Search results

  1. aphexcoil

    My dog Shreddy got run over by a car and I can't sleep

    Nitro, I hope your dog makes a speedy recovery. If worse comes to worse, don't beat yourself over it -- things happen in life that we never expect. Focus on the good times and smile -- there is always a better place in the future.
  2. aphexcoil

    More BS on Wallstreet

    And out of all these pre-news major moves, what percentage do you feel is #1? Just curious.
  3. aphexcoil

    MSFT news afterhours

    Just to give you guys that have open positions in MSFT a heads up, the judge's ruling will be made available afterhours today in MSFT. Be prepared. Will Microsoft Get Slammed http://www.cnn.com/2002/TECH/biztech/11/01/microsoft.opinions/index.html
  4. aphexcoil

    More BS on Wallstreet

    Looking at the daily chart for THC, I notice monday a strong break from the standard deviation in price movement, strong downtrend and highly increased volume before news. Is the SEC going to investigate this when they "get time?" This is BS (I wasn't affected by THC, but I'd like to know...
  5. aphexcoil

    Waiting period on new registrants

    Also, we could come up with a little stat under each person's name showing how many people are ignoring him or her. This could be a form of self-policing among members. There could also be some kind of "star rating" system, where members can vote on the contents of other member's posts based...
  6. aphexcoil

    Waiting period on new registrants

    You're going to suspend someone for starting a thread called "Where's FPC?" Isn't that just a tad bit harsh? I can see if the same user continues to do stupid things, that they should receive a warning and then suspension, but that is a bit harsh. A lot of people would want other's...
  7. aphexcoil

    ES Volatility Study

    Using same number of candles as before -- If the high of the next candle is 3.5 ES points or greater than the high of the previous candle, and a LONG trade is initiated, the following stats apply: Stop Loss = -1.25 ES points 23 Events Occured during the time-frame: With a target of 5.00...
  8. aphexcoil

    ES Volatility Study

    For the month of October, out of 13,392 2 minute candles, the following statistics apply. If the high of the second candle is .50 ES points or GREATER than the previous candle and a long position was initiated and an initial stop-loss of 1.25 was set: 885 Events occured (discounting events...
  9. aphexcoil

    ES Volatility Study

    http://www.subzonex.com/
  10. aphexcoil

    ES Volatility Study

    I have tried very hard to check, recheck and check again the results and make sure I am not using any type of future information in checking out various ideas. When I check out the expectancy of what i'm testing, I try to be very liberal with slippage and account for .50 in slippage. I...
  11. aphexcoil

    ES Volatility Study

    Using the above example, and calculating all possible combinations of stop losses and profit targets for ES, the most optimized trading strategy for the 2 long minute candles each +1 ES points above open would have been a 1.00 stop loss with a 3.50 target. Each run of the day, I used a set...
  12. aphexcoil

    ES Volatility Study

    Yes, but it is there loss. Out of 31,494 candles IF candles #1 closes one point or more above its open and candle number #2 closes one point or more above its open, there is a 68% probability of making a 2 point ES gain using a 1.25 stop within the next 10 candles (10 minutes). This was...
  13. aphexcoil

    ES Volatility Study

    Forgot it. I try to share results with a lot of you guys but this reaction from a lot of you just isn't worth it. I'm in a bad trade and you just hit my stop-loss.
  14. aphexcoil

    ES Volatility Study

    The following is the average ES point range per hour of day for the past 28 trading days: 12:00:00 AM to 12:59:00 AM = 1.61111111111111 1:00:00 AM to 1:59:00 AM = 1.75 2:00:00 AM to 2:59:00 AM = 2.16666666666667 3:00:00 AM to 3:59:00 AM = 5.56481481481481 4:00:00 AM to 4:59:00 AM =...
  15. aphexcoil

    ES Volatility Study

    Woah woah woah woah people! Let me repeat -- I'm not doing this as an excerise to find some holy grail! I'm doing it from an academically curious standpoint. Relax! Its just data!
  16. aphexcoil

    ES Volatility Study

    Very good idea
  17. aphexcoil

    ES Volatility Study

    For all tradable market hours for ES, the following apply. The sample was taken from September 23'rd until around noon today. There were 31,949 1 minute candle bars in the study. (range) = (number of candles with that range) 0 = 7943 0.25 = 6696 0.5 = 4747 0.75 = 3900 1 = 3235...
  18. aphexcoil

    What's S&P Gonna Do Tomorrow?

    It is also EGO. Once you get past the *need* to be right, and once you can accept that you will often be *wrong* but can still be a good trader, then you start to mellow out. I am going through that "mellowing out" process where I realized coming into this game, my need to be right was...
  19. aphexcoil

    What's S&P Gonna Do Tomorrow?

    At first I thought "trade what you see, not what you think" meant to simply trade what is going on -- but after observing, I've learned it really is more psychological than that. Trade what you "see" and not what you think is all about unlearning previous biases and really learning to adapt...
  20. aphexcoil

    ES Volatility Study

    dottom, This isn't an attempt on my part to come up with a trading system. I am just interested in seeing the distribution patterns of volatility for various trading instruments. I was inspired when I noticed what I can only call a "discrepancy" in option prices by running some models on...
Back
Top