Search results

Let's consider that your system has a buy signal when bid/ask is 1000/1000.25 : You buy at 1000.25 Let's say that you sell with a profit when the bid/ask is 1005.25/1005.50 : You get a 5 pt profit. If you had taken the opposite trade, you would have shorted at 1000 and cover at 1000.50...

I strongly recommend this.

Among the 3 instruments you trade, NQ seems to have the better results. Since the beginning of your journal, on the 26 trades you made on NQ, you only lost 5 (80% hit rate !). You netted 13 NQ pts and 135$ (after comm.) With ES & YM, you lost a few $ but not much. Focus on what works...

From my experience, I came to the conclusion that it is very difficult to have any percentage of that kind. Personnaly, I take it as 50/50. - When I consider being executed as soon as I see a print AT my price (this is the 'optimistic view of real trading' because that would mean I am the...

I'm trading my own account part time. Funny, I was about to open a thread called "How my full time job saved my trading". Here is the idea : I open a estx50 chart for the 1st time in the day around 1PM before lunch. My view of the market is quick and objective : Overbought I go short...

This thing needs a little move downside, then i'll buy it.

Backtesters, Where do you buy your intraday data from ? I need 2002/2003 5min intraday tick data of Estx50 future contract for backtesting needs. Where can I purchase these data ? After some research, I found www.tickdata.com It is about 60$/year for intraday data. Any other...

Do you know if a change in a traling stop-loss counts as a system transaction? Yes, it does. If so, i think this pretty much braindead!!!! I agree.

Reminds me an old post of mine in the Allenz Journal Thread : http://www.elitetrader.com/vb/showthread.php?postid=134217#post134217

May be u meant this : http://www.gfetc.com

Be aware that Eurex charges cancellation/modification orders fee. I quitted estx50 trading for this reason. Too bad, because it is a good trading vehicle.

If Eurex want to compete with US exchanges I can't believe that they can't afford the technology resources to deal with the overload of their system due to automated trading. Obviously, there might be another reason. Well... I can understand that theses rules are not a problem for everyone. It...

I know that I already talked about this but I'm a bit surprised that nobody ever complained about the new fees that Eurex implemented on 1 dec 2002. As a reminder : -- EUREX will consider any order submission, modification, or cancellation as a system transaction. Fees will be levied on...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=12962

You can use that as an advantage. If you trail a native STOP orders at Eurex you are charged the (recent) modification orders fee each time you change your order. This hidden cost can add up very quickly because of the nature of a trailing stop. With simulated STOP orders on IB server...

Dear Brother Nitro, may i thank you for your unvaluable help. Go and watch Nitro in ET chatroom. Very personal style. Not for everyone.

And if you have to pick up a few stocks to keep an eye on while trading the ES, what would they be ? Indice's biggest caps probably... As we talk about it, if someone could post a link with the SP500 components sorted by cap... May be it is just me but I couldn't find one.

Why do we bail a winning trade too soon ? Because we think that the trade won't go higher/lower. Why we don't think so ? Because we don't trust ourselves. Lack of self esteem. With time, I learned to trust my trades. When before i said to my self "It's time to exit", I now know that it...

If you don't mind... Where do you live ? What is your local time when it is 10:00 AM in HK ? I thought that you were from Sweden but that would be some nightly trading hours !

Hmmm, it seems good... But what about the volume ? QQQ SSF is trading between 50 & 100 contracts a day on nqlx... Did someone already have a real experience with this thing ?