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  1. G

    ES Journal - 2013

    Got filled at 85 and 86 overnight. Added short again at 88. Bidding 84, 84.5, 85.
  2. G

    Where'd Capstone go?

    Never heard of them before. Lets hope someone else provides some color.
  3. G

    Where'd Capstone go?

    Are you talking about Capstone Trading Systems by David Bean?
  4. G

    ES Journal - 2013

    Its apparent that the pattern I saw today did not work. Doing a post analysis - I think I overlooked ammo's charts. Otherwise, I would have cut my short position around 86. Updating orders Bidding at 83, 84, 85 and 86.
  5. G

    ES Journal - 2013

    Filled at 87. Bidding @ 81, 82, 83 and 2 at 84.
  6. G

    ES Journal - 2013

    Good question but I will give you a bad answer. Sorry about that. I have been observing T&S window and market depth from IB data for last 7-9 months or so. I roughly observe these windows for 3 hrs a day - an hour in the morning, an hour before market close and whenever price is close to...
  7. G

    ES Journal - 2013

    added at 1486. Bidding at 81, 82, 83, 84. Will keep overnight. Will add at 87 if I get it. Will be last add. Will bid for this one at 84.
  8. G

    ES Journal - 2013

    we are witnessing some selling on orderflow now. Might be a good time for an overnight short till 1478-79. Not taking this short, just writing out what I am seeing.
  9. G

    ES Journal - 2013

    Added at 1484, now bidding at 80, 81, 82.5
  10. G

    Fading Yen - It has gone parabolic

    I am bidding 0.25% risk at 88 and other 0.25% risk somewhere below 88, if yen takes out 88 (and especially 87), then 'fade to the parabolic setup' will be over for the time being, as we would have seen a 4% correction.
  11. G

    ES Journal - 2013

    Thanks for posting.
  12. G

    Fading Yen - It has gone parabolic

    So, we managed to get one more scale-in (we were quite lucky as bid-ask on my IB account was 90.25-90.255) and my sell order got through. So, 0.5% risk on the trade now.
  13. G

    ES Journal - 2013

    delayed post: short at 1482 and 1483 very small targets 1481 and 1480 (if i can get that).
  14. G

    ES Journal - 2013

    Thanks mate!
  15. G

    ES Journal - 2013

    out at 78 and 79. Now flat. Done for the day. Have a great weekend everyone!
  16. G

    ES Journal - 2013

    why you worry? Tiny ranges are a hallmark of bull markets. Remember 2005-2006.
  17. G

    Fading Yen - It has gone parabolic

    Any TA based or quant strategy (other than delta hedging in which case you are trading a model) be it pairs, arbitrage etc. is trading some kind of observed market tendency. You might have a good explanation for such an observed market tendency or might only incompletely understand it. It can be...
  18. G

    ES Journal - 2013

    I have done way too little research on this topic of options expiration. So, by no means I am an expert. However, I have noticed three things: 1) OpEx days moves are not anything particularly bad or scary or different from other days moves "for ES". This is based on visual observation of...
  19. G

    Fading Yen - It has gone parabolic

    Above is correct observation. I shorted euro using spot and hedged with options in 2010 and it ran against me 13 big figures over a month. Then I finally closed the trade, lost my ass in that one. I was very new at swing/position trading at that time. But it was not my money and my boss had the...
  20. G

    Fading Yen - It has gone parabolic

    Regarding the other poster - as I said I could be wrong. Eventually yen might go and touch 100. But at this stage, I don't think it is going to happen without a decent correction. The rationale for scaling in is just money management from a trader's perspective. So, if a trader thinks yen is...
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