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local_crusher...its not the frequency of my trips..but rather the number of contracts I have to buy on emini instead of sp. Having said that I get horrible fills in the pit v. globex...

Guys, Is there any inherent advantage to trading SP over ES? I get better fills on ES but the commission is killing me. Also, it seems SP is only available on globex after market close. Will this ever change?

All, Didn't get a chance to post yesterday, but the SPY trade was sold at the close for a .60% gain. Best to all.

Murphy didn't quite get me today...trade is up (.60%) but will be left open since another buy signal was triggered today.

The system was backtested using SPY. The entry for long side is today's low < lowest low of past 9 days. Entry is at the close and position is held for 1 day. The out of sample results (1/1/05 to 9/21/07) are as follows: RAR=61% MaxDD=4%

kinggyppo...its something i am playing with with very small size. It has history on its side( please provide your criticisms of the system once you have read the article). And I was short ES entire day due to my own indicators. Not trying to get into pissing contests here..put it out there as...

going long at close based on new Jan08 ActiveTrader SPY oversold system.

awesome call spectre :) I was short YM but flipped when it didnt feel right and sure enough it took off.

All, I am new to fed funds futures and wondering what is the best way to play a bullish long term trade in Fed Funds without contago having a materially adverse effect on the trade. Should I look at rolling perhaps every 3-4 months instead of monthly? Would love to hear how other people are...

Here's an article reiterating what Spectre stated earlier last week regarding post rate cut peformance http://www.reuters.com/article/reutersEdge/idUSN2217822620070823?src=082407_0724_INVESTING_comment_n_analysis

What do you guys make of the disconnect with TRIN? Are the big boys buying to ramp this tomorrow?

opt789: SPY was out of sync(-.20%) this morning at 9.30CST while ES was down .50%..it has since caught up

Guys, What do you make of the disconnect between the ETFs and futures? Both SPY & IWM are not down nearly as much.

WD40, Isnt that a bit excessive to put a stop of ATR(21) jus tto make 2 points. Currently that would be risking 16 points

spectra, No plans on automation at this time. Goal is 2 pts and out for the day. Currently trading this with 2 contracts but will add as account grows.

I want to trade a very simple automated scalping startegy around the pivots. Basically, I will put buy order near support for 2 point target and similiar short orders around resistance. Initial size will be 2 contracts and will increase with profits. what would be a good stoploss point? I...

Doesn't this current bar up look suspect. Since when does ES lead both NQ & ER?

Thanks 2ticks...I downloaded the trial. Looks great and works with my IQFeed.

Anyone know of a software package like barcharts that has simple macd? All the packages I have looked at so far have the default exp macd. Thanks!

I live in Lincoln Park near the zoo and you can definitely get a 3br condo for around 750 in my area. There are about 3-4 big condo complexes that I looked into and all of them have 3 br's between 700-800k. As for northshore, I grew up there and I can tell you no way you can get a house up...