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  1. M

    ES Journal Archive (2009 - 2010)

    From where to where? Numbers help...
  2. M

    ES Journal Archive (2009 - 2010)

    Did you wait for the first red candle on a 1-min chart to decide on the long exit or was it just an R10 in close proximity to the gap?
  3. M

    ES Journal Archive (2009 - 2010)

    Looks like ADU can be ruled out at this point. Maybe a SDD ala 10/9/08 with accelerating plunge after 2pm?
  4. M

    ES Journal Archive (2009 - 2010)

    Do you always look at W%R on a 5-min chart or do other bar sizes work as well for that?
  5. M

    9 years of free tick data with volume [1.5Gb]

    Do you know where I can obtain price/vol ASCII data (tick or 1-min) for SPY? I only need it 12 months of it, though if more available it can't hurt. I would like to test some ideas with algos I wrote in Matlab. You can reply to me by a private msg. TIA! Don.
  6. M

    ES Journal Archive (2009 - 2010)

    Was the dvol/uvol ratio the only hint to make the 825 call or was there something else?
  7. M

    ES Journal Archive (2009 - 2010)

    Looks like classic SDD pattern to me.
  8. M

    ES Journal Archive (2009 - 2010)

    Cup and handle on 1 week chart? D.
  9. M

    ES Journal Archive (2009 - 2010)

    Long 820, out 838. My target for the swing was 841.50, but it seems to have stalled as it got closer, so I closed it. D.
  10. M

    ES Journal Archive (2009 - 2010)

    LC Can you please explain how VWAP traders arrive at that number (sorry, must be a naive question). D.
  11. M

    ES Journal Archive (2009 - 2010)

    Cup and handle breakout?
  12. M

    ES Journal Archive (2009 - 2010)

    I normally watch how RUT behaves relative to SPX (in % returns for the day as well as how far off they are from the daily highs). Thanks for the tip on TLT, I'll watch it more closely from now on.
  13. M

    ES Journal Archive (2009 - 2010)

    Thank you. I was wondering if the T-bond chart was posted to indicate a halt (or reversal) in the slide of long-term bonds (TLT) from the "bubble" top, and serve as a leading indicator to a plunge in SPX? I might be going out on a limb here.
  14. M

    ES Journal Archive (2009 - 2010)

    Do you know which of the Treasury ETFs this chart is equivalent (or close related) to? Thanks. D.
  15. M

    direct statistical trading a "clearly" defined approach by NTW31

    I've been using Scilab (http://www.scilab.org a free and much lighter weight Matlab clone) for a number of years to run my black box (both backtesting and live modules). I only had a cursory look at Scipy/Numpy last year, looked interesting but not enough to sway me to switch since Scilab is...
  16. M

    Historical Fundamental Information Data Feed

    Nowhere do I see a reference to fundamentals availability, only market data (low, high, close, volume, etc.), where do you see access to Reuters Fundamentals? Don.
  17. M

    Anyone trading Tokyo stocks with IB yet?

    >TGM >are there any stock screeners u guys use over there? I started looking at fundamental screening first and found three options (all expensive, around $10k/year and up): (1) S&P Compustat Global (2) Reuters Fundamentals (3) Thomson Worldscope The above also include market data...
  18. M

    Anyone trading Tokyo stocks with IB yet?

    Having recently started screening asian stocks, I'm particularly interested in finding (online) brokers with good access to Japanese and Chinese stocks and to a lesser extent Thai and Koreans stocks. Any recommendations? I'm currently using IB.
  19. M

    Compustat Global vs. Reuters Fundamentals vs. Thomson Worldscope

    I'm interested in opinions about data quality and historical availability of fundamental information (quarterly, annually) in the above mentioned databases. Anyone has experience screening companies with these databases including backtesting? I am currently using Compustat north america which...
  20. M

    Formulas for calculating average return

    In my portfolio mgmt system, cash in/out occurs rather frequently (and randomly) during positions' holding periods, so I think that simplified formula should work well indeed. Many thanks!
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