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interesting, I am reading some Ralph Vince portfolio management book, and he is all about optimal f and position size, however he is much into "system" trading"

Do you add to position as it goes in the money and take off position as approaches stop, in other words use multiple contracts ?

How much focus on unit size or contract size do you use or consider optimal f

Great thanks, when you look back at data I suspect this is done a lot manually rather than a script ? In terms of "layers" I understand you use many layers I currently only have two layers number line and pivots to get overall direction and potential entry, working on stop point now

ok, Thank You. With respect to late day C' up thru the pivot, any cares concerns or feedback ?

Excellent, and truthfully I was, fairly large trader, I did know of a "hoops" at GS way back 2002 or so... anyway... cool

How this for Skin, I dont care about your opinion :)

Ha, hoops, you were at GS years ago no? You were an option, Natty Gas dude I recall ? Also my broker told me you were originally from England and a piano player...

Thank you, I understand. Do you trade professionally, do you make returns public ? I do, and not public info.... its a corporation that trades commodities not a fund. I look at ACD for short term personal trading not macro hedges for example

I know what API stands for !! OMG I understand you don't want to collaborate. Thanks for trying tho I am assuming you are a professional trader, are you registered where we can see returns? Thank you

BUT what is in the book is what your surrounding your trades with? ? Not saying simply take one chapter of the book only. What other component is there other than "news" such as the API is totally bullish and the market is fading lower you may not want to be a buyer on bad news because of a...

Also I think you wrote that Mark said if you trade from ideas in the book you will get "killed" What exactly does this mean, .... whats the point of the description on the OR and pivots then, an number line... hope you dont say just a guide or something

I believe so, still relevant wondering, find it hard to believe, but...

http://vimeo.com/15967837 right around hour mark discussing +/- days, anyone still using these in their everyday evaluation/calculation for making trades ?

Thank you- helpful

Thanks keep em coming!

Hi, wish I could answer you for sure.... I have only one question for you, who cares ? I don't, I have not idea why someone is selling/buying my other side could be many reasons including a hedge on an option... who knows... if the last ten years of equity markets have proven anything...

Searched far an wide! this guy never got answers thread went into a chart post about some market developments.... http://www.elitetrader.com/vb/showthread.php?p=3560844&highlight=calculating+weekly#post3560844 I think all anyone wants is the calculations , how you use them and money...

This is what I find fascinating. Why not on a Friday ? Just a opinion ( which is fine of course) or have you had enough data to run and make this statement that breakouts are not worth the risk reward on a Friday ? Would think that Friday's are great break outs when people get caught short ?

Thanks. I have read it more than once, I just find what people say interesting... almost like fact. So I want to investigate. I am always second guessing any "method" I use