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Thx for your response. Tradestation requires programming. I need a front end that allows me to say.....(h-l) and then plot this as an indicator. Without any programming skills. Just to get this simple formula into tradestation or esignal how many lines of code would it take? Im really...

Wow. Ok I guess thats good for them. Seems like a good group of guys. Maybe they are just taking a break here in Chicago.

they are MMs in alot of the index pits (options). Spx, merc s&p futures options, spy options. So more than 1 pit.

The guys from Infinium havent been on the floor in two days ....what gives? Just wondering if anyone has heard anything? Rumors are flying about their demise. Anyone? Jim

Im looking for historical intra day charting that eaisily coverts to excel. I need to be able to create custom indicators on the charts and then take those to excel. The major obstical is that I cant program at all. I need the charting to accept simple "if then" statements with out programming...

The eurodollars futures have this MM or at least they used to. Lets say you are working to sell 50 on the offer and u are the only offer. If a MM joins you with 950 and then 100 trade on the offer you might only get 5 and the MM who joined would get 95. This just an example but basically how it...

Cool. I thought you had mentioned something about MMs having an unfair advantage by viewing stop orders that no one else could see in the ES. Thats how it came across to me. I guess you didnt. I have no idea about the mini nymex futures. Have a great weekend. Jim

Im sorry but the last line is just wrong. They are NOT awarded order flow and they do NOT get the first shot at unpublished orders. There is a common misconception that MM have this inside edge and we are out there picking everyone off. It just not true. I can tell you that competition is...

Im not 100% but I dont think MM have front of the book priority either. jim

OK. I thought you were talking about the ES futures market. That seemed to be the quotes you were showing at the start of the thread. Yes there MM for eurodollar options. My point is that no one has access to resting stop orders on the ES. Have a good weekend . Jim

I think your right. How would this benefit the CME? I work for a MM that does aprx 20 % of the options volume at the merc. As far as I know there are no market makers for the es. I just cant believe it. Jim

Hi. Great thread! I have done some research on PEAD (post earnings announcement drift). Its an interesting idea and there seems to be some merit. I have an interesting twist on it. Instead of using an earnings announcement I used a volume spike. The largest volume in X number of days. This...

Laura Blankfein and her friend Susan Friedman, wife of another Goldman honcho, Richard Friedman, caused a huge scene at Super Saturday in the Hamptons last weekend when they arrived at the event before the noon start time and balked at waiting in line with the other ticket-holders. "Their...

Thanks for the explanation. When I do the math on a system I am currently tracking I get very similar results for your formula vs gross profit/gross loss. I understand what your saying about % wins. My thinking was just flat out wrong as far as % wins in relation to the PF. I just assumed the...

Ok. Maybe I am confusing PF with WL ratio. So if you WL ration is 1 to 1 and you win 85% of the time, for example, then it would be proftable. I guess the profit factor is sort of a stand alone stat and just is what it is regardless of % wins?

CTC is not owned by BoA.

So a system that wins 85% of the time with a 1.1 PF is the same as a system with 1.1 pf and a 50% win %? I do not agree. Win % is NOT conatined in PF. It just isnt. If you win 1.00 for every 1.00 lose...and you win 85 % of the time....seems to me you would make money? the question...

What if you have a PF of 1.1 but you are hitting 85 % of your trades? Is PF used alone worthless....but means a little more when used in conjunction with % profitability? Where do you draw the line with PF vs profitability? Jim

Volume works. Do some research on PEAD (post earings annoncement drift). Then instead of using the earnings announcement as the "event". Use a large volume day as the "event". if aapl is up >3% on the day and volume is greater than ....say the last 100 days. The buy the stock and hold...

I dont have fair value data so I wasnt able to test this completly. I just added the parm that vix had to be greater than 20 to place a trade. I was suprised at the results. This is exactly the type of advice I was looking for (thx Nitro). Thx for taking a look . JIm