Search results

If you didn't use DOM, you wouldn't care at all. If you do and there tactics are bothering you. They figured out what you and others are doing and beating you at it. Stop Crying.

It's just part of the game. People start over relying on DOM so spoofers start. If you don't care about depth of market, it wouldn't bother you at all.

Not sure. Never really mattered to me to find out. I would guess a 50 lot though with no evidence to back it up.

For the CME the iceberg sits at the exchange. If you want 100 and are displaying 10 and are the only person on the bid, a couple of things can happen. lets say someone sells 9. only 1 lot of your order will be displayed. until the full 10 is filled, it will not put any more size in the...

Sorry guys this is a lot about nothing. I had a guy watch me trade profitably for two years in the same office who tried to copy my strat when I left and fell flat on his face. brokers don't have the time/energy to bother. They have seen SO many people come in and make millions for 3 years...

getting started, the best way that I have found is to make as small a bet as is possible, that you will still care about it. When you get consistent, you will spend much less time worrying about such things.

I always tell them that whatever they want to do is absolutely idiotic. No one takes my advice. If you don't tell them what they want to hear, they won't listen. If you tell them it is stupid, at least they will think a little more before doing it.

If you have 5-20 days worth of data, just test it. lag one trade and see if there is a correlation. Or just see if you would have made enough in your upping the size on the winners to make up for having the most size on for your losers.

It always amazes me how people can proclaim, "good market, bad market, untradeable market." What is one mans garbage is a another mans gold. Using much smaller size and limits, not stops, I have been doing just fine on the ER2000. Not my best, but not looking for work. Look for what...

Seriously. It is not like a large IB would be about to go bankrupt and the fed would pay 29 billlion for there assets. (I personally don't believe in the PPT, but the fed has been doing some crazy shit that they don't seem authorized to do in my book.)

I have to assume that any commission you pay to send the order to a person in the pit overwhelms the savings from only doing 1 vs 5 electronically. If you really trade a lot, leasing a seat helps. If you trade more than that, owning a seat helps even more. Maybe you need a new broker.

While we have some experts here, I was hoping that I could ask you guys a question or two. How does one avoid the trap of overoptimizing when combining stratagies? I have a couple of stratagies that have sharpes in the 1.5-2 range. All stratagies trade daily, I ran the analysis on...

I think you got most of what I was saying. i talk much better than I write. I have only found non correlated systems. I have yet to find two profitable negatively correlated systems. Have you had better luck with negatively correlated systems than with non correlated systems? I have...

What I have found is combination of combining starts helping and hurting. Combeing doesn't provide as much synergy as I would have thought. strat A has a 1 sharpe. strat B has a 1 sharpe. completely uncorrelated might get a 1.1 or a 1.2 when combined. I haven't found much more improvement...

I'm still trying to figure out what is all that great from the 41 out of 45 that started this thread. Using 3 -1 risk reward, one would need to get 30 out of 45 right just to break even... before commissions. Commissions changethe success rate needed to be profitable to even worse. The...

I have there data. haven't had any problems. if you aren't a programmer, it is much easier to get from them in my opinion. for $40 it might as well be free.

Wow. I don't think I said anything like that. I like them reminding me 5 minutes before the numbers come out. So I don't forget. It would still be worth it to me if that was all they were doing.

I use Ran. Like the sqwack. there customer service is horrible. I use it for that one time a month when you forget a number is coming out. That one time they remind me, it more than pays for itself.

Soemtime the ER2 is deeper than the NQ. It all depends on trading style. try what you think might work.

Nothing is as easy as they make it sound. It sounds like they are selling a commission intensive plan. Could it work. Yes. Would it work more times than not? Yes. Does that mean it is profitable? Not necessarily. Volatility is high, because the market has been volatile. Could it...