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I noticed this today how the first 10 minutes or so the YM and INDU have to sync. I've attached a worksheet of my 1-minute YM and INDU data starting about 10 minutes before the market open and the calculated FV offset. I think it's a good illustration of this sync process. It also shows that...

FWIW, here is a chart of the FV premium from my 1-minute YM and INDU data today. I charted it because I wanted to see how it changed through out the day. The IndexArb.com value of 63.93 was generally close, but at key times that value would not have worked too well. I'd like to learn how...

BB, I can only speak to my experience with the JH method, but so far so good. I've been sim trading the ES for about 15-trading days now and so far I've only had 3 days where I lost money (small amounts). My goal is to sim trade the ES for 30 to 45 trading days before I commit real money...

Today's ES. It was a good day!:D It was my first time to use/watch the Str/Squ tick-by-tick. I started out with an offset 63.93 (from Indexarb.com), but realized after a while that adjustments are necessary. I may adopt a spooz approach and calculate it on a RT. It was interesting to...

Thanks txuk. It is clear now.

txuk, When you plot the extreme values, which ones do you use? For example, if the Str/Squ formula = (YM-INDU) - offset, do you use the (High YM - High INDU) - offset for one set of plot values and the (Low YM - Low INDU) - offset for another set of plot values? I am collecting the tick...

Spooz, I may be a little confused here... I can harvest the values at the tick level, but then this goes back to my original question, within a 1-minute period for example, I will have a high value and a low value. Which one do I use in my calculations? For example this morning within my...

Thanks Spooz, I'm "harvesting" the YM and DJI values on a 1-minute basis, so I'm going to use the last value that is recorded at the 1-min increment. I suppose that collecting data on 1-min (or 2-min increments for that matter), there is not much difference between the high or low anyhow...

Spooz, I have a general question about the Str/Squ values used in your calculations. You show 2-minute bars, but what values did you use within those two minutes? Did you use the high, low, or the last value at the time the 2-minute point was recorded. I'm having to do this in Excel since...

Spyder, Have a nice time on your vacation. I'm sure you won't encounter any DU volume on your trip! :D

My ES for today.

My ES for today. Good day except for a slip-up around 11:35 when I thought I was long when I was actually short :mad: Looking forward to adding the Str/Squ tool. I've just been just monitoring (using MAK's) tool for now. Not sure yet if I'm going to modify it to create a histogram. I...

My ES for today. I found the morning difficult, but after 12:00 things were much clearer.

My ES so far. Afternoon was kind of choppy, but I caught a good move from 13:20 to 13:40. Off tomorrow. Have a great weekend everybody!

Mike, I like your charts.

My ES as of 12:15. Everything was fine until the 11:50 and 11:55 bars. I kept thinking I was seeing an FTT, but the volatility expansion kept on coming. Still managed to do ok, but I guess I was not paying enough attention.

Here is my ES for today. I found the afternoon a little less clear than I did this morning. Usually, I find that the mornings are almost always better for me than the afternoons. This could simply be because of the volume is generally (but not always) higher between 9:30 to 12:30. Higher...

My ES as of noon today. So far I've found this morning easy to follow. Picked up a few points:D

Spooz, You certainly win the prize for the most unique annotation!

Today's ES.