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Yeah, didn't explain my self well enough - I am talking about the tick size as in the NQ has a tick size of 0.25 with a $ value of $5 and the YM has a tick size of 1 with a $ value of $5 and the CL has a tick size of 0.01 with a $value of $10, well the QM has a tick size of 0.025 with a $ value...

Help FT71 (broker) convince the CME to introduce a true micro CL (oil) contract at 1/10th the e-mini size on the back of the very successful launch by the CME of the micro US equity index futures contracts. The current smaller sized oil contact (QM) is not small enough and it's tick size is not...

Hi Overnight, I don't want to derail the thread off topic, but I too have played around with various averaging ideas coupled with hedging so your post grabbed my attention. I have to confess though I am struggling to understand what you were doing with CL. Are you able to elaborate perhaps with...

I know sstheo replied, but here is all the detail: https://portal.ampclearing.com/account/commissionquote.aspx

Nice illustration of your averaging down technique - keep the examples flowing. An observation: a proponent of All In (AI) as opposed to Averaging Down (AD) may point out that all of your trades 'won' with reference to you initial entry point for each of the 7 trade groups - so would argue AI...

Thanks for the video. Question about Sierra Chart: did you have to code this automated strategy yourself or is there some inbuilt functionality that allowed you to create this auto strategy without cutting code, eg is this perhaps using the inbuilt Spreadsheet capability? I use SC fairly...

11:30am is also the London/Europe close, often there is some extra activity at this time due to the 'across the ditch' close - especially at EOW and EOM.

Yes, I pay only $3 pm. I had to ask them for this bundle. They probably don't advertise it as they make nothing out of these fees that CME imposed. It is just a big admin hassle for them. I use Sierra Chart and CQG data via AMP, but I see no reason why it would not work with other platforms.

Yes, AMP Futures offer it. It is exactly what I pay AMP for and have done for a couple of years since CME introduced the Data fees

https://www.blog.google/products/search/stay-top-finance-information-google/

Agreed. AMP make that clear here: http://www.ampfutures.com/trading-info/margins/ And lots of other brokers operate the same way. Not sure about IB though as have never used or looked at them in any detail.

Maybe at IB but not necessarily at other brokers. For instance at AMP overnight margins only apply between 5pm and 6pm US ET ie when the futures exchange is closed. All other times ie.nearly 23 hours a day only $500 is reqd for YM margin. Not saying if this is good or bad - just stating what it...

What do you mean by that phrase? Also what Stop Loss are you using, because in the charts you marked up, some price action went a long way aginst you before moving in the intended direction. Or if you do not have a stop and instead wait for a signal in the other direction, there were a couple...

I think the author is a member/sponsor here at ET: @Trend Following - or at least used to be (https://www.elitetrader.com/et/threads/turtle-trading-thoughts.229820/page-4#post-3350474 - last seen on site Oct 4 2015)

What has changed in respect of the likelihood since this: http://www.bloomberg.com/news/articles/2016-02-11/schelling-sees-march-reckoning-for-eu-push-on-transaction-tax

Already a done deal isn't it: http://www.cmegroup.com/trading/equity-index/us-index/ftse-russell-index-futures.html Scroll down to Products Available Soon then look on RHS - says back with CME from Q3 2017. Clearly ICE are just trying to milk it before it goes anyway.

Have a look here, this thread at SC is really helpful. If you click on the link in this thread and read their research you will see that each datafeed provider calculates their own TICK data from the underlying stock price movements as per data from the exchange (eg NYSE). Even SC calculate...

@Jarym Do AMP notify you by email as soon as they have credited your account, or do you only find out they have received the funds when you get your daily AMP statement?

Agree with that re IB datafeed. But I aware there are traders who transact the trades via IB but use a 2nd feed (say IQFeed) for their charting. Reason I asked, is that I could imagine (although I don't know) that IB might have more streamlined processes to receive funds from their foreign...

@nakachalet Thanks for clarifying your intention. I will report back after feedback from my banks and brokers. My brokers are AMP and NinjaTrader. You wouldn't be with Interactive Brokers by any chance?