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This b/o if it's small may be a good fade. A p/b is due on the 15-min. (R20 might be too ambitious an entry). Vol's p/d H +10 has merit.

Good luck guys. 1st day of Q ... massive trend day. Would not be shorting this til R20-22.

Same here, no backfill. Logon to logoff all the live data is there, but can't get the IB feed to grab anything for a backfill.

Thanks Robert. I always hate relying on someone else to make things right for me on an unknown or open-ended time horizon, but if brokers are actually complying that would be ideal. It sure feels like providing the right numbers (on time) with a detailed explanation for any discrepancies ought...

Thanks gk. Unfortunately I can't seem to reconcile the wash sales they report on even the simplest statement (only 8 trades for the year, none in December). So tomorrow I'll take it up with the broker and see what they have to say about it.

Robert, thank you for all the valuable info you've shared in this thread. Re the not trading anything in Dec. making wash sales "go away" ... any advice on how to handle the situation where my broker statements say otherwise? (they show "disallowable wash sales" figures even though I had no...

Anyone using IB experiencing missing data/backfill issues with ES (also 6E) this morning? Edit: nevermind, IB chat says the problem has been noted and they are working on it.

Except for last Tuesday. (unless by brutal you mean unreliable!) :eek:

Thanks JD.

'4th' what? (Sorry if I missed the reference).

ES needs to mean revert before 2:15. Could go a bit higher here first, but we should see it back down to at least the (5min) 20ema by 2-2:15.

It's possible they made 0 profit if that was 13 pts. gross, and they did 163 round turns with 5 contracts each.

Neither. They both collapsed from emphysema right before the finish line. :D

Nice recovery. Yesterday was an outlier on 2 fronts ... T-day failure, and 3rd down gap unfilled (last such 3rd consec. day unfilled was in June 2007).

Nice chart AP, as usual. Here's another angle ... hope you don't mind. :)

These 1 way trend days usually have some retracement when a new L (H) prints after 1pm, where the 15min has not touched the 20ema all day. It's possible the ema will not get touched in RTH, but rare ... only a few times per year. Just sayin', for the scalpers out there. :)

I'm trying to recall who here had the theory - might be Volente or Pekelo. You might want to reach out to one or both of them to get the official rules. Anyway, good job and thanks for sharing your work.

What about the possibility they take it to 54.50, (new)gap -10? This is what they did yesterday (58.50) before it turned, but failed to complete the g.f. @ 68.50. In any case, an open below 64.25 will be a 3rd consec. gap down, and that one filling is about as high probability as you can...

Not much in the way of pointers, but you're welcome. :)

Thanks LF. Total progamming-illiterate here. :) Just the basics really gmst, all based on RTH OHLC, which I'm sure is probably widely available. RTH OHLC, intraday range, ATR(15), gap fills, and 1-way trend days (according to a very randomly selected metric). Also I've gone through...