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55 X daily range today, Jack. Thanks for everything.

You win, Jack.

Sell everything? Buy everything in sight? What will tomorrow bring? Tomorrow, will they say that today was overdone? Already, s&p futures are up! AMZN had good numbers? Sub-prime: what a bummer. Even Alt-A, whatever, is getting a bad rap. Anyway, all day there was heavy selling. I don't...

I ran JSystemTrader's 'TrendFollowing' strategy today. Get JSystemTrader. True: I got chopped-up, but I don't believe there is any way that JSystemTrader's trend follower would give you the kind of losses you experienced with your system.

If you're at work during US RTH: You might trade asian markets after work or you might trade european markets before work. It would give you more market time, assuming you don't need a lot of sleep.

For a trend following bot, maybe it could exit when a fast and slow moving average cross or when they go flat. It seems that is an indication that a trend has at least pulled back and price may be heading for choppiness or heading for a reversal. If the bot exited under those conditions, then it...

It's good to see an analytical critique of the method.

globex nikkei trades during regular (US) market hours. The contract is fungible with the singapore contract, so you can buy the falling knife in Singapore, then just wait until the globex nikkei starts rallying with the US market.Voila! Free yen.

Here is the Java (1.5) code: public void tickString(int id, int tickType, String value) { printf("%-26s %d %s\n", TickType.getField(tickType), id, value); } public void tickGeneric(int id, int tickType, double value) { printf("%-26s %d %f\n"...

You did the right thing. Proceed confidently.

One thing to consider is that the cash closed below 1440, which is about where it broke out of a range that it had been trading in. Today, it tried to move above that but was turned back. I, personally, think that it will try to move above 1440 at least once more. After that, I dunno. If...

re: "what to model" What should be modeled?

But what's so hard about that? Isn't that info. available from the broker? Don't you have to know those things to get quotes and place orders?

What does this mean? What would a "model" of a contract consist of? It has a current price, a multiplier, a minimum price increment, an exchange where it's traded, etc. -- is that what you mean by its "model."

Would it have been better with a seventy page bibliography? Wouldn't unbounded research require an unbounded bibliography?

hmmm ... This problem seems to indicate that the saved data (assuming you collect it and replay it for the bot) is not the same data the bot saw when the data was live. Inaccurate timestamps?

But if you know the odds, you know whether it is a good idea to turn the bot on, right?

Just woke up. Sold 30 from 1551.25 thru 1552.50. Then market dropped, but back to 1551.25 on the bid. Account up several thous, so may unload the remaining 21 at any time. Sold 15 more at 1551.50. Six left. Will sell anywhere above 1552.

Clear resistance at 1550.00. I have placed sell orders for 5 each at 1/4 pt. intervals from 1551.00 to 1553.50, keeping 1 for a souvenir. To sleep now.

Buyers are coming. Better bid.