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  1. M

    Help Coding A Trading Rule With Excel

    I don't know a tom about pivot points, but my guess is with a lot of If/Then formulas. Build it is pieces. First work on getting the pivot points to be represented properly next to your data. then set up triggers for when stuff you are looking for happens.
  2. M

    CRUDE OIL TRADER MACBOS system

    when does a 50c move from the last trade stop being a new entry? What else triggers an entry?
  3. M

    Public Shell Wanted

    If you still need help, PM me.
  4. M

    ES TRADERS: Interested In Tick Size Change?

    This is just silly. You seem to think they need to change the size because you think the ensuing market will better fit your strategy? The market is so deep because that is how the big guys get size done. If you reduced tick size you would reduce the size on the bid and offer. You talked...
  5. M

    Looking for DATA , Anyone !!

    http://www.anfutures.com/data_es.htm Most economical place I have found. <100 going back to 98.
  6. M

    Reseting hi/low using a macro

    Thanks guys. I think I figured it out.
  7. M

    Trading Career Results

    When I was first getting started, I had run up about 75k in profit in about 3 months. Then one day I lost ~50k. a rude awakening!
  8. M

    Reseting hi/low using a macro

    I'm trying to collect data on hourly highs and lows. I have been using a circular reference to get the H/Ls. ie In cell c3, =max("live price",c3) I'm trying to use a macro to reset the circular references. when I do it by hand, the formula just resets itself when I click in the...
  9. M

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Try being more selective in your trade selection. Aim for more than $50 a trade. That is missing one tick in and one tick out. That way you have a better chance of being profitable.
  10. M

    HowardCohodas Index Options Credit Spread Trading Journal

    First reply. I have only read to about page 95. First, computing returns on margin required is just useless, unless you are 100 invested. Not sure why you chose to do that. (And why you still do it.) If your short strike has a ~20% chance of being touched, why would anyone consider a...
  11. M

    noob question

    Usually when it is 4, it something like high low open close. Or some variation.
  12. M

    Trade Management for 2 trading schools (Continuation Vs Mean-Reverting:)

    I usually use a price target on RTM strats. You know where you think it should go. get out when it gets there.
  13. M

    Position Sizing & Correlations

    I don't think I said anything about trying to pick the best. Like I said I think you are trying to get to cute. I don't believe that having three highly correlated pairs gives you any degree of diversification. Pick a base currency. ex USD. now look at every other currency vs the...
  14. M

    Position Sizing & Correlations

    Limit orders not getting filled is part of life when using a limit order. The trade off is where the benefit of placing a limit order is greater than the risk of not getting filled. Corrolations or not. I think with the OCA orders you run the risk of always picking the worst pair. I...
  15. M

    Does it really cost 20% to trade emini?

    $SPY does not have cheaper commisions than the ES. Anyone doing >100 contracts a day who is paying $4 a contract is paying way to much. Lease a seat, ~$600 a month and pay <$1.50 a contract. 33 contracts * 8 trades a day (4 entrys/exits) 264 cars a day. 264 * 50,000 = 13,200,000...
  16. M

    Critique this strategy....

    A major problem could be taxes. My accountant didn't think Futures and stock income can be netted against each other. Say the market is up 35% as a whole. Even if you made ~40% on stocks, you end up paying 35-40% in taxes, you would end up down money. So check with your accountant first.
  17. M

    Plan for dealing with Emotions

    First off. Trade as small as you possibly can that you will still care about it. If you don't care about it, it is about as useful as paper trading. Nothing ruins emotions faster than trading to large. Second. Automate/completely plan the trades. That way it becomes "the market didn't...
  18. M

    Exchange with the shortest latencies

    Ok please explain/help.
  19. M

    Exchange with the shortest latencies

    Does anyone have any info on latencies/execution times for the major ecn's/ exchanges. Any info would be appreciated. Co-location or not. Some of the providers seem to take forever. I'm not a programmer, so please let me know if I'm not being specific enough in my request.
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