Search results

  1. D

    statistics of losing traders

    Just googled for "90% traders losers" and it seems to turn up a lot of vendor links. Maybe a scare tactic meant to appeal to those afraid of losing?
  2. D

    Simple Profitable Method

    Vienna: it looks like those trades could have been done with just the macd. Is that your thinking, too?
  3. D

    Trading bot construction (IB)

    Getting the "Buy ES" and "Sell ES" buttons to work should be similar to what was done to get ES data. I'll get to that, later -- errands to do this weekend: download tax forms/instructions; get the dreaded taxes started and get to the point where I at least know that I've got all the irs pubs...
  4. D

    does volume head price or price lead volume?

    What about the idea that if event 'a' preceeds event 'b', then it is not necessarily true that event 'b' was caused by event 'a'?
  5. D

    how profitable is trading energy futures?

    In my opinion, futures aren't good for investors. They are great for hedgers and speculators.
  6. D

    Trading bot construction (IB)

    Does anybody know about copyright with respect to IB and ET? It seems to be that IB wouldn't mind the posting of snippets of their code or diffs against their code, because they produce the "Sample" API for people to use/extend. But I'd like to get the definitive word. What about ET? I...
  7. D

    oil drops below 50

    Next support maybe $45. In the fall of '04 it would peak there, then fall back.
  8. D

    Writing Covered Puts

    I read on Bill Cara's site a PG strategy -- makes about 20%, including dividends: sell high priced calls, sell low priced puts. He mentions that it may happen that your PG gets called and PG gets put to you. Any opinions on that?
  9. D

    Prop firms, I'm missing something..

    What you learn at a prop firm may be capital intensive. If you're still in school, why not open a retail acct., study the markets, and get rich slowly?
  10. D

    Trading bot construction (IB)

    A mistake has been made. Lesson: test code before posting. The first code snippet, above, should be JButton butReqESData = new JButton( "Req ES Data"); butReqESData.addActionListener( new ActionListener() { public void actionPerformed( ActionEvent e) {...
  11. D

    Does The Holy Grail Exist?

    Inter-index arbitrage may work on a small scale. Compare the dow and nasdaq charts. There may be a '.pdf' on the CME website (think that's where I read about it).
  12. D

    Trading bot construction (IB)

    It looks like "Sample" might be a good framework in which to test code snippets. The first thing I've wanted is a button to get ES data and buttons to buy and sell ES. Bots don't want to fill out forms. Here is what I did: In IBJts/java/TestJavaClient, I modified SampleFrame.java...
  13. D

    Trading bot construction (IB)

    Thanks, edil. That looks useful.
  14. D

    Sybols for TWS?

    On a blank row, left click in the "Underlying" column. Enter YM, then in the pop-up select futures, then Mar '07. Likewise for ES and ER2
  15. D

    Spydertrader's Jack Hershey Futures Trading Journal

    "volume normalized by total price movement within the bar" Elder's Force Index is an alternative view of the price/volume relationship. It is something like: Force Index = PriceChangeOverInterval / volume It draws a histogram, centered around zero. For an interval, he may use the close...
  16. D

    Trading bot construction (IB)

    Placing an order with the out-of-the box API: start TWS PAPERTRADING account configure->api check "Enable ActiveX and Socket Clients" java -jar jtsclient.jar Market data (again): hit the "Req Mkt Data" button, fill out these fields: Symbol: ES Security...
  17. D

    Trading bot construction (IB)

    I'll look into ET's html. What I was trying to show in that picture is that there are three actors/agents: trader, broker and data provider. They are each in a box and the arrows between boxes represent data/message flow. I think that a third entity, exchange(s), could be added. There is data...
  18. D

    Trading bot construction (IB)

    I was reading tradermojo's ATS thread and was trying to form a concept of what a complete ATS is. Here is what I came up with: +----------------------------+.....+---------------+....+--------------+ |- data provider(s)------|<-->|-trader(s)-|<->|-broker(s)--|...
  19. D

    innovative approaches

    "technical analysis is a very weak foundation for ATS" All of technical analysis is a very weak foundation? Would any of it be useful? What would be a stronger foundation? I think a moving average crossover system could make money at some times and lose money at others. If I could encode...
  20. D

    innovative approaches

    For scheduled news, like non farms payroll, the semantic analysis may not be necessary. Just before the news you might submit two entry orders: a buy stop and a sell stop, or a buy and sell that gets one side cancelled when the direction is clear. I suspect that that is how people who trade such...
Back
Top