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I'm tempted to get out @ 1845 but not yet

Whats your open position @ now ?

is anybody else here trading ES currently ?

20 clips @ 1850 short

And... I'm outttt Sobzzzz.

Put my stop @ 1853

Short 10 clips @ 1847

Market has opened, And STILL, look at the book.

Where are all the HFT that is supposed to "provide liquidity" ? So I guess this it guys, moment like this will make a trader's year. Whats your play

Take a look at the book, I can't believe I'm watching ES. To all the old timers was it in a similar state in 2008 ?

Actually a lot of option traders do bet on direction If you look at collective2.com the best option system for the past 2 years have basically been naked put sellers. http://www.collective2.com/system79741354 runner up is VIX put sellers. http://www.collective2.com/system65806998 So no...

Dom can you post CL-Always previous life performance in this forum ?

maybe dom can post the old cl always in live results to dissuade doubters and manage expectations on cl151

Use a probability distribution with fat tails to model market returns. Something like Extreme value distribution with appropriate kurtosis and skewness.

NIce work man, Now I think we need to not look at individual candles but group them in say 2 - 3 candles. I'm thinking of windowing the time series OHLC and finding a nice clustering algo that works on groups of candles.

I think he means forecast as trying to predict the value range of the OHLC ?

If u candle guys can quantitatively define what you mean by context and etc i can run the sim to test. Otherwise It'll be too vauge to gauge.

the cl system im using limit orders. not the above posted ec. on the kc system the system evaluated about 2 million price to price models in total.

Well if you think there's nothing tangible out of it, gimme the code so I can continue where you left off :D

This Is an example of an overfit system with over 15 parameters. It's for the CL, with 16000+ trades in 6 years.