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  1. K

    Number of traders

    The link below is to the August '01 issue of ACTIVE TRADER... p. 7 includes an article that breaks things down in various ways, with an emphasis on number of direct access users. http://activetradermag.com/pdf/August2001.pdf I've encountered sharp disagreement over the implications of...
  2. K

    Elitetrader Trading Style Poll

    "I know my strategy is to catch larger intraday swings but for some reason I only manage scalps... Scalps are in my tool bag but not my focus." I've suffered from a similar syndrome, but I think I understand the reasons why: If you try both to scalp (even scalping in the "2" mode rather...
  3. K

    shrinking volatilty

    As the chart shows, volatility in the NDX as a whole is far below boom/crash levels, but remains fairly high in historical terms. The same is largely true for individual equities. I suspect that, until and unless some new structural change occurs, volatility levels, with allowance for...
  4. K

    shrinking volatilty

    http://home.pacbell.net/ckmcld/NDXavgranHV.htm
  5. K

    Favorite Indicators Anyone?

    janko, I misunderstood your post. I'm glad you found my post useful anyway, though I suspect that, if I were trading the futs (not now, maybe some day), I'd have a different perspective on the relationship, and I'm sure that others at ET have a much sophisticated analysis than I can offer.
  6. K

    Favorite Indicators Anyone?

    Janko, The question of the usefulness of the futures indices to stock-traders is a matter of some controversy. Some traders wouldn't make a move without checking them. Others will work up comparison charts demonstrating that any belief that the futures lead (or reliably lead) equities is at...
  7. K

    TradeStation Securities announces new commissions

    guess it depends on what style you're trading... As I stated before, if you scale in or out at all, the advantages of ticket vs. per share commissions disappear. Since TS moved over to the new fees, it's not at all unusual for me to scale out lot by lot on a winning position. If I have a...
  8. K

    TradeStation Securities announces new commissions

    If you're trading @9.95 plus ECN fees, and even if you're going the cheap route (ISLD), a 5000 share trade would be: 9.95 + (.005 * 5000) = 34.95 with TS new commissions (.012/share up to 1500, .0075/share thereafter) that would be (1500 * .012) + (3500 * .0075) = 44.25 BUT if you...
  9. K

    TradeStation 6 Order Entry

    PXG: If your system disconnects while you have an open position as you've described, you'll get a dialogue box that gives you the option to close the position.
  10. K

    TradeStation 6 Order Entry

    PXG: No way to have more than one Order Bar present. Though upcoming upgrades are supposed to bypass this limitation through various means, discretionary traders have to use other methods to facilitate quick order entry on multiple stocks. Re-check the on-line documentation, or play...
  11. K

    Trading better with TS6 ?

    vhehn, You and I actually agree in large part, both in theory and, apparently, trading approach. As I've confessed elsewhere, I'm a junkie for the TS software - the whole set-up, warts and all... I mostly dig the platform, too, though I'm disappointed that it's taken them this long to...
  12. K

    Trading better with TS6 ?

    "I still believe that if you cannot code it, it's unlikely that you can trade it profitably." I think the opposite is true: It you (i.e., the average or even above average programmer) CAN code it (using TS or other similar programs), then the odds are strongly against your being able to...
  13. K

    Trading better with TS6 ?

    "the differance is in your head." Could be... Who knows? Maybe you don't need charts (or for that matter a spell-checker) at all - just trust the force... or... A couple specific ideas: If you're trying to enter or exit a relatively large position, especially in a relatively...
  14. K

    Emini Charts

    At present Tradestation 6 (just click the banner ad while it's still up there, or go to www. tradestation.com) comes with intraday data on the e-minis (and other futures, as well as equities and indices) - at tick resolution for, what is it?, five days, and down to 1 min resolution going back...
  15. K

    Tradestation 2000i

    "There is no reason really to buy this software any longer. " Actually, there is still at least one reason that I can think of to buy the software: Ability to use third party data/datafeeds. TS 2000i, like prior versions, does allow you to use data from a variety of sources/formats, or...
  16. K

    Why Nyse stocks ?????

    Quiet1, I'm not yet entirely clear on the precise parameters of P2's approach, and I'd prefer not to personalize the issue anyway, so, instead of making predictions about P2 "blowing up," I'll just lay out the theory as I understand it. There are two ways that I can can think of to...
  17. K

    Why Nyse stocks ?????

    "I think that there is little or no chance of me washing out. " Sorry, I missed that post. It looks like you may really have meant, after all, that you are willing to risk losing up to 20% of your account on a single trade or set of correlated trades (i.e., a basket of possible "bottoms"...
  18. K

    Why Nyse stocks ?????

    "I know you are talking about 5 sigma events. I thought that sept 11 was one. If I don't risk more than about 20% of my account on any one intraday trade and about 15% of my account overnight, I think i'm pretty safe. It's rare for a stock down 50% to loose half it's value again." Just to be...
  19. K

    Why Nyse stocks ?????

    "as in an order of magnitude smaller than a "normal" trend follower risk percentage of between 0.5% and 2.5% of equity" I could be wrong, but it sounds to me like P2's got a higher than 2.5% risk of loss going before he's done with his first cup of coffee... and certainly on many days, if not...
  20. K

    Why Nyse stocks ?????

    wait a second, praetorian's got to make up his mind about whether what he's doing is or isn't easy... regardless of how difficult it is as a skill - where it lies on the grand scale between rolling out of bed and brain surgery - I think the vast majority of traders would find it emotionally...
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