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Today, YM, stopped out 10355 (see red cursor lines)

As I said before, I don't consider myself particularly paranoid, but ... facts are facts. Market is YM: I do few (1-3) trades per day in YM, in an "intraday swing" style. My hard stops are 10-25ticks, depending on price action and my view on the trade and I sometimes I'll exit before if my...

An interesting read (published 2 days ago): http://www.sagecapital.com/Archiv/c273.pdf

Actually, the risk/reward profile of diversified futures portfolio (as it's "officially" referred to) has deteriorated considerably last few years. One turning point in time was back in 1997 and again after 2000. The simpler strategies stopped working in 2000.

Lefty is expressing the "establishment's" views on this subject (no offense intended afterall, for most people, being aligned with the establishment is the path of least resistance). Gold has been in a downtrend for the last 25yr since its historical high of $800 in 1980. And consider how...

Options buying physical gold: GOLD ETF http://streettracksgoldshares.com/index.php?noMsg=true Various bullion dealers, like Kitco (see URLs mentioned above) Or even Ebay: http://listings.ebay.com/Bullion_W0QQcatrefZC4QQfromZR8QQfsooZ1QQfsopZ1QQsacatZ39482QQsocmdZListingItemList

I would also say that "success" (different people mean different things) is mostly dependant on WHICH MARKET(s) YOU TRADE, rather than the method (if method is sound). Certain markets are much more conducive to trading (smooth, persistent trends)

Well, "technically" what nitro says is correct (at least in MY experience) wrt to ATS for SIFs. I have a few profitable mechanical daytrading systems for SIFs. What it means, is that the risk/reward profile, PF/Sharpe/etc with realisitc execution costs (plus the ocassional errors...

FT71: The selection of "interesting posters" will probably be different for each one of us, because there are many aspects in trading and each one of us may focus on different ones. For example, I am primarily interested in "intraday swing" (i.e. not scalping like you) trading in the more...

Baron: Any chance of this "subscribe" feature (inverse of "ignore") be implemented soon? Or at least a RSS feed? Much as I enjoy reading ET in general (which imo also has the BEST forum user-interface of Web-forum sw, along with webmasterworld's sw), going through seemingly endless...

guy, nice of you to setup the forum, but I think that the feedback received here in ET from 20.000+ members, along with the ability to post comments for various trading-related products (not system vendors though) can't be beat. Btw Since you asked about AceofTrades (some months ago, but...

Also, the ability to export the ignore list in .txt/csv whatever.

It's a feature that would be similar to "subscribing" to a thread (in which case we get a email notification whenever someone writes new post in that thread). I'd be great if one could "subscribe" to certain PEOPLE and get a notification email everytime that poster writes something new. Or...

OK, let's give some recent examples (always in IB account): Stopped out today 15-Apr-2005 @ 09:46est 10213, which was sofar the LOD (and YM immediately surged 50pt higher) Stopped out yesterday 14-Apr-2005 @ 10:31est 10347.5(avg), again YM immediately surged 50pt higher.

Baruch, I read these comments about "fundamentals" from you and other posters here, and I have to wonder. By fundamentals do you mean the INTEREST RATE DIFFERENTIAL that exists now between USD and Euro? If so, how would you explain the behaviour of Yen (which has the lowest nominal...

In a previous article of mine in this thread, I mentioned the activity in bonds by Carribean Banks (usually home for various hedge funds) In article http://www.safehaven.com/article-2764.htm there is an interesting table of the origin of money flows into US bonds. Apparently those...

I'm quite knowledgeable wrt TCP/IP and connectivity. I live in Europe and my ping times to US IPs can't go under 170ms on my DSL (I use a ZyXEL unit which is quite good imo) or so even on weekend like now (due to lag of the transatlantic link). Nearby hops are about 30ms, so it's clearly not...

I agree that YM is more "spiky". I tried to use YM as a ES proxy with higher tick-resolution, i.e. have my levels for ES but trade YM. It didn't work very well for me (due to those spikes). That would effectively be 4pt stop. Assuming price needs to trade THROUGH your limit order to get a...

No, I didn't pick and choose the "unfortunate" stop-outs. It was a consistent phenomenon over several days and several trades. Happened too often to be just "random price noise". Anyway, it's obvious that some players are doing stop-gunning in YM, due to its relatively small liquidity...

It'd be helpful if someone shed some light on the technical side of the issue. Last few days I've been making some trades in YM, via InteractiveBrokers (IB). Quite often, I'm getting stopped out within 0-1 tick (i.e. the exact tick) of what proves to be the local swing high or low, i.e...