Bond Trader 2007

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Quote from dhpar:

and I should say thanks JP.
Because it was very boring before the data I thought I will <i>test</i> your "spike" method with a tiny fish. One more reason was that it possibly made my short taking a bit of profits into the flattener which was something I was happy about.

As you can see I only slightly adjusted entry point to make it work. Thanks again.

http://i3.tinypic.com/47bynx0.jpg
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dhpar,

You're welcome. I think I mentioned last year that a sharp trader could take my posts, and trade much better than I do, as I usually only take one side of the market on days like today. You proved my point.

Very impressive. Not only did you nail the short entry, you added to it and you reversed at the low. By the way, I posted the spike numbers on a lark. I honestly had no idea price would come close, but that is what they are designed for, an exhaustion point.

Good job, man!
 
Quote from dhpar:

and I should say thanks JP.
Because it was very boring before the data I thought I will <i>test</i> your "spike" method with a tiny fish. One more reason was that it possibly made my short taking a bit of profits into the flattener which was something I was happy about.

As you can see I only slightly adjusted entry point to make it work. Thanks again.

http://i3.tinypic.com/47bynx0.jpg
More...

Nice!
 
Thanks for pointing that out Lance.

It would be very interesting to study the order flow. I've always wanted to analyze time and sales with the various data mining techniques I use at work, but I haven't had the time to try it. Plus, I think anything I wrote could get bogged down with the data. Obviously there are ways around it, but I prefer spending my time on the analysis rather than writing code to bring the data in, i.e. bring the time and sales in to be analyzed.
 
Observations.

Earlier, pre-market open, I mentioned two trades I was looking to possibly take today.

One was the post report trade that I took, selling at 110 13 and exiting at 110 12. As I mentioned, I could have gotten 110 09 easily off of that trade, but I thought a retest of the low was in order.

The next trade that I mentioned pre market open was the single trade to take between 0735 and 0835. My neural network generated a buy within the 0735 bar. Depending on entry, the trade was worth a minimum of 4 ticks.

I took the first, and didn't take the second as I was still managing the first.

I mentioned that I would report my results on this 0735 to 0835 study. There is the first result.
 
Well, hopefully only serious people will reply....I am curious to know if anyone had the gumption to sell ZB's when price kissed 111 01 just prior to report release. If you recall, price went down to 110 27 at 0714 CST, then went up to kiss 111 01 at 0728.

Right at that time I thought to myself that it looked like they might try to run price up to slam it down. It just looked like a classic pattern I've seen many times before. I gave some thought to selling a single lot there at 111 00, but decided not to. My success with positioning prior to an important 0730 report is maybe 50:50. It would have been sweet. A potential 32 tick profit in the 30 year within 30 seconds off of a single lot is uncommon to say the least.
 
I certainly don't have the gumption to fade price action seconds before a big number. My natural paranoia tells me somebody got the number already and it was -50k!
 
Short from 111-06 ( April 3rd Tue: NR7 & Inside Day ) , profit Target $1k per contract. Waiting for 110-05 to exit.
 
Quote from Lance Carson:

Short from 111-06 ( April 3rd Tue: NR7 & Inside Day ) , profit Target $1k per contract. Waiting for 110-05 to exit.
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That's a good one!
 
Quote from Surdo:

That's a good one!
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Agree, but not the whole picture, it was very risky with a wide stop at 112-00 ( Mar 30 Friday's High ), also there was a 50/50 chance that the Report today would have been bullish. The gamble paid off BIG TIME.
 
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