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Thanks for your contributions. What is the y-axis on this graph? The percentage number of profitable trades recommended on a certain date?

Just curious, what happens to the bond/note/bill futures contracts if the underlying instruments default? Can a bond in default be legally delivered to a holder of a futures contract?

Don't worry, Mav, there are more people following this than you think. I personally have a nice sim trade going with a Long 30 yr/Short 10 yr spread. I've also been watching the 10-yr intraday for the last several months. I think it is an underrated market, ACD-wise. The intraday A-ups/downs...

SPY with a strong rally, too. Lately SPY/ES and ZN/ZB, etc have been moving in opposite directions...looks like either a QE3 trade or a rally on rumors of a debt deal. (Not that it has anything to do with ACD...just an observation.) The pivot at 130.67-ish would be a good target for this leg...

What opening ranges do you use for weekly and monthly levels? I would think that, since there are about 24 15 minute bars in a day, then the week's opening range would be about 5 hours and the month's the first day's range? I assume that the "A" levels are derived off of the monthly and weekly...

I show similar results to GLD/SLV on a contract equivalent basis (silver is a 5000oz contract, while gold is 100oz, so multiply the silver by 50 to put it in "gold terms".) I hope you are long gold/short silver VERY recently, or you have been taking some heat!

Looking at all kinds of "classic" spread trades right now, and stumbled on the front-month soybean crush. If my chart is right (using the proper ratios of beans/meal/oil), the current crush margin went from 80 to 30 and is now about 40 cents/bu. Bob McGovern's website mentioned that the...

Looks like the seasonal pattern shows a nice upside - keep the entry and exit rules relatively simple and look for good risk-reward. If someone held a gun to my head and forced me to take this trade, I would go long on a close above the recent swing high (just under 8.4) and place a mental...

Nice set-up for a counter-trend ACD trade on SPY today. Based on 15 minute opening range and an "A" value of 0.4, the "A Down" was almost exactly on top of the (H+L+C)/3 pivot point. SPY bounced right off it and never looked back.

If you trade off of daily data, and are willing to pay some money, tradingblox is probably your best option. The full "builder" version enables you to write custom strategies, but it also has some "canned" strategies that you can modify. Most importantly, it handles all of the complicated...

Here's the process: You go long one 6E contract. Depending on your broker, you put down between $500 and $2000-ish as a "performance bond" when your order executes. A performance bond is not "margin," because you do not go into debt. In fact, you may be able to receive interest on your unused...

If you trade spot through Interactive Brokers, you settle overnight, so you will get Euros (and can withdraw them the next day if you want.) If you buy a forward contract, you can still get your money out early, but at whatever the rate is at the time ( IB's accounts are not FDIC insured though...

You are right on all these issues. Every choice has good and bad parts.

Both spot FX and forwards are traded through a dealer. Trading with a dealer literally means TRADING with it - he takes the other side of your trade. Spot FX resets every day, while a forward rate is guaranteed for the term of the contract. FX futures are standardized contracts trade that...

Spot FX is what most retail traders trade. It is what you see advertised on all those "trade forex and make big money" ads. You can trade it through dealers like FXCM, Oanda, Dukascopy, Interactive Brokers, etc. (Interactive Brokers also brokers FX futures). It is basically a forward...

The best option would be a FX forward contract, set at a delivery date one year from now. You'd have to look around a bit for a dealer who will deal with forwards for a retail trader (they do this all the time for institutions). I know Saxo Bank does forwards, but I've also seen some really poor...

I can't give you any advice on trading options (greeks are "greek to me"), but this snippet you posted early in the thread caught me. Based on what you posted, you risked an average of 10% of your capital on each trade? I don't care what system you are using, risking 10% of your capital per...

There was a USD-related economic release, but EURUSD plummeted because of a press conference held by Jean-Claude Trichet at the same time. EURUSD traders did not like what he had to say.

I realize that I am taking this even further off-topic, but why would seat lease prices go down so much, if you still get great discounts on fees? It's not like there isn't any demand to trade crude oil - it's just moved to a different place.

Yes. Ed Thorp had similar rules in his convertible arbitrage fund. This particular corner of the market was so inefficent at the time, where he found a rare "pure arb" and scaled his bet accordingly. There is an extensive discussion of his bet-sizing methods (a scaled-Kelly version) in the...