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What timeframe are you working with. Ticks, mins, days? For backtesting and trading?

Makes sense. Although, for example, comparing the past 5 days to the past 90 there is a radical departure in temperament and results, eh? The question then becomes, what world are we living in at the moment?

Good response. That's been my experience trading any instruments. So I take it that you have put backtested systems into play. What timeframe, and what periodicity of data do you work with?

I backtest with 1 min bars generally over a 12 month period. I use Investor/RT for all my backtesting and trading.

I'd like to hear from others regarding experiences in backtesting index futures (ES, ER, etc.), versus the reality of trading them. Have you put backtested systems into play? And if so, have your results matched your expectations from the backtesting? For the sake of discussion, my...

Near the top of the list, or at the top of the list, in all recent surveys of brokers in major financial publications. BAD: Their account opening process can be confusing. TWS, the Java trading platform, can seem confusing at first, but it is very powerful and flexible with many order...

Investors buy based on future expectations. And in the case of steel, the expectations are for continued long term expansion of the markets worldwide. Enough money is looking past short term problems to keep the stocks moving.

My favorite joke when I was 6 years old, passed along from my grandfather who owned a Model A: Q: What time is it when a Ford passes a Ford? A: Tin pass Tin. (Disclaimer, I'm long Ford. Long term. They may suck in the U.S., but are huge internationally.)

That's a good question. And not an easy answer. Correlation between indexes and their derivatives seems closely related in longer timeframes. For example, if you are looking at weekly or daily charts, they often seem very closely aligned. But move to intraday periodicities such as 1...

How can you expect anyone to offer a suggestion without more information on the fund's strategy and market? One fund that is off 70% may be a serious problem. Another may be a great opportunity. When considering whether or not to sell any instrument, it always helps to ask "Would I be...

You are certainly welcome to put your faith in anything or anyone you want. But if you put it in the "essential decency" of man, you are going to be very disappointed. By EVERY measure, man has fouled the planet, which is the one thing even humanists like you can agree that we have...

LOL. What a crock. In 2000 I watched many stocks lose 20% in a day with the uptick rule in effect. Uptick...no uptick. It doesn't make any difference in a bear market environment when people want out of their holdings. The real danger is that regulators love to regulate, particularly...

It sounds like your results are going to rise and fall based on volatility. The stocks that are giving you the strongest results are most likely the most volatile. I would not toss anything out of your results, but look into it to see if this is the case, and when it is happening. (Possibly...

I've made it a point for years - to my benefit - not to trade anything on Fed days. The market is under unusual influences, and generally trades in a very small range until the announcement. Not worth the time or effort.

I sure hate to be a trader dancing on other people's graves, but I do hope this volatility never ends. I'm getting spoiled with the VIX living above 20.

Yep, at this point in time I would prefer the devil I know to the devil I don't. My other concern is Obama's wife. She's repeatedly and publicly voiced her disdain for the U.S. When both his wife and his long-time pastor share that attitude, one has a right to want to know a lot more...

I can assure you that more than 60,000 have died in that country since our invasion. So your point is what? That Saddam killed for evil and Bush killed for good? Tell that to the dead. I'm not sure they will appreciate the distinction. But I certainly do, since my tax dollars went...

InvestorRT at www.linnsoft.com No "programming" involved, as you would normally think of it.

If you will watch ETFs representing foreign markets/indexes, then you'll see that they trade during the day somewhat in anticipation of following our market if there's been a big move.

Strange, but I never saw Jesus on Grand Theft Auto.