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Nice, breakout to new highs, hope you guys are raking it :)

I think the robot's entry/rebalance is just on price action once movement exceeds the predefined ScalpRange, like 1 point or something. If it is constrained to a two contract spread, it won't rebalance until price moves to a profitable position. If unconstrained, it will keep averaging in.

Hi iuykcif, 'Whenever there is a reversal' that is the underlying premise of the strategy, that there is always a reversal of some sort. I was wondering if, through your programming, you can come up with some statistical probabilities? For example, how many days over a 100 day period did...

Hi Lethn. I only play first person shooters and flight sims. What massively multiplayer games have 'liquid' markets? World of Warcraft? EVE? What else? Second Life? I have heard of games where the transactions and profits are real, but how far can they go before they are targeted for taxes?

wedge from last night on eur/usd. brought es to 1027 area.

Hi satchel, eur/usd at YTD high's, do you think it hits December high, 1.4179, and then retrace? Or dollar bashing continues? Or, you don't bother to make forecasts and just play what she gives you? :D last couple minutes I see eur/usd held 1.446, got a quick ES scalp playing eur/usd...

wuming79, just wondering, do you want to know over/undervalued for event-related forecasting? i.e., undervalued before company earnings report relative to sample of their last 10 earnings reports? (adjusted for VIX). Or are you trying to determine over/undervalued of a 'stable' instrument...

Thanks for the chart ASusilovic :) But yeah I think being long premium would help offset the unrealized loss from the robot on the initial leg downward (circled in the chart; also, strong move downward should increase volatility so that will also boost straddle gain), and then on the reverse...

Hey ASusilovic, just wondering if you know what date that was so I can look at it on historical charts ? :)

It may be overvalued relative to it's historical vol, but what if 'high' implied vol is actually warranted? i.e., earnings surprise, legal issues, TARP payback, FDA approval/rejection etc.

Well, with such a wide range off the non farm payrolls, don't think I'll see anything I'd like to play. Have a good weekend :)

Wow that was fast. I bracketed short 1003, long 1008.75. Hit me short 1003, got to 1000.xx's but she wouldn't break so I barely got out at 1001.75. Profit nonetheless. Still watching her for another go.

bored? http://icanhascheezburger.com/

Well to be honest I don't understand the strategy, lol. I think gamma scalping is mainly used to lock in gains from a rise in volatility off an options straddle position; I thought I could see some similarity in that you are buying and selling futures around some type of core...

Hi uoykcuf, Does the strategy have similarities to gamma scalping?

Howdy! I see another bounce off of 991.xx!! The bracket play would have worked long @ 992.50, she didn't give any heat to the downside after 10:24. Tho, in retrospect 992.50 seems a little tight, maybe getting in higher would have been safer, maybe 993.00/.50. She gave at least 3 points...

Alright I'm back. School stuff is ramping up, but man yesterday I was in the bookstore, the female talent is crazy. I was dumbfounded, half of the girls I saw made my girl look average. I guess that's what happens when you spend a summer falling in love, you start to like here inner beauty...

Lots of discussion on Earnings volatility topic in older threads. Using the search button may answer your assumptions/hypothesis before they are even fully formulated. Search for posts by IV_Trader, dmo, list goes on. I don't recall if Maverick74 or riskarb did earnings related plays, but...

Hey Urma, If you would be so kind, I wanted to ask you a question on the tape today: Did you see abnormal activity at 10:07-10:08am Eastern Standard Time? I didn't get to watch the tape live today (in class), and of course in hindsight everything looks much clearer, but it seems there was...

Hey Urma, thanks for your last reply in regards to tape reading vs. programming. Another question, could you show us an example of when the system got it wrong? In the bigger picture, I think this system is a fade strategy in anticipation (or in lockstep really, as demonstrated in some...