ES Journal Archive (2006 - 2008)

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Quote from 2006:

June 12/June 13.

I have a gap between 13420/13477. Maybe i'm missing some data. I'll have to check.
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That's the gap I still show... unfilled 438-44... Most of the gap between 438-66 was filled intraday. Could be our methods... I use RTH only, 15m bars closing-bar high, opening-bar low or verse visa.
 
This is what I have -- I'm also using RTH (4:00 close)

I use Closing Bar "Close" <-----GAP-----> Opening Bar "Open"

Have a good weekend everyone. I'm outti.
 

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Quote from 2006:

This is what I have -- I'm also using RTH (4:00 close)

I use Closing Bar "Close" <-----GAP-----> Opening Bar "Open"

Have a good weekend everyone. I'm outti.
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I won't get into methodology. Mine works for me. I find doing rudimentary analysis slightly off the norm is VERY fruitful. But what isn't working for me is I am getting different results depending on TF. <15m I can duplicate your numbers. >=15m my numbers are right. Looks like I have some corruption in higher TF files...Thanks for bringing it to my attention. Like I had nothing else to do this weekend other than refresh my data files. Good thing Im a scalper.

Osorico :)
 
IMO it doesn't look 'healthy' for bulls. What a divergence, closed below last week's open as well. Histogram ready to cross over.

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1508954>
 

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Quote from princessa:

the sky is falling!

just kidding. we gotta have some discounts before the window dressing next week, don't we?
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DAX is looking weak here also IMO.

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1509018>

I think observing reaction lows is key now, as selling S&P500 right now is not the same as when it was easier to catch the top in light of a possible divergence at the time, below:

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1488165>
 

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Quote from osorico:

I won't get into methodology. Mine works for me. I find doing rudimentary analysis slightly off the norm is VERY fruitful. But what isn't working for me is I am getting different results depending on TF. <15m I can duplicate your numbers. >=15m my numbers are right. Looks like I have some corruption in higher TF files...Thanks for bringing it to my attention. Like I had nothing else to do this weekend other than refresh my data files. Good thing Im a scalper.

Osorico :)
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I did find a problem with my eod close bar since 6/7/07... hmmm, rollover day. The problem is fixed and my calculation for the unfilled gap from 6/13/07 stands... 13438-44. If you look at your 5m chart you will see the drift down to 444 @1:15 est. If the gap does fill and Im playing it, if it extends down to your number, so be it :D. Different gap measuring methods is the basis for our differing numbers.

Thanks again for bringing this out. Delete and refresh of continuous contract files is now hard-coded on my "things to do for troublefree rollover" list.

Osorico :)
 
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