ES Journal Archive (2006 - 2008)

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mechtrader,

I can post more about how I use NYSE TICK after the market closes today as I like to focus on my trading.....but suffice to say, I use it as a "support" in my decision making and do not rely on it heavily. I find TRIN is sometimes more helpful, especailly when it starts at par at opening and then rises to 1.5 or higher....time to short.
 
Quote from Buy1Sell2:

sold one unit at 1310.00 on the RSI double top on 3 minute chart. Stop is at 1311.75 one point above recent high.
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stopped out 1.75 pt loss--next trade will be 2 units
 
Quote from mechtrader41:

Here i meet a problem, I normally collect only open market data, but start my application often earlier, i just switched the sessiontime of the ES 3 hours earlier in Globalserver and found I have often data much earlier but not very constant, so the results would not be too meaningfull cause i miss the premarket data in ~30%, on what timeframe should that be? 5 Min?

Interesting in every case, I have not yet good ideas around opening or trading gaps. If I find out something i will post it.
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Sorry man, just got back from London, thanks again for doing that, it's 15 minute time frame.
 
I use TS2000

Quote from mechtrader41:

OK....I found some probs using the MACD, cause from which degree of crossover/distance of the 2 lines is this meaningful? A somewhat easier to code solution was the use of rateofchange, I want to have the rateofchange some minimum triggeramount in the positive or negative 5 min prior open to define a positive or negative premarket action. So far my data are useable, I found out the following: Yes, this seems to be tradeable, I used simply a marketorder at 0945, simply a fixed stopsize the same as the fixed profittarget or exit at 1130.

It seems to be a marketbehavior not working all the time cause negative results in 2004, i expect this working more better in calm times, not so good in high vola, but that`s just opinion. Next it`s not good having a gap in tradingdirection, a gap under for long is ok, but a gap up for long is bad.

So this is not yet a strategy, cause the simple exits.

Best results were with 6 points Stop/target, but this could be different with other exits.

First here an equitychart

@spike, i post the code later, so you can test it yourself with your data and give us your results, you are using TS or?
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Quote from mechtrader41:

@spike,
i did it on 5min ES, vergot to mention the timeframe...also TS2000, discussions afterhours, marketinternals very bullish...
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I did import the program in an indicator. Get the following error: position information function not allowed in a study.

problem occurs here: barssinceentry
 
Quote from nlslax:

WTF???
:confused:
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nlslax, you are welcome and encouraged to post here, but this type of post is unacceptable to this forum. This forum concerns itself with matters only ES( and some YM and EN), but we don't use foul language here or employ personal attacks. Feel free to post constructive ideas and engage in back and forth discussions. Everyone is welcome here.
 
Quote from spike500:

I did import the program in an indicator. Get the following error: position information function not allowed in a study.

problem occurs here: barssinceentry
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Time appears to be a very important component of your system. I think it's a good idea. Do you miss some of the moves that way as well?
 
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