Search results

The 15 minute bars quite often fall into nice neat trends, and usually they just keep on confirming the direction for a while. once they start to fail, I get out. Another method I use is with a 5 min chart, using an SMA calculated on (O+H+L+C)/4 rather than just the close, and come out when a...

I've just made a small modification to my system over the last few days. Talking about it here has helped me crystalise my thoughts better. :) I've extended the first half hour to be 40 mins, and now I'm looking at the breakout of the range from 9.30 - 10.10 EST. Doing some back checking...

Thanks Inandlong, That's exactly what I'm saying - you probably phrased it much moreclearly than I :) Natalie

send me your e-mail addy and i'll forward it to you. Natalie

--Db I'm using reversals to catch just that sort of thing - see above. Natalie

Wally, When I get a break out of the range I hesitiate a bit, and think about it, then I do what I'm supposed to, which usually means I'm about a point behind the signal. Also, using the 15min charts, and my stops, if it is a false break out, I get the opportunity to reverse based upon...

Agreed. The first 30 mins direction makes no difference to the overall system. It's usually about positioning before news and catching up on yesterday and things like that. Anyway also agree - if you can improve it please do and do indeed share the results... Natalie

I tried looking at that but could not find a correlation that was reliable enough so I didn't spend too much time looking further... Natalie

Hi Snosur4 It's spoooooooooookyyyyyyy seeing someone say the exact same things. I rarely play the news volatility these days because I've be burned too often. I'm out for the day.... Just watching and waiting. Good to see your results correlate well with mine. Natalie

The most back testing I ever did on that was to look back through the last month and by the time I'd written down some numbers for about 2 weeks worth I knew it worked well and just started trading it immediately without any more ado... Natalie p.s. those numbers were real life - not...

This is distilled from actual trades over the last year or so. no of trades 300 Win rate 73% Avge win 5.2 points Avge Loss 3.6 points These are real, and include all charges and slippage etc. Natalie

Have you noticed that in 95% of cases the 30 min bars have an overlap in price of usually =>1.5? If the first closes on high or low and continues straight on, it mostly comes back for the overlap and gives a better opening opportunity. Rare this doesn't happen at the extremes. Natalie

I prefer the pianists like Art Tatum, George Shearing, Bud powell, Teddy Wilson, oh - Oscar of course! - Trouble is, if I put those on I'll listen instead of work... Natalie

Yes. I've just set it up on my PC and I can see how it would work and be profitable. But, I agree, I couldn't do it at all. I guess automated it would be OK. :) Natalie

My experience of MA Xover systems hasn't been good at all. All I've ever got out them is grief. They got me in much too late, got me out much too late, choped me to hell in the sideways stuff and more often than not left me buying when I should have been selling etc. needed constant...

Stops are determined before the trade accordingly for the general volatility of the market. More volatile, longer stop to prevent getting stopped out of good positions. Again, not rocket science. :) Natalie

My approach to ES is about as simple as it gets. Using 15 min bars. after the first 1/2 hour, if it's going out of the top of the bars before go long, if the bottom go short. Run a trailing stop. Turnarounds in trend later in the day are pretty obvious too. I might not pick up the 'best'...

The brandenberg concerti are my favs too:) Natalie

I've been wondering around today thinking about the why instead of the what, and I kept coming back to the same answer... No offense taken btw :) Natalie

It was the OI on the deep OOM FTSE options that alerted me to this back in 96. But yes. that's more or less what I've been doing. I did a few calculations as to the most likely to be profitable and came up with a few formulas to apply, which dictate how OOM I get. As to the book, I've skimmed...