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What exactly is the CFTC doing when adding in the options contracts? For example, If a leveraged fund is short a 100 lot of calls on bond futures, does this add to the short or long position for that category?

Hey everyone, What is the best way to estimate the cost of production in E&P companies? It seems like there should be a way to estimate cost per BOE production.

I am thinking about spending a bunch of time and resources researching this hypothesis. I would like to see what others have to say about it, is it even worth testing?

Hey everyone, Here is my hypothesis: Price breakouts that are lead by front month contract follow through more often and perform better than price breakouts that are not lead by the front month contract. Thoughts?

Thanks for you reply. There are some days where the market hits both my profit target and my stop loss, but there are relatively few. I decided to just count them as losses. What I am having a problem with is that there are some ten day periods where the market hits both my stop and the...

Hello, I was trolling the web and this site seemed like one to pose this question to. I am backtesting a trading system in Excel. I am using mostly IF() functions. Each trade has an exit stop point, and each trade has an profit target. Obviously, if the market trades past the profit...

If the patterns do not always look the same, how to trade them systematically?

So, you are saying that it boils down to a blend of intuition and a framework both developed through research?

I was thinking about last night, and I think I overstated the case a little bit. This means that the engulfing bearish reversal as I have defined it here is not very useful, empirically. But it may be more useful in context of other factors; the major/primary trend, the trend of the averages...

No, I have not. How do you define failure exactly? There is more than one way to define it.

I like that quote. Sometimes I feel like a poser for talking like I know things, but I think a person has to have some thoughts to progress. If I perpetually tell myself "I don't know anything," that might just continue to be the truth. Admit that I could be wrong, and change my mind in an...

An interaction between TA and FA. Good stuff. Do you think a purely mechanical approach to TA is the best approach, or does a trader develop a useful intuition after years of studying charts, leading to a more discretionary approach?

Wow... that post should be etched in stone at the top of some remote mountain somewhere.... excellent stuff. Thanks for sharing that. Damn consistent with everything that has came out of MCT lately, the trading Psych field guide, etc.

To paraphrase Hamilton in The Stock Market Barometer; the market represents everything everyone knows, hopes, believes, anticipates, and all that knowledge is sifted down to the bloodless verdict of the marketplace. I guess that is the way I have approached TA. Everything that could possibly be...

Haha I might be able to code it into Excel....

Pheonix, excuse me. My brain is currently fried from working on this project haha

DB, is that the entire handle? It sounds familiar... I am new to this site. We seem to have comparable leanings in the philosophy of trading!

Totally. Don't prices reflect everything there is to know about the market? (the basic argument for TA in general.) Have you heard of Mercenary Trader? I highly recommend the site, Google it. These guys eat, breathe and sleep the common thread of Global Macro you mentioned. MT is one of the...

Exactly :) It makes a lot of sense to me

I have been studying the Alchemy of Finance intently, but have not gotten to Soros on Soros. He makes comparable comments in the AOF, even "technical analysis is useful for determining probabilities." The AOF is a tough read, I've heard SOS is more clear. What do you do? Do you trade for...