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My one tick ES chart shows the following: peak at 3:17 -7.5 @ 3:18 +8.5 @ 3:19 -7.0 @ 3:20 +5.7 @ 3:21 -5.75 @ 3:22 +6.0 @ 3:25 -7.0 @ 3:26

At what point did you just turn the system off?

Today brings back memories of the bad old days of .5 to 1 pt ticks on the big S&P contract.

I thought that was your cat playing with the mouse Aphie!

Tampa, In light of all the pressure you and others seem to be putting on yourself, I searched out a very nice quote from a true professional trader, Seanote on his psychology regarding posting a real-time journal. http://www.elitetrader.com/vb/showthread.php?s=&postid=50608#post50608

Is there a public API available or is the programming done in your firm? Is there any documentation available on your site for programming the order entry API?

I agree that the Saudi direct financing of any terrorist group is a real threat to whoever the terrorist group is targeting. When that money goes to Al Quaeda, a group that has openly declared war on US and western interests, then yes I would say that the continuation of the money flow is a true...

Hey, that's great to hear. It is nice to know we are creating some value here, by hearing from someone who is profitably using a method posted on ET by another ET member. To me this is exactly what this place should be all about.

http://www.elitetrader.com/vb/showthread.php?s=&postid=136625#post136625 ET member Lawrence shared a pithy but fascinating method for daytrading the S&P by using the RSI. He utilizes a trailing method for exiting his trades, and claims a 64% win rate. An excerpt from the post:

http://www.elitetrader.com/vb/showthread.php?s=&threadid=5329&postid=104235#post104235 ET's very own Mr Subliminal has been so kind as to post his trading plan for all of us to share. He details every aspect of trading, even down to the specs of his computer system and software. His trading...

http://www.elitetrader.com/vb/showthread.php?s=&postid=137172#post137181 ET member doher posted a swing trading system for the EMini S&P. The system includes objective rules for entry, stop loss and profit target. There is even a link to a system backtest done in Excel. This system is always...

inandlong summed it up well. I plan to keep the other thread around for a while and just have it stay in the general format of a short description, quote and link. If people have methods they would like to post or discuss the methods of others, they can do so here in this thread or in some other...

http://www.elitetrader.com/vb/showthread.php?s=&postid=127110#post127110 ET member rs7 relates the basic methods of three traders who use very simple methods but who he calls very profitable traders. Even though they each use very different strategies, one of the interesting common traits all...

Rigel, in light of the recent threads on disclosing specific trading methods, and after reading your signature, I'm curious as to what your thoughts are about this? http://www.elitetrader.com/vb/showthread.php?threadid=9722 http://www.elitetrader.com/vb/showthread.php?threadid=9579...

http://www.elitetrader.com/vb/showthread.php?s=&postid=136667#post136667 ET member Ditch has shared an interesting trading method that he uses to trade the Nasdaq EMini futures. This entry concept is very easy to understand, and attempts to enter an existing trend just as it resumes after...

Whether any given person makes money or loses money doesn't make the fundamental game negative sum or not negative sum. As I view it, I'm not including the company that booked the proceeds of the stock sale to its balance sheet as being a participant in this game. In my view the participants...

Yes that clarifies. While I'm asking, what do you use to exit?

Anytime a stock drops below its initial offering price, that stock is a negative sum game for the participants.

It isn't a valid conclusion to say that because the average executed volume is 1.5 contracts, that larger size can't be executed by giving up the bid/ask spread or in some cases 1 additional tick. If your execution plan calls for buying on the bid and selling on the ask then I would say yes...

Well I guess I should have said "overly curve fit" (implying unprofitable into the future) rather than just "curve fit". But since in forward testing it is outperforming any given static parameter version of the system then I suppose I already know that it isn't overly curve fit. As far as...