboe...but it would be a real pain to get it there

I wanted to throw out this idea for the S&P 500 (SPX not the ES) Put/Call Ratio. I have data going back to 4/1/2002 until 9/30/2003. (I have it up to date but not with me now). I noticed that the S&P and the put/call ratio is negatively correlated. For example, when the ratio is high then...

nyc, How long have you been trading this method? just wondering since your normal trade is from 0.02-0.04. Did you do this scalping when stocks were trading in fractions? If so how did the transition to decimals affect your trading? Thanks Eric

With the COT you get the data three days later. The data is gathered on Tuesday and is released three days later on Friday. You can go here http://www.cftc.gov/cftc/cftccotreports.htm to get the actual release dates and data. Hope this helps. Eric

Just a quick note to clarify....You are talking about the big contract and not the e-mini correct?

Interesting concept. Did this system go long back in March 03? I have the COT going back then and it looks like it was long from the end of March until the end of April. Very interesting. Are you actually trading this? Eric

How much does Advanced Futures charge for a data feed for J Trader? Or do I have to buy it seperately? If so what feeds does J Trader use? Thanks

fortuna, If you would like the data let me know and I can either email it or let you have access to my briefcase. Eric

I would be willing to share my database with you if you would be willing to share your ideas on how you plan on using it . I have daily statistics going back to 1984 on the NYSE and the late 80's for the Nasdaq. new highs new lows declining issues advancing issues declining volume...

Yes I second that. You add nothing to this discussion. Shutup!

Most people think the US Dollar is indestructable, but when it goes into freefall (insert your own definition here), people will start to worry about currencies with more responsible central banks (insert your favorite example here). The only currencies to survive all this for hundreds and...

I knew someone would bring Von Mises into this thread. I agree with the original poster a very slight form of deflation is good. Look at computer prices you can get a great model for under $1k. Where 10 years ago the top of the line cost more than $3k. Are people really pissed off over...

Yes for the most of the SPY trades they are the same except I got a short trade on 7/9/02 and a long trade on 9/16/03 and on 12/4/01 I didn't get a signal. All the rest were the same though. I agree just going back to 2000 really isn't going to make it robust. I went back to 1980 for the SPX...

adonos, That is what I was afraid of on the intraday charts that it wouldn't be as good. This system needs a stable environment. So I think intraday may have too much "noise". I really like the ATR as profits and exits because it automatically adjusts to the market that you are trading...

adonos, sure thing. My exact settings are rsi is 4 periods bollinger bands are 21 ema with 1.75 STD ATR is 40 periods I did get a loser in June this year but it could be that my settings were a little different. But yes I have it about 75% winning % and letting the 2nd part run...

Here is an example

Eric, I'm not clear what "rsi < lower bollinger band" means. BB's are applied to price and appear in the same price chart pane. I've always seen RSI appearing in a separate pane. How does one make a comparison between RSI which is scaled to fit between 0 and 100 and BB's which are in units of...

I have been working on this trading strategy for a while now. I will spell it all out here and see what kind of responses there are. It is a swing trading strategy but I don't see why it can't be used intraday also as a matter of fact i would be interested to see how it performs intraday if...

"Not trying to be a smart-ass but the S&P 500 contract has never been $12.50 a pt. Only the ES which is the electronic mini version of SP has traded at the $12.50 tick. That aside, here's the rundown. SP 1982-1997, Minimum fluctuation .05pt, tick size $25.00, multiplier 500x SPX. SP...