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Yeah, But how do you account for the fact that one system may get you long, and the other short? So the second system thinks it's entering short when in fact it is closing out system 1's long? And then what the heck does system one do when it is looking for it's long to close? Too bad fella...

aw shucks I'm wrong again. Sep and Dec isn't an arb anyway. Or at least not a very close arb. I better go read that link one of these days. Now I'm beginning to have my doubts. I better start reading and getting excited if I want these things to be as big as I say they are going to be.

They are two separate accounts. Now, I don't know about Universal Accounts. But, what you do in your futures account is one thing, and what you do in your securities account is another thing. Futures are marked to market whether you want them to be or not. There is no choice. Which makes...

ever notice how in this random market, when tails start coming up, people start to sell?

I could be wrong about the arb. Because I am thinking, the Dec es simply has to be in line with the Sep es, yet the Dec almost never trades. So I guess the arb neccessity doesn't actually gaurantee liquidity. But for a trader just stating out, this looks like a wonderful opportunity, because...

I personally have no interest in ssf, but a couple of things. First, these could be fantastic hedging vehicles for fund managers. They don't want to sell their stocks, but they want to lock in gains (or stop future losses), especially every quarters end. For pure hedging, futures are far...

Noma, depends on what you need. I found barcharts to be a bit awkward, but I have never used the realtime subscription. As far as cost goes, many here like the lycos live charts. They are only $9.95 a month plus exchange fees. I only trade e mini, so my needs might be different than yours...

Besides, the idea isn't to bet on the coin toss, the idea is to bet on how people will bet on a coin toss.

Well, If the market moves up one tick, every time heads comes up, and down one tick every time tails comes up, at about noon today, the guy in Philly who flips the coins, sure was flipping a lot of tails very fast.

I couldn't find it. But here's one which theorizes my chances of making money on a streak are nil. If I flip a coin N times, then the odds that I will never flip a head are 1/(2^N). This is true no matter how high a value I give for N. So it seems plausible that, if I flip a coin a countably...

Streaks are an almost certain statistical certainty. You don't have to believe in them. They are not just anecdotal. I gotta get back to work. After the close I will try to find the proof. It is all formulas, I don't understand them, but maybre somebody else will.

The most interesting concept I've come across is a variation of the martingale system. It is based on the almost certain statistical probabllity that over time, the coin will streak. The idea being that after each win you increase your size, but after a loss you go back to one unit. Thereby...

There's no law that says the tick can't go from 1000 to 100 and your fade never once sees the light of day. My 2 cents is, it is better to understand the tool you are using, then you can decide when and how to use it. The always systems never seem to always work for me.

OK, they're working now. Maybe that choppy market a few days ago was causing data interference. Although I'm still not sure my sell signals are working properly. (Didn't get any.)

rake, the bid and ask is from the rest of the world. The size 55,000 is probably the volume. Daily volume is reset to zero at 3:15 Chicago Time. Average trade size is one or two lots. If the bid or ask size is at least 7, you can usually get filled with a mkt order at that price. only the...

gazmax, I don't know how it will work with SSF. With current contracts, the margin is set based on a volitility formula which I assume includes the underlying value. In most cases that margin req remains stable for quite some time, usually months or years without ever being adjusted. Your...

yeah hybrid, you've changed your system since original post. First it was 2 pt stop or whenever you got a crossover. That one will keep you alive. Now it's 3 pt stop or 2 pt profit. That one will eat you alive.

There are different versions. I downloaded one from the merc for emini. It is all computerized based on globex trades. No crowd noise or firms mentioned. The funny thing, it sort of gave you a feel for the market. Got enough going on, don't need more programs running.

I don't know whats wrong with my indicators. They were working just fine a few days ago. Now they are telling me to buy at the top and sell at the bottom. And I think there is something wrong with my charts. They won't trend anymore.

Jordan, Ever notice that no stop within smelling distance of the market is safe? But just try to buy the bid or sell the ask. You can be as close to the market as humanly possible and not get filled. Next time I can't get in at a limit, I'm just going to change that order to my stop, because...