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  1. G

    ES Journal Archive (2011)

    stopped at 39.5
  2. G

    ES Journal Archive (2011)

    long 1241.75
  3. G

    Using Statistics To Gain An Edge

    Hello TRO, can you please explain the stats that you have on your chart. I am finding it difficult to understand what those numbers and headings above the numbers mean. Thanks
  4. G

    ES Journal Archive (2011)

    fantastic trade josh. I think you were the first here on the board to go long. Good one!
  5. G

    ES Journal Archive (2011)

    stop 1224.75, cant lose trade. Edit: out at 1223.75. Follow-through is missing, it might still go down, but better take 1 point than missing it. Will short again if conditions seem appropriate.
  6. G

    ES Journal Archive (2011)

    short 1225, hopefully will get new lows....let us see.
  7. G

    ES Journal Archive (2011)

    covered 1222.5
  8. G

    ES Journal Archive (2011)

    +1 second that request. Thanks
  9. G

    The ACD Method

    Very nice approach. Btw, we have not reached different conclusions. I never did any gap testing, I just did Monday effect testing on equity indices. Btw, which instruments have you tested for your monday gap hypothesis ?
  10. G

    The ACD Method

    This question really doesn't belong in this thread, but because you ask, I will write down 3 guidelines and also my personal approach for proper edge development/avoiding getting fooled by randomness: 1) First and foremost, there must be a plausible proposition to explain why the edge exist...
  11. G

    ES Journal Archive (2011)

    short 1223.75
  12. G

    The ACD Method

    which instruments did you test ? Btw, gap stats, especially when overlapping week of day effect will have very small sample size, especially if you did it only for one instrument. Its very easy to see pattern in randomness. Be very very careful. I am saying above based on my below...
  13. G

    ES Journal Archive (2011)

    out 23, could have got more, but too risky to go against the trend, especially on a day like today.
  14. G

    Global Macro Trading Journal

    Yes, I am a gold bull, every decline is a gift! Till the time money printing, debasing of ccy is going on, gold will remain in a bull market. These are multi-decade phenomena, gold might surely suffer a couple of down years, but over the next 10 years gold should be a good asset to hold...
  15. G

    ES Journal Archive (2011)

    long 1222
  16. G

    ES Journal Archive (2011)

    good one .....very nice indeed
  17. G

    Global Macro Trading Journal

    I am not sure its so simple. There are many bots that trade on correlation also -> +ve correlation with dollar and risk. So, dollar going up, equity going down -> gold going up. The only logical way i can explain gold's fall in price is either (i) some 'big' liquidation going on in the...
  18. G

    ES Journal Archive (2011)

    covered 1224, note euro broke 1.32 handle !!
  19. G

    ES Journal Archive (2011)

    out for 1228, now short 1228
  20. G

    ES Journal Archive (2011)

    long 29, hoping to get 1 point
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