Search results

Did anybody else read Gelernter's book by that name? It was an impressive read and really opened up my thinking to the flexibility of spreadsheets. Bruce

Amendments Adopted Amendment (S.A. 680) by Sen. Charles E. Grassley (R-Iowa) to Jobs and Growth Tax Relief Reconciliation Act of 2003 (S. 1054) to Alter Exemptions SEC.____. REPEAL OF CAPITAL GAINS TREATMENT FOR CERTAIN TRANSACTIONS INVOLVING OPTIONS AND COMMODITIES DEALERS. (a) IN...

777, This isn't a lawsuit we're talking about here, this is politics! You'd better believe we will not go quietly into that good night. Bruce

Quote from Corso482: . . .none have really explained why keeping 60/40 tax treatment will be advantageous to the economy or the country. -------------------------------------------------------------------------------- Corso, The commodities markets are involved in the world's...

Agree. It's quite a surprise. I e-mailed the Editors of Futures magazine. They might have to adjust production schedules a little if they weren't already in the know on this and were caught unawares. Still, I've got confidence in the abilities of industry spokespeople to state the case for...

Your system is coming right along. I like the first graph very much. The second graph, does it use the same timeframe as number one? Going back to Magna's words on timeframe determining noise...possibly a way for rethinking number two and for thinking more about stops and targets...

kewl Bruce:)

ESavant, I've had it about a year. It is thin and expensive but guides you through creating spreadsheet detail by detail. I couldn't find his website, any clues? http://www.alibris.com/search/search.cfm?qwork=4245853&matches=1&qsort=r Girlpower, I like the way you think. Magna...

ESavant -- there it is Maximum Adverse Excursion by John Sweeney. Well, worth the price and the study, imo. Bruce

a) imagine you are in a trade (a thought experiment) either long or short and you have your entry price in mind. how far against you does the market go before hitting your profit target? if you keep a running total of how many points the market goes against you before turning your way you...

a) by watching the market depth you will eventually be able to find appropriate stops b) if you are thinking of using the daily ATR it varies depending on the lookback -- longterm ~ 1 month or so is about 13.85 pts. right now, intermediate term ~ 2 weeks is 14 pts. and short term ~ 1 week...

travis, I was just reading something yesterday that might be applicable here. Think of the system as a filter for trades only allowing trades of a certain type to be recognized. You are not trying to find all trades just the most probable ones. As was said in my reading it is better to try...

Pretzel, Are you still using BT for automatic trading? Not so much interested in your choice of frontend as the other part of the question. Bruce:p

Thanks, Rock. I forgot their are other futures markets besides the e-minis. Bruce

Hi Mike. :cool:

Puffy, I'm not understanding you. Could you explain what you mean? What if I buy the 50 with a market and put in a limit for another 40 at the same price? Wouldn't that result in a 90 print? Bruce

travis, Check your PM. Bruce

Hmmm. Nice one, Tampa. Stochastics wouldn't tell you that? travis, Suppose your system goes short and you have your stop set and a profit target or, maybe your system is designed to stay short until you get a long signal; whatever. In the first case, wouldn't you just take a small...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=8734&perpage=6&pagenumber=1 Bruce

I blatantly ripped this off of a *.pdf file on the internet...someone by the name of Marsh did it. At the bottom are Fibonacci times that were the subject of a fairly popular thread here on ET at the time. You could do a search. Bruce