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    Exponential Moving Average

    I will agree with you on one thing - the signal-to-noise ratio is very poor around here. That is why I haven't posted as often as I used to. I was trying to help, but obviously you're looking for a different answer than what I provided.
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    Exponential Moving Average

    Robert, I gave you the answer already. The concept of a "days" or "N periods" in an EMA is approximate with respect to affect of the smoothing constant (i.e. alpha) M bars back where M>N. In other words, if you take a 20-bar EMA (i.e. an EMA with a smoothing constant of alpha=2/21)...
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    Exponential Moving Average

    An SMA is a Fininte Impulse Response (FIR) filter. The lag, or delay, of any end-to-end symmetric (or anti-symmetric) FIR is approximately one half the filter length. In the case of a time series SMA, the lag of an SMA is exactly (N-1)/2. So a 7-bar SMA has a lag of exactly 3 bars. This lag...
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    Congratulations Baron

    He was also talking about spoofing IP addresses, creating fake logins, and spamming ET. As he put it "I know every spam trick in the book". Perhaps you missed the deleted threads where Hitman was spamming and threatening ET with more spam? Above and beyond the issue of recruiting &...
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    Exponential Moving Average

    Robert, with regards to "lag" and moving averages, the most important thing for traders when using moving averages is knowing the lag and smoothness. The traditional tradeoff is the smoother the MA the more lag exists. For some interesting analysis of MA's, lag, & smoothness, I direct you...
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    Exponential Moving Average

    Robert, you looking the mirror again? :p
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    Exponential Moving Average

    rrisch, Try this http://www.prosig.com/signal-processing/datasmoothing.html
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    Exponential Moving Average

    The time period is just a way to determine the "exponent" in an exponential moving average. To calculate the exponent, divide 2 by the time period. A percentage is just another way to determine the "exponent". The exponent percentage and time period are related by the formula Time...
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    April Trading Journals

    And maybe she'll tell her friends that he's willing to support her family too, even if she married someone else. She sure has the system figured out. Hitman wrote: but I wish there is something I can do. I have always told her that I will support her family in anyway I can when needed...
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    I use this screen for trading the emini Nasdaq Future

    My theory is that Jeanmichel posted the "system" as a test. Based on your response are you a "real trader" or a "pretender". What do I mean? Try a 4-18 MACD pure crossover system and see what your results are. Try it with a profit target. Try it with a trailing stop. Try to add an...
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    March Trading Journals

    Yeah, start scoping out the 14-15 year olds now and plan ahead. :D
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    T-bonds as futures margin

    If you think the Fed is going to raise rates, then your best bet is to wait until after the Fed meeting. If you think the fed is going to lower rates, then you should purchase your t-bills before the meeting. If you're not sure what is going to happen, the safe thing is to purchase short-term...
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    March Trading Journals

    Not bad except that Rivera is in Afghanistan covering the war. Springer would've been good! I still like ElitistTrader Boxing the best.
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    March Trading Journals

    Don makes a good point, actually. Trading is not like "war" as much as many people like to misuse war analogies. Trading is a game where probability & degree meets psychology & execution. The business of trading (i.e. firms, funds, retail, etc.) is even much less so than "war". The...
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    T-bonds as futures margin

    Actually, I have another question: if a 13 week t-bill yields only 1.76% and you only get credited for 95% of the face value of the bill, does it make sense to go to all the trouble (with commissions and all), unless you have a substantial amount of money as your initial margin? You are...
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    T-bonds as futures margin

    lpo, As I said, I think sasha's broker thought sasha said "t-bills" rather than "t-bonds". You won't find any brokers that advertise that they accept bonds or notes, but some do. Just ask them. Most discount brokers, if they accept t-bills at all, only deal in t-bills because it's easier...
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    T-bonds as futures margin

    You get all interest + what you initially paid for the bill/note/bond at maturity. All bills/notes/bonds are sold at auction, so the actual rate varies, but you can get a very close guage of current rates by looking at the secondary market. Here are current rates: 3-month...
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    March Trading Journals

    I'll take the bigger dog every time. "It may be that the race is not always to the swift, nor the battle to the strong - but that is the way to bet."
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    T-bonds as futures margin

    The difference between t-bills/notes/bonds is the maturity period, the frequency in which they are offered for sale, and of course their interest rate. Bonds have 30-year terms (no longer available), Notes are offered in 10, 5, and 2-year terms, and Bills are offered in 52, 26, and 13-week...
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    T-bonds as futures margin

    Sasha, Ask your futures broker what their instructions are for purchasing t-bills to be held as margin in your account. Each firm has a different procedure. Usually what you do is fill out a form indicating which T-Bills you want to purchase. You wire them the money to purchase the...
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