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Has anyone noticed the lack of volatility in the $TICK over the last month? Here is a chart of the 5min $TICK ATR for each day of the last 2 years. Notice how it is below 400 for the last 20 or so trading days. Last week we had a couple of days under 200. Hasn't been down that low since 2001...

Ok, that makes sense. I have an (old) RADEON 7000 Series card, which did come with some software for multiple workspace management, but I believe I uninstalled it as I wasn't using it. It may be able to do the independent monitor feature you describe. It would be useful as most of the time I...

How do you do that? I have dual monitors and when I maximize a window it fills both.

That RSI chart just tells us that momentum *for this timeframe* has slowed down and stalled. Doesn't mean the rally can't be resumed, doesn't mean its not gonna tank. A better (bearish) indicator is the vigorous opposition to any type of bearish talk such as the thread topic implies.

Thanks for the responses. It looks like I have a few viable options when it comes time to hedge a ER2 position on the Globex. I could buy 1000 IWM for each contract I am short, but this would consume large amounts of my precious margin. I could buy IWM or R2K call options - more on that later. I...

The ECBOT was down today from about 11:15 to 12:10 PST. Of course, the Dow did a 180 the moment the exchange went down and started squeezing those short the YM, with no way for them to get out of their positions. This reminded me of May 2003 when the globex went down and I was short the ES...

That, indeed, is the trade-off. Under normal market conditions, one is unlikely to see any difference in results between the two methods. Under extreme market conditions there is no way to know which method would yield a (better) fill.

IB simulates Market Orders too for Globex: http://www.interactivebrokers.com/en/trading/orders/market.php?ib_entity=llc So if they "send a market order" as you propose, then what do they actually send? "Market with Protection" is how Globex implements a market order...

From what I have read Globex accepts STOP LIMIT orders only. IB simulates the STOP (market) order. How does IB implement this? Is any part of the order submitted to the exchange before the trigger? I am interested in the ES and ER2 futures products.

As a Canadian with a $US account you are essentially long the USD/CAD by an amount equal to your account balance. If you wish to hedge your currency risk, buy one CAD (CME globex) future for every ~90K $US in your account. Now, if the CAD goes back down to $0.65, you'll be wishing you had never...

Shane, Here are the expectancies for 3 intraday systems that I am currently trading: Contract Expectancy Trades/Year %Win ES 0.20 300 75 NQ 0.20 133...

I was calculating expectancy as a percentage of account size required which I find more useful than per dollar risked. For daytrading, the expectancy is useful only in the context of frequency of trades, imo. ie. does the expectancy * frequency of trades make the system worth trading. I...

How are you calculating expectancy? To me it appears all three systems have a > 0.5% expectancy.

Where's the equity curve? I think it needs to be straightened.

The SMA(200) of ADX(14) series would measure this. Markets with a higher value would be more "trendy" (over the last year) in this respect.

Money may not buy happiness, but why risk it? :D

What really makes this bad is the fact that there is no indication that the quotes are wrong or lagging. The product can not really be called real-time quotes when you never know exactly how far behind real-time you are.

I suspect QQQQ call writers are getting the squeeze. Max pain way down at $40: http://www.ez-pnf.com/maxpain/mpb519.htm

As Stridsman points out in "Trading Systems That Work" - stop losses (and profit targets) reduce the standard deviation of outcomes making the trades "less risky". The cost of this lower risk is lower return. I have seen this in my own backtesting results in which adding any type of stop...

628 trading days and counting. Last time the SPX had a streak like this was 526 days to March '96. Then, there still were 4 more years of bull market to go (with an increase in volatility and 2% down days) before the top......