Bond Trader 2007

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Quote from johnpinochet:

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Execution Records from Interactive Brokers LLC
Action Quantity Underlying Comb. Description Price Currency Exch. Date Time
BOT 1 ZB false JUN07 Futures ZB JUN 07 113 5/32 USD ECBOT 20070302 07:55:11
+ SLD 3 ZB false JUN07 Futures ZB JUN 07 113 4/32 USD ECBOT 20070302 08:17:01
BOT 2 ZB false JUN07 Futures ZB JUN 07 113 2/32 USD ECBOT 20070302 08:34:24
SLD 2 ZB false JUN07 Futures ZB JUN 07 113 USD ECBOT 20070302 08:38:35
BOT 2 ZB false JUN07 Futures ZB JUN 07 112 29/32 USD ECBOT 20070302 08:44:52
BOT 1 ZB false JUN07 Futures ZB JUN 07 112 30/32 USD ECBOT 20070302 10:13:16
SLD 1 ZB false JUN07 Futures ZB JUN 07 113 1/32 USD ECBOT 20070302 10:30:21
BOT 2 ZN false JUN07 Futures ZN JUN 07 108'260 USD ECBOT 20070302 10:57:28
BOT 1 ZB false JUN07 Futures ZB JUN 07 113 3/32 USD ECBOT 20070302 11:01:27
SLD 1 ZB false JUN07 Futures ZB JUN 07 113 4/32 USD ECBOT 20070302 11:26:41
SLD 2 ZN false JUN07 Futures ZN JUN 07 108'265 USD ECBOT 20070302 11:26:47
Execution Summary from Interactive Brokers LLC
Contract Comb Buys X Sells Net Avg (BOT) Avg (SLD) Exchange List
ZB JUN07 Futures ZB JUN 07 false 7 X 7 0 113.018 113.076 ECBOT
ZN JUN07 Futures ZN JUN 07 false 2 X 2 0 108.812 108.828 ECBOT

Can you tell us which trades were using delta or delta has a part in the decision making process?

jim
 
Jim,

You know, now that you ask, I think you've hit the nail on the head. I was using IB with MarketDelta. I only recently started subscribing to IQFeed after I moved into a brand new apartment with the latest and greatest broadband (100 Mbps for around 30 bucks a month). I started having disconnects with IB and decided to try another provider.

This coincided with IB's implementation of data throttling so I didn't pay much attention to trying to troubleshoot the problem. It turns out, due to my line of work, I was a little too cautious with my firewall configuration.

Now that you have asked I think part of the reason why MarketDelta is better this time around is the better datafeed of IQFeed.

John
 
Quote from zbtrader:

Can you tell us which trades were using delta or delta has a part in the decision making process?

jim

Jim,

Your question changed after I posted.

All of those trades were done using MarketDelta as a decision support tool. If you are referring to "delta", a number given at the bottom of the footprint chart, I learned last year that it is not very reliable to take it solely as a signal.

Today, I received a signal to sell at roughly 113 13 between 0854 and 0904. I got in really late at 113 08 due to not being at the screen. I knew we would test the lows again, so I left a limit order to exit at 113 05 and went to bed. At the time I went to bed, 113 04 was the low, and price was back at 113 08.

The above signal as well as the signals given for the trades previously posted were generated by following the steps I detailed on my post with the 03-02-07 11:38 PM timestamp.

Here are today's trades, once again small size as I experiment.

SLD 2 ZB false JUN07 Futures ZB JUN 07 113 8/32 USD ECBOT 20070305 09:12:34
SLD 4 ZN false JUN07 Futures ZN JUN 07 108'280 USD ECBOT 20070305 09:12:08
BOT 4 ZN false JUN07 Futures ZN JUN 07 108'265 USD ECBOT 20070305 10:13:08
BOT 2 ZB false JUN07 Futures ZB JUN 07 113 5/32 USD ECBOT 20070305 10:09:42
 
Quote from Lance Carson:

Long 111-20, ZBM7 : Target 112-11

Great call!

Looking at Friday's action, I was thinking to buy today. But isn't it a little scary buying before New Homes Sales?

jim
 
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