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    Generalized Momentum Strategies

    I have found that Charles Kirkpatrick's ratio of a closing price to a longer term moving average allows me to compare the strength of almost any symbol I put up. I have never wished I was in an asset where that ratio was less than, at least, 1.0
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    Best Source for Value Stocks

    What sites or screens have been your best sources for "value" stock picks?
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    Understanding IB Time and Sales

    I am looking at the Interactive Brokers Time and Sales stream for the June emini S&P at 09:12:01 Chicago Time today 6/2/2011. I was long the emini and had a MIT sell at 1316.50. When the market traded at 1316.50 I was not filled. The IB representative explained to me that although there were...
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    Tradestation to IB (Automated order entry???)

    A forum search on "Tradebullet" produced nothing satisfactory. Any links you suggest would be greatly appreciated.
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    Tradestation orders to IB???

    Is anyone currently automating their strategies from Tradestation to Interactive Brokers? Is Tradebullet currently the best? Is there other order entry software that is better?
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    Tradestation to IB (Automated order entry???)

    Is anyone currently automating their strategies from Tradestation to Interactive Brokers? Is Tradebullet currently the best? Is there other order entry software that is better?
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    Unusual Gold surge - - reason??

    Gold surged over $40/oz 9/2 - 9/3 No news. Except this??? http://tinyurl.com/Al-Qaeda-announces
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    IFTA Conference in Chicago?

    I live near Chicago. I am thinking of going. Certainly interested if anyone has an impression of past conferences...
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    Index Futures Trading System - Please comment :)

    Here is an initial attempt at coding. Entry breakout version is commented out. Alternate version of ATR is commented out Code follows ------------------------------------------ {Start Easylanguage Here} {Data1: Intraday Bars Data2:Daily bars} input:lookback(20),Rangepct(.5),StopPct(.25)...
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    Multi-Monitor Vendors

    Can anyone recommend vendors selling multi-monitor setups?
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    High Probability ETF Trading

    As you know, the book came out very recently. This is results on all systems. First trade was 5/29/09 Num trades: 8 AvgWin/AvgLoss 3.00 Profit Factor 5.00 Pct Profitable 0.63
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    High Probability ETF Trading

    I have gone ahead and programmed the strategies and am getting good results.
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    Economic numbers

    It had occurred to me that, whatever economic "philosophiy" was on top in Washington, the market could price securities efficiently because we would have the standard government indicators to, at least, guide us. The only thing to fear, I thought, would be if a failing administration took over...
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    Trading tax coming?

    A friend of mine sent me this link to a new York Times Article. I don't know how we traders could survive this: http://www.nytimes.com/2009/01/13/opinion/13herbert.html?_r=1 Better write your congressman!
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    Newbie question

    I see what you mean by the "minus" Net P/L of Long Stock and Put at Expiration = MAX(0,StrikePrice-CurrentPrice)+(CurrentPrice-EntryPrice)-Premium
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    Newbie question

    Pardon my ignorance, as I have always liquidated my options before expiry and never excercised. You say: at expiration: if underlying > 2.0128 ( 1.9755 + 0.03733), profitable -> unlimited if underlying = 2.0128 breakeven if underlying < 2.0128 max loss of 0.03733 - (1.98 - 1.9755)...
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    Newbie question

    Great concepts. I will keep at it. Thank-you.
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    Newbie question

    MTE - Thanks for the book recommendation. I will read it. Any other sources of ideas wuld be deeply appreciated. I am not trying to do something fancy. I am trying to hedge a position as simply as possible. On another note, Interactive brokers told me today they do not have Implied Volatility...
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    IB Futures Option Excercise question

    I am long in a Futures option on IB. A Globex Put on the British Pound ("6B" series). I am unable to find any instructions on how to excercise this option. It does not appear in the Excercise window under View>>Excercise. On the CME website it says 6B options are American Style, so I assume I...
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    Newbie question

    MTE - Thanks again. Would buying an option closer to expiry give me more "bang for the buck"? Would you know how to access an IV chart on Interactive Brokers? I have a lot of difficulty with their help screens. Even if I found it, would knowing the "past" help me decide the "future" (i.e. if I...
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