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I'd call MS the hands down winner in terms of chart readability and graphics when compared to TS. Yes, TS's charts are fine, but I've always wished I could use MS's charts and TS's engine.... Caveat: I was an MS Pro user (heavy user...OK, addict :D ) in the late '90s. Since then I've...

Metastock uses a simpler programming language. It's a relative certainty that code will transfer from MS to TS, but that's not true in the other direction. For example, you can set a variable in TS and call that variable 300 bars later. In MS you have to address that variable on every bar...

I'd have to hedge my reply. For me, "bare bones" on a trading laptop begs for a 17" screen. I'd really enjoy the extra screen real estate and find my current setup too jammed in. I'd add a good deal of RAM to that 1G-2G, and make sure the processor's fairly powerful. Especially, if you are...

Personally, I'd go for the 7200 RPM drive. No, it won't affect your trading software performance, but it sure will give the machine a better overall usability. It'll feel faster and crisper. So many things depend on file read/write operations. That speed difference will pay off in many ways...

Hi Electric, OK, so your cash stash in your main account provides your backup liquidity. And that's earning 2.3%...unleveraged by necessity. But I'm still unclear about how you know (or estimate) just how much your three pairs, traded together, can draw down. That will drive your Sharpe...

Wow! Electric's fast too! I just finished my post, and I see there are three new one's. Perhaps the above post of mine is redundant. I'll read now and see. Clearly, I'm a 'slow' poster. :D

Hi Electric, I think I've followed what you are describing in 'cash & carry', but to make sure, I'll answer Kevin's question. Pls correct me if I'm off base on anything. I do have a question for you which I hope you can help me understand. I'll phrase that at the end of my post...

OK, I'm not a cash FX trader, but isn't the ability to earn interest while carrying positions an advantage in the spot mkt? I should clarify that is also a double edged sword, as you pay interest in some cases. Also, I realize that with certain futures brokers, a trader can keep their...

Yep, you are correct, mnx, he's the very same poster. Different alias, but his posts trace back to the same location.... Thanks for the heads up. I'll keep an eye out.

Hmmmm, OK, I have a pretty good sense of where this thread might go. This thread may end up deleted. I'll give the original poster the benefit of the doubt and watch to see if our thread starter has anything helpful or insightful forthcoming.

Isn't it $2.32? I may be misreading what you intended; could you elaborate on the $4.60? Thanks!

Nothing, you are correct, except that on average it's more like twice that difference. spike500's point is correctly trying to help you frame that $275 or $550 loss. That can be a significant percentage of your margin. Now, you may be framing this in the context of what you can afford to...

Yes, I do. If you watch all three, relatively speaking one will lead or lag. Compare them on a relative strength basis. I've got all four markets (your three plus ER2) all overlayed in the same graph. I can't really say if it's "this" then do "that." This is really an exercise in market...

Marty, I think you are touching upon a very deep area of trading, IMHO. Six or seven years ago, I was a pure systematic trader. Since then I've faced and explored many of the issues that you are raising. As I had been an active trader since '94, I figured I had a pretty good sense of it...

I wanted to make a comment about the inter-commodity spreads and how the SPAN margining might drive certain ratios in practice. On the CME website the 1:1 ER2:ES ratio is listed at 88%. http://www.cme.com/html.wrap/wrappedpages/clearing/pbrates/PBISInterEQ.htm Unfortunately, I don't know...

I use something very similar to historical volatility in my calculations. HV uses close-to-close deviations, which works pretty well. I prefer to incorporate deviations that consider the high and low of the bars as well. Either one works fine, with only small differences, and the relative...

I've attached a picture with two different weekly spread charts -- closing prices only, so the highs and lows of the spread are missing. You are right to consider adding another ES to your 1:1 pair and keep some of the directional bias balanced. The top chart in the pic shows a 3:2 ratio...

Hi William, I actually haven't tested it in a while, but the approach is the underpinning of my trading style. Of course, I trade only index futures which seem to have better 'snap' on retracements than do equities. In my actual results, I haven't seen a discernable difference between the...

Marty, I know this isn't the Holy Grail, but instead Linda's Short Skirt trade. From her website: Patterns, Set-ups, Analysis What is the Short Skirt Trade? A SHORT SKIRT is a quick scalp trade made in the direction of the short-term trend. The setup occurs after the S&P has made...

I've never lived close enough to what the phone companies refer to as a "CO" so I've never been able to try DSL. For the last seven years, I've had cable. I would think both are quite good and really more dependent upon the reliability of the provider (Quest and Comcast up here in Colorado)...