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  1. J

    Trading Strategy Design -- "Shared Variables"

    As a long-time denizen of Et's deeps, let me share an insight with you. The fact that only an idiot responded to your post should tell you one of two things. Either your post deserved only an idiotic response, or it is so subtle that it went over ET's collective little head. Being ET's resident...
  2. J

    Trading Strategy Design -- "Shared Variables"

    Sorry to have used your valuable response space. I had my left hand amputated years ago so I would no longer have "one hand or the other" issues.
  3. J

    Trading Strategy Design -- "Shared Variables"

    Gotcha. It being probabilistic, why not assign execution venues probabilistically?
  4. J

    Trading Strategy Design -- "Shared Variables"

    Are you talking about, in the simplest case, where one system calls long and another calls short?
  5. J

    Visualising the Hershey-SCT P-V Relationship

    An injudiciously selected example in proof. Friday's close.
  6. J

    Visualising the Hershey-SCT P-V Relationship

    I am the wrong person to explain it, because I don't believe it. Kind of like me summarizing the Gospels. But I'll try, in the hopes that it will be so laughably wrong that Jack or The Et Al. will step in. In the early stages of modestly rising MoMo (I am ignoring a real screamer here, which...
  7. J

    Is cash no longer fully insured in an IB account ?

    Thanks for the explanation. I just fell off the turnip truck. Where does cash fit in to the two segments in a Universal account?
  8. J

    Is cash no longer fully insured in an IB account ?

    Does this have any relevance to Universal accounts? I thought the issue was sweeping between two different account types. Thanks.
  9. J

    Visualising the Hershey-SCT P-V Relationship

    Attached is a screenshot of the final version of the PV Visualizer. The blue line is smoothed volume normalized to the current range of the day. The blue number in the right margin is the fraction filtered price is of the day's range. The red line is filtered volume normalized to the maximum...
  10. J

    Questions to Jack Hershey

    Slick NLP.
  11. J

    Questions to Jack Hershey

    Sorry, I didn't hold my brain right. By his pure PV system I meant SCT.
  12. J

    Questions to Jack Hershey

    With respect, the pure PV system without any indicators, relying only on crayola-ing, was IMO never sufficiently well defined to code and test it. Had it been, I would have done it. The real issue is not "does it work?" but "what the hell are the hard unambuggerous rules for it?"
  13. J

    Questions to Jack Hershey

    Let me follow up with my concise view of Jack's contribution to ET. Jack will assert something provocative like "The moon is made of green cheese!" Well, strange, but you research it, and learn something about the true composition of the moon. Next Jack may claim that "The earth is flat!" OK...
  14. J

    Questions to Jack Hershey

    Having nothing much better to do in this slow market, as all 25 of my codes comprising some 1700 SLOCs are done, undone, redone, and overdone, I thought to aggravate the Hersheyites with this instructive little scattergram for their uninstructable little scatterbrains. It is the first 32 five...
  15. J

    Questions to Jack Hershey

    I keep looking for sideways. Is it on the flip side of the cheatsheet?
  16. J

    earning interest on USD and EUR cash with IB

    Please advise if I said anything else wrong. My general philosophy since I have little appetite for stocks is to keep my brokerage account lean, with just enough in it to ramp up futures trading if I get a bug up my ass. My level of trust in this market extends to minutes, so right now I just...
  17. J

    earning interest on USD and EUR cash with IB

    Indeed, the spread is invariably a penny. Don't know Bunds, but I think treasuries in a brokerage account are like cash, eligible for hypothecation. Could buy TreasuryDirect, but I want instant in and out if opportunity calls. I don't believe for a minute that IB would screw its clients, but I...
  18. J

    earning interest on USD and EUR cash with IB

    I stand corrected. You can buy 200 BIL for a buck. I am not a high roller, so I never broke that stashing cash in or out of it.
  19. J

    earning interest on USD and EUR cash with IB

    Well, you can buy as much BIL as you want for a buck. And if I understand the regs correctly it can't be hypothecated or re-hypothecated, so it should be safer than cash in an MFGlobal scenario. So I think the two bucks round trip to park, say, several tens of thousands of dollars in BIL for...
  20. J

    earning interest on USD and EUR cash with IB

    I park whatever I don't need for trading in BIL. One of these days it will yield more than zippo again. For now it's simply safe. IMO the short term ETFs like BSV and CSJ are too risky.
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