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  1. C

    Do pro's trade SPY?

    Ok that makes sense the way you explain it. Thanks for taking the time I appreciate it.
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    Do pro's trade SPY?

    I think we're saying the same thing.. If the S&P 500 goes up the ES isn't going down, and the S&P 500 index doesn't follow ES so that leaves one choice and that's ES follows the S&P 500. OR they both move completely independently which we know isn't true either. SO i see no other option...
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    Do pro's trade SPY?

    I said ES follows the S&P index. I didn't say they are always at the same price. You're talking about something else.
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    Do pro's trade SPY?

    But wouldn't it be better to analyze the index rather than an ETF, even if one was going to invest in the ETF? I trade ES and I analyze ES. I wonder if I should be anlayzing the index. After all ES is going to follow the index..
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    Do pro's trade SPY?

    To give a non-specific example (wish I had a specific one).. I've seen someone analyse SPY volume and say something like "this high was on higher volume which means price is likely to move up". And I looked at SPX and the volume was lower, which would give a different interpretation. That's...
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    Do pro's trade SPY?

    Very good point, one which I had not thought of. :) But they could still analyze the S&P index. Wouldn't that be more accurate?
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    Do pro's trade SPY?

    But why would a firm tie up a couple million dollars in SPY when they could just tie up 40k in ES? This is the part that I don't get.
  8. C

    Do pro's trade SPY?

    I'm curious who trades SPY? Do professionals trade it? Smart money? I figure any really good trader would trade ES, so I'm wondering who that leaves to trade SPY. I ask the question because I've seen analysts and newsletter writers analyse spy. I wonder why they don't analyze the S&P...
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    Does the German stock exchange have a TICK index?

    Thanks. From looking around their site it seems they don't have much and you have to pay for what they have. The US exchanges are much more generous. Yet another reason to trade just ES.
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    Does the German stock exchange have a TICK index?

    I sure can't find one. What about put/call ratios and other breadth data? TRIN? Advance/Decline line? No wonder everyone trades ES. ;)
  11. C

    Does the German stock exchange have a TICK index?

    I'd like to know if the German stock exchange has a TICK index like the NYSE?
  12. C

    Why are Sept futures trading lower than June?

    Ok this makes sense. I knew this played a role in currency futures but didn't really think about it for index futures. Thanks.
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    Why are Sept futures trading lower than June?

    Thanks for the link, can you give a resume? It is a bit intimidating. I was a bit disappointed when I went to roll over this morning and saw that I was going to lose 4 pts on my ES shorts. So I decided to wait. I don't have a lot so liquidity isn't a problem although I didn't want to lose...
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    Why are Sept futures trading lower than June?

    I was going to rollover a short ES position but I didn't understand why September is 4 pts under June. In the past I've seen the later contract selling higher than the expiring contract, but this isn't the case now. Could it be that people expect the market to go down by September so it's in...
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    How to create my own index

    Just to vouch for ninjatrader, I've never had any problems with ninjatrader not filling orders. I've had some bugs where an order would trigger when it shouldn't but that was due to me not understanding how ninjatrader closes bars (the last bar of the session is closed at the open of the next...
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    How to create my own index

    Hi Raker thanks for your contribution. I think there is some confusion between NeoTicker and Ninjatrader. I was referring to Ninjatrader crashing on me. The fact that is often uses more than 1 gig of memory, it's not surprising that is crashes (i have quad core with 4 gigs so it's not me)...
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    How to create my own index

    Now that you mention it, I will tell you that I had a strategy that traded a basket of 70+ stocks. While doing backtesting with this strategy, which uses 1m data, NT constantly crashed. It was so slow it was at time unbearable. Anything over 100 symbols would crash it. It was 1...
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    How to create my own index

    Most of my strategies could be written out in a paragraph or two. I like to keep things simple. I don't doubt that Neoticker can do some really complicated stuff but that's not my style. So I started with the easiest tool to learn & use and when I found limitations in ninjatrader I added...
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    How to create my own index

    Previously I was trading stocks and I wanted to see if I could form an index and then get an edge for the stocks I was trading. I later started trading the indexes and commodities. I still trade my stock system but I've decided to accept the current performance so I can work on other things...
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    How to create my own index

    I'm not sure what point you're trying to make other than to argue about whether I like NeoTicker or not. I don't have to justify or prove anything especially to you. I simply state my opinion. And my opinion can change in time as you duly noted. Neoticker was very unintuitive for me. I...
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