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Max DD is single datapoint that will haunt you ad infinitum. I know managers who had a nasty DD when they were starting out and are still trying to explain it away to allocators 10+ years later. Bill Dunn is a great case in point - he had a DD of 50% when he was starting out (mid-70's) and his...

Many of the new breed of order entry front-ends (eg: Bracket Trader, Button Trader, Ninja Trader etc) solve this dilema by offering a "chase" facility. The front-end generates a limit order to join the bid when buying, for example, and will chase it for a specified number of ticks. The ROI on...

I grew up in Perth - but now live in Singapore. I know a few guys who trade from there but I don't believe the trading community is large by any means. It's absolutely sensational place to live if you love the great outdoors. Perfect weather and some of the best beaches in the world...

These guys are the "bees knees" ... http://www.tickdata.com/index.html

whister, Excellent comments!

Is that Victor or his little brother (Roy)?

http://www.globalfinancialdata.com/index.php3

You definitely want to trade either the Osaka or the SGX contracts. Most traders I know prefer the SGX contract.

I'm going to thank Magna for his excellent moderating work on this thread (not so much as one nutter or moronic post), and request that he shut it down. Thanks to all you guys for your interest and participation and I hope you've gained as much as I have from this exercise. I'll see you...

Here's my warp-up for yesterdays action. We got a helluva gap fill trade on the ES. The market traded up to the overnight high and then rolled over. Closed the gap and just kept going, blew thew all my levels without a blink. I covered at 1286 (remember that level from the other day? - I got...

tortoise, golablue, Thanks guys I appreciate it. I think these words from Lotus 7 really epitomises why I want to wind up this thread. In essence I really don't have a whole lot more to add to this thread in terms of incremental knowledge. This thread contains a complete framework for a...

luckyhonda, Range extensions are especially important. With my style I'm always looking to trade at the "edge", where the bigger opportunities are, whereas scalpers are generally more comfortable trading around the "middle". Sometimes I'll fade a range extension, other times I'll trade with...

PaperTrader, See my wrap-up for comments. Key point here, S/R levels are completely independent of bias, POC, VA etc etc. If the price is above a S/R level it will act as support, and resistance if below, regardless of what bias you may have. Hope this is abundantly clear (now). Stick with...

Hi Yellar, I'm not using anything special features in Matlab - just bog standard without calls to any of the toolboxes. The logic is very straigt forward, you could write it in any language. Good luck

This will be my last pre-market call on this thread - I intend to hang up my boots tomorrow. Globex is up strongly in the pre-market, 5 points off the lows on the ES. At this stage we look to be opening right around Thursdays HOD. Japan was up strongly today, and Europe is higher - so we have...

As soon as I posted that chart it was bloody obvious what the problem was - wrong symbol knucklehead! Sure enough eSignal has mutiple symbols for currencies for various sessions. Using '6E' for the Euro looks a whole lot better. Gotta get my doctor to up my dosage!

whister, You and I are obviously very much on the same page. Thanks for your post, most excellent! All the best.

jerryz, I'm aware that there are data discrepancies between different servers at eSignal. I think that is what you're alluding to? For my trading style that's not too much of an issue. Annoying but I can live with it. I believe this will be fixed mid year when they convert to using exchange...

In the Matlab code that I e-mailed 2 modules were missing (left.m and mid.m). I just figured out that I can attach a zip file to a post (doooohhhh!!!). So here is the lastest and hopefully complete version. I'm not supporting this code. You guys are own your own. Please no more PM's...

tortoise, My answer to your question should be self-evident. I would encourage you to try both (time and volume) methods and make you own determination as to which works best on e-mini contracts. bolter