Euro BUND & BOBL

Bernd
Do you find there are any moving averages or any indicators that work well with the bunds that you are willing to share?

In my experience a stochastic on the 5 minute is of some help for overbought/sold and also fib. and pivot points are often reversed within a tick or two. Previous daily highs and lows are also important.
I also run the S&P emini and the Eurostoxx 50 alongside.
Your comments re being out of the market prior to any data is very good advice.
Also taking care around US bond and stock market openings, again today was a good example with no data and a violent sell-off starting at 9-36am US.
Thank you
 
@sussex

I do not use indicators intraday except for volume/tickvolume: I think indicators react to slow and are distorted by the spikes generated by stop-fishing. On a daily or weekly basis that may be different.

I do use trendlines/trendchannels to better judge speed of movement/momentum or designate previous high/lows.

It is an old chart, but it shows some of the setup I'm using http://home.t-online.de/home/Bernd.Kuerbs/Boersencharts/FGBL/FGBL 45Tick CVB vs 5min.png

This is a comparison of a 5min to a 45Tick Chart. To the left, I usually do have a longer timeframe, like 144 ticks or 1 hour. To the left a 31 - 45 tick chart. The CVBDur indicator shown in the right chart is the duration of a 45 tick bar. It does not update properly, so I dropped it. It is redundant anyway.

regards

Bernd Kuerbs
 
Bernd
Thanks for your reply. I am glad we are are largely in agreement over indicators.
One further question - What number of ticks do you target at a minimum and how many ticks are your stops generally? Also do you use resting stops or find the stop gunners pick these off too readily?
Thanks again
 
Originally posted by sussex
....One further question - What number of ticks do you target at a minimum and how many ticks are your stops generally? Also do you use resting stops or find the stop gunners pick these off too readily?
Thanks again
More...

I do not have any general rules for that. I try to set my stops at recent high/lows and enter on retracements. I use resting stops in case I get disconnected. Very often I exit at market before my stop is reached because I can see the market has turned the other way.

Another kind of "stop" is adapting the size you trade to market conditions, when moves seem to be erratic reduce your number of contracts.

regards

Bernd Kuerbs
 
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