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Good list. Well done! Do you know where the person get this list - his own work or other third party source? What's the criteria of the measurement and ranking (if available. Otherwise forget it)? It's surprising to see Emini S&P 500 [61] is much worse than S&P 500 (original) [52], but...

Thanks for your valuable information. That's good. The reason why I would like this is I don't need to go in and out frequently. The ranging game is weary. I need to spend multi-fold efforts to get the same reward as catching 1 trend. Don't you agree? How large is the intraday trend, in...

Pretty much agree with you. Unless you have a large capital to take advantage of ES, this market is not good. I wonder if it applies to YM (Dow Jones) and NQ (NASDAQ) as well, since they have high co-efficients - the markets are choppy - does not run smooth intraday trends.

I think it is just analogy. :D Imagine how much 50 cars is worth, and you are going to buy and sell 50 cars every day in S&P. :p

S&P E-mini is the most liquid market in the world. I don't investigate much, however, the market seems to be quite choppy. What do you think? I have no idea about DJ Euro Stoxx. What is its volatility? How does it perform?

Oh, sorry. But how about calling them intraday trends? :D By the way, I prefer a smooth one-way volatility instead of swinging up and down.

In your own opinion: 1) what futures market give the largest and smoothest intraday trends, with good liquidlity? 2) what futures market do you trade? And why do you trade them? Just list the conditions/situations or state your cases if your answer is a bit complex. Thank you. :D

But this is not a direct-access firm. :(

I see, so you work for IB and trade at the same time. You are right. I forget to take the hidden orders into account. The institutions and market makers are not going to let a sudden spike mess up their plans. :D One point I would like to point out is if someone wish to fill a large order...

How would you compare between IB and Oanda? What makes Oanda better than IB as far as forex is concerned.

Forget about single stock futures. Nearly all are dead water - too illiquid!

Sorry no. IB is very conservative in daytrading margin. It is just 50% off. It needs $25,818(516.36 points) for 1 HSI contract. Some may offer lower than about $15,000 (lower than 300 points). I never see there is more than 500-point volatility intraday in HSI.

You may consider always closing positions before lunch. Then you don't need to be worried about lunch-time gaps.

HSI does not have gap when live. They occur over lunch. HSI is not liquid. Each price generally has less than 10 orders. It can come down to just a few in some cases. HHI is less liquid than HSI. Maybe experience a few small gaps even when live.

How come? Usually each price has lower than 10 orders. If you buy 100 orders at market, it may rise 10-20 points. However you may try to execute bit by bit to lower the impact of your oders to the market.

Another issue we need to consider is the price. Assuming the processing problem does not exist, which orders will tend to get better price fills?

Thanks for your answer. Yes, TS is free if you generate enough commissions or matain large cash balance. I just wonder if some brokerage firms might not be able to let me use TS to autotrade. From the sound of it, it seems not. So I'm free to choose which brokerage. The only problem is...

Which firm then? What's the price?

Could anyone answer my own question? :p

No ones know how to accomplish this :confused: Any input ?_?