HPT's ER2 Journal

Quote from hilojack:

Most shops offer $500-750 intraday margin requirements for er2.

Do you plan to continue with ER2 after they leave the CME after the June contract?
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Hi, yes, if the liquidity and action is still in there, wait and see i guess.

HPT
 
Quote from increasenow:

do you trade a certain time period?...how long are your trade durations?
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vary widely.. from seconds to Max 45 mins/ hour.

HPT
 
<i>"no charts or lines here..."</i>

How did that work out yesterday? 50-tick swings were everywhere... cinch to book +80 ticks ~ +120 ticks ER2 for anyone skilled at using charts.

Just wondering how the pure dome approach compares
 
Quote from austinp:

<i>"no charts or lines here..."</i>

How did that work out yesterday? 50-tick swings were everywhere... cinch to book +80 ticks ~ +120 ticks ER2 for anyone skilled at using charts.

Just wondering how the pure dome approach compares
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morning,
I was running an arbitrage programme with a colleague against the dow mini , and I dont mind admitting I got absolutely killed on it, but thats another thread, and another account.

a cinch u say>? 80 - 120 ticks, you must of had a good day, I hope you got all those points !

the dome approach i have been playing with is oblivious to the big swings, just looking for small snippets of high probability here and there, sure it leaves a lot on the table and misses big moves, but catching big moves is not really the aim of the exercise. If everday was like yesterday then I'd be wasting my time for sure, but i think we know most days are just noisy.
More of an experiment with whats happening in the book and an example of what I'd consider as high probaility gambling.

will be back on it today, for the morning session at least, all In :-)

HPT.
 
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