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I put the Order button on my top-line buttons, and pressed it, and got a standard order ticket. I confirmed that that order ticket sat on top of screens/graphs that were each thumbed-tacked to remain on top of other screens. With that priority, I would minimize every other screen -- including...

That's the skew slapping you around. And so it's a market-dependent thing -- and some days will just SUCK. But, if you can go out in time, and find a call spread worth your while? Likely you will find a fine put spread on the other side, giving you that second (if desired) use of...

You often post real insights (IMO), CALLumbus, but this one was a bit of a miss. :wtf: [And in re-reading your post in context, you were making a much-more-broad statement {and one that I would agree with...}. Still,...] In a DOM-related thread, it's fair to think about (just) BID-ASK spreads...

If you float your cursor around some, you'll find IB also describes it as position theta * number of positions held. Same difference. And so, "Net change in value of portfolio value over time measured in days"... Also, as a small note, because the position theta components are...

Implicit point taken: You are reminding me that, other than making the empirical "attractiveness-of-entry" observations, I have not scalped in real time. Yes. Well! Crossing that bridge as fast as I can, Boss. The banks (yesterday) tol' me it'd be a couple of *months*. "Thanks, boys." o_O I...

Hey now! 100% tick-scalping saved my bacon three times in the last decade -- for 6-to-12 month windows. You can make the *argument* that "that was a different time" -- a different market, different players, different technology -- whatever. But in the months leading up to calendar-2018, the ES...

Correct! Awesome observation from Mr. Morse. :D:thumbsup::thumbsup::thumbsup: (Of course, the Current Occupant doesn't count, as there is neither stress nor any sort of competence of actually doing the job.....:wtf:)

:D:D:D

In the post-SOES world {tight BID-ASK, HFT, icebergs, dark pools}, I don't know as Level 2 is earning its keep. (MM identity-wise.)

What is the diff between real and simulated trading ? The ability to withdraw funds, Silly! :D Still??? Name for me a stressful occupation that does not have Simulations as part-n-parcel of training, and I'll buy you a beer. C'mon guys. It's 2018. :cool:

Some things to consider: *Technically*, your put puts you $1000 behind your front-month ES future. At this time, there is no need for further effort. (If you're comfortable being $1,000 10% down on a $10,000 account. o_O) However, your PUT will go to cash (1 PUT::1 future contract)...

Duuuuuuuude! I did my own motorcycle work for a number of years (and many thousands of miles).... If I needed a too to fit a situation?? I *made* it. ;) [Hint hint, hint-hint-hint. Hint.]

My bad, by posting videos and distracting from the OP's written words. o_O The question was -- well, the question itself was screwed up: no distribution, no range. ("No [fixed;constant] universe of outcomes" in statistical terms, so we don't know the sample's possible placement within.) That...

If you could sort of occasionally call tops and bottoms, which position sizing style would you use? Missionary?? Oh wait -- I see..... So, a question: what time frame are you assuming? It seems like a very short scalp, but...????

or, if you prefer cartoonnnnns :D Hmmmmm. I think your question is MUCH BETTER than the simple Bayesian presented above. A LOT better. Is it *applicable* to trading??? I don't think so -- "not so much", anyway. Why? Cuz the set-up is constant, and in trading, you might *assume* the...

It's an iron condor, not a concrete condor. Your expectancy description implies you are glued in place. That's not real life. The components of an iron condor (from matched-width verticals down to the individual legs) are all and each individually tradeable. If that's not easy or efficient for...

Unless you're trading institutional size, you'd do better with an ATR for a Go/No-Go, and use the trades/minute to tell you {roughly} how long your {fresh} order will camp at a strike before the market chews through those in front. [So, with 1600 on the Ask, and 1000 on the trades/minute, you'll...

On/about August 7th, I was finally able to connect with my bank from some little coffee shop in Steamboat Springs, CO, to confirm that they had received the contents of a 403(b). I had maybe $16 to my name, while ostensibly on a Divide hike, but knew I thought the market had topped, and I was...

?!?!!?! "Avoid trades during choppy price action?!?!?!?? I don't get it. To answer your question, you want an ATR -- how to set it up depends on how long you intend to hold, and what sort of risk+reward you're looking at. If I wanted to scalp ticks on the ES future, and be in+out in a flash, a...

What are you *trading*?? What *timfe-frame*??? It'd be easy to pick out the most demonstrative indicator, knowing those. Otherwise, just go with an Icki Bicki Cloudy Day Candle Fog indicator (available for a surcharge) and call it a day. Actually, a nice Parabolic SAR looks cool, wherever...