Search results

  1. G

    ES Journal - 2012

    Shorted at 1322.25 and 1323. covered 1 contract at 1324.25. Other open
  2. G

    Protecting your strategies

    Some good contributions on this thread so far. Thanks everyone. Keep it coming. Just don't make it into a thread - "whether reverse-engineering is possible or not". I discovered 2 more threads where this topic has been discussed before: 1) How can I protect my own trading system's source...
  3. G

    ES Journal - 2012

    divergence between ES and NQ
  4. G

    ES Journal - 2012

    short 1 more at 1322.25
  5. G

    ES Journal - 2012

    short 1323, 4 point stop. Rationale: We are not going up which means we are going down.
  6. G

    Why do my Vol Cones look fugly? What am i doing wrong

    possible to post your code, referenced paper and the result that you are getting ?
  7. G

    HTF alert

    checked the website. what a load of shitshow these guys have organized. minimum subscription is 25 bucks a month. BS - if the product really works, minimum subscription charge should be 25k a month and product should be targetted to hfs not retail joeblow. Think about the concept - use hft...
  8. G

    Protecting your strategies

    Probably, you are correct here to some extent at least. It will be hard to figure out the various filters that are being used. For example, exact same conditions might happen, but trade not taken because of say vol filter. hmmm Thanks.
  9. G

    Protecting your strategies

    Your strategy is truly unique. You shouldn't be concerned about reverse engineering, rather by theft. For many others the strategy is not based on unique parameters. Also we are not talking about datamining. When you see 60 trades and look at their graphs side by side (even without doing any...
  10. G

    Protecting your strategies

    Many a times written communication be not clear. Sorry if I misunderstood you. Please send over the file and ES 1 minute data for 2001. Sorry I don't have that data. I will like to take a stab to see if I can find out anything. Btw, it might be pretty hard to reverse-engineer your system...
  11. G

    Protecting your strategies

    sorry but it is clear what you write makes sense theoretically, but you don't have any real world strategy development experience. Real world strategies that work are typically simple in nature - with most of them containing < 10 parameters. Its not that hard to figure out the basic premise...
  12. G

    ES Journal - 2012

    market just doesn't look right. Closing it for 1 tick loss. Flat now. See everyone tomorrow. Seems only me and ammo :)
  13. G

    What's the minimum you can reasonably hold a position based on your data granularity?

    Its a rarity to see such mathematical approach to trading on ET. Kudos! Sending you a PM.
  14. G

    ES Journal - 2012

    long 1 ES 1315.5, going to keep it overnight. Stop 1302.
  15. G

    ES Journal - 2012

    closed all 3 cars at 2549.5
  16. G

    ES Journal - 2012

    don't know what is causing this sudden move in down side direction maybe FED'S FISHER: Operation Twist likely having 'very minor' impact. Edit: I am still long, but could have got much better prices ....uhhh
  17. G

    ES Journal - 2012

    Had 2 contracts, added one for a total of 3 at 2541. Stops at 1 point each from 2532-2534.
  18. G

    ES Journal - 2012

    removed my stop due to news, will watch the price action and then may decide to take-off the trade if market doesn't cooperate
  19. G

    ES Journal - 2012

    imo, this is a great buy opportunity. kind of overreation by markets, we will see new highs on ES for the day
  20. G

    ES Journal - 2012

    RT @theanalyst_hk: RT @CVecchioFX: German Chancellor Merkel says Europe will NOT have shared liability for debt as LONG AS SHE LIVE. $EURUSD 26 Jun 11:08:13 German Chancellor Merkel says Europe will NOT have shared liability for debt as LONG AS SHE LIVES. $EURUSD 26 Jun 11:07:49
Back
Top