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    Trading by Appointment

    It seems that while many of the responses are talking about general windows of time to trade - say, 9:30-11:30 AM - is anybody doing something more specific than that (to try and get back to the original idea of the the thread)? Namely, putting on a trade at 9:49, or on the 13th 5-minute bar...
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    es backtesting advice

    That makes a lot of sense - and I think if I were preparing to actually trade a certain system, I would do the same. Right now I'm just trying to "pre-screen" this particular system to see if it's even worth looking at in the kind of detail you describe. But I think you're right overall.
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    es backtesting advice

    For example, I've been continuing to track Quah's SVS system, and in my record keeping, it seems that by following a strict "if it hits the limit, I count it" approach, the system is taking both losses and wins that may be questionable in real life. I did consider using a .25 follow through...
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    Steely Dan, Trading

    With the Dan, one never knows for sure - should've qualified my response. :p I've just been fascinated by their lyrics for a long time, and I've seen the condom/Fez interpretation as the main one for a bunch of years. It seems to be pretty well accepted among the die-hards - but as another...
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    es backtesting advice

    Just curious - wouldn't the lack of follow through seem to cut both ways in terms of projecting winners vs. losers?
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    Steely Dan, Trading

    A fez is a hat worn in the Mideast. In this case, it's slang for a condom.
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    Steely Dan, Trading

    Good luck - trying to conclusively figure out Steely Dan lyrics is an oddly delightful exercise in futility - but there's a lot of us who keep on trying... http://www.steelydan.com There are links from the official site to discussion boards rife with speculation on the meaning of SD...
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    Trading by Appointment

    Gotcha. :p
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    Trading by Appointment

    I appreciate your input, thanks for chipping in. Still not really clear on the approach you're taking, but it's interesting. Similar to the question I asked Vlad - are your bar counts "rolling" based on certain other conditions? For example, would you use a 12-count one day, and a 10-count...
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    Trading by Appointment

    Yes, this helps quite a bit. Do the time windows ever change based on new data? This is one of the challenges I see with trading by appointment - the potential need to create "rolling windows" that accurately reflect what's going on as the market proceeds through time...while remaining in...
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    Trading by Appointment

    Vlad - so let me try to recapture your process. 1. You created an initial strategy that gave you a general edge. 2. You filtered it through those studies about market performance and determined it would be best to trade during the "U-shaped" times of day. 3. You then went microscopic...
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    Trading by Appointment

    I'm still a little dense over here! :D So if I understand correctly, you're not trading as per the clock - i.e., "I will now take my 10:33 AM trade" - rather, you're counting the number of new highs or lows, and on/after the 12th one, putting on your trade.
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    Trading by Appointment

    Thanks also for the response. That idea is very attractive. Could you elaborate a little more how you arrived at your destination? Did you design your system in advance? - i.e., "I would like to trade in two time windows, about 20 minutes total, using X and Y indicator. Let me see which times...
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    Trading by Appointment

    Thanks for the reply, help me understand here. What are your counts based on? Gann or fib numbers?
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    Trading by Appointment

    After reading a recent popular thread by Quah, I became very interested in the concept of 'trading by appointment' - choosing to trade only at certain times or bars during the day. There are obvious pros and cons to the idea, both pragmatically and philosophically. I'd like to get some input...
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    Something very simplistic

    Traderkay - I've been tracking SVS since Quah's month-long experiment ended on 10/11. Since then, SVS is only up around $400.00 total (and today hasn't been good, either, so it could be around breakeven by the end of the trading day). SVS had a nice, profitable week from 10/14-10/18 in...
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    Steely Dan, Trading

    They got a name for the winners in the world I want a name when I lose They call Alabama the Crimson Tide Call me Deacon Blues
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    Steely Dan, Trading

    Throw out your gold teeth And see how they roll...
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    Steely Dan, Trading

    Good SD lyrics for a losing week... THIRD WORLD MAN Johnny's playroom Is a bunker filled with sand He's become a third world man Smoky Sunday He's been mobilized since dawn Now he's crouching on the lawn He's a third world man
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    ES/NQ - How Liquid 24 Hours?

    Very helpful information - thanks so much. I am going to take a look at the action between 3-7. Thanks again.
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