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I am probably not the right person to answer this but I think that the cash (& future ?) market is closed during the lunch. May be that can help: www.etungtai.com/etungtai/minseninfutc.html www.excalibur.com.hk/downloadfile/futures/hangseng.pdf Trading Hours (Hong Kong time) 9:45 a.m...

If it was in this old thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=9402, Def never said that TWS always connect through the US server. He just said that we couldn't change the server config by ourself. The post above confirms this.

www.visualroute.com (good soft) confirms what traceroute tells me. That's too bad : I live in France and my signal is crossing the ocean two times before reaching Switzerland : Me -> Paris -> NY -> Washington -> Philadelphia -> NY -> Switzerland I lose about 150 ms with that. It seems...

Every morning I do a "ping" command to the IB server (gw1.ibllc.ch) to get an idea of the delay that my orders can get to be filled. Last fews months, i had some time response around 140 ms and quite often under 100 ms. But lately, it has been around 200 ms. (Too bad, i should have done a...

Actually I just sit & watch to understand what is going on there. I sometimes put 1 or 2 trades here & there when things are really obvious but i'm really cautious.

That doesn't surprise me much. I don't trade the afternoon anymore because I never could make any € on ESTX when US is open. I only trade the early morning now.

75 rt with IB com (4€), that is 30 pts of estx to break even ! Is it your usual daily rt rate ?

In 2002, on the ESTX50 I used to buy at ask+1 tick and sell at bid-1 tick. Paying the additional tick was rewarding because you often had a 5-10 ticks momentum leg behind the entry. As the marlet cool down a little, the momentum is not so strong and this additional tick is a part of the scalp...

If only i could made 1 $ this year ... :D

Actually I scalp the estx50 at the opening with some kind of success. I'de like to trade emini but I can do it only in the last hour of the session (3PM-4PM). I don't know what to think about this part of the session as I am very familiar with the dynamics of an opening. Volume seems to be a...

I never heard about this guy but that is the way I trade and I like it. I don't know what he means by "agressively" but my experience tells me that taking more than 10 trades in one hour is called overtrading. Be careful, it is quite easy to blow an account in no more than 60 minutes :D (the...

Before, I used to take 10 trades a day, then I went down to 5 and I am now between 0 and 3. When I looked back at my numbers, I realized than most of my profits were done with my 3 first trades. I see 2 reasons to explain this (i trade the opening) : - the technical part of my system works...

That is my story there ! One of my recent discovery. It took some time...

Use a time stop. Keep your entries as they actually are and exit exactly x minutes after (the time frame is up to you). Statistically, if you forget the spread/slippage/commissions, the outcome that you win/lose is 50/50. Just consider that the exit price (the price x minutes after your...

Funny, but if i had used a larger stop during the last 3 months, my average loss would be smaller. Why ? because I've been stopped out too often on good moves (good entries). If you have good entries and your stop is too small, you'll never get a winner. In my opinion, you don't want to...

Sorry about the confusion : the time reported in my execution line is "IB time" wich leads European time by 1 hour. It was 09:10 in France. I already compared IB quotes with other data feed before and my conclusion is that data providers doesn't show more trades than IB (sometimes less)...

I already talked about that fact in another thread : Eurex doesn't report every trades because of a process called netting. For that reason, one should know that there could be some fast trades that we never see on bid/ask/last prices. This morning luck was on my side : I got a very good...

http://www.timeanddate.com/worldclock/ I like the ESTX50 in the morning especially at the opening. After 11:00 AM, volume is weaker like everywhere else I guess. From about 2:00 PM, ESTX is waiting for the US and after 3:30 PM it follows it blindly. I find it more noisy then. For that...

I agree on this. You can't spend too much time with the study of your trades. Real trades. This feedback process allows you to improve your trading plan/methodology (when you have one and stick to it :D )

At the very beginning I did a lot of (useless ?) research like you are doing Aphie : Datas and datas and datas. Excel and Excel and Excel... One day I threw all that stuff and I began to trade. Then I really began to learn something. I don't know what to think about that... Who knows ? May...