Iterative Refinement

Quote from guavaman:

I have to say the closing of the futures journal has left me a little sad



Cheer up Gauva !!! We have just begun!

ES 5 Minute chart so far today


00ES5MINUTEJANUARY42007.jpg
 
Cheer up guava !!! We have just begun!

ES 5 Minute chart so far today


Indubitably!! Bring me my strop. Can Sweeny Todd be far behind? Johnny Depp, confidante of the late Hunter S. Thompson, is truly a remarkable actor.

I'm working hard to try and squeeze more out of STR-SQU and will post my thoughts in detail when things seem sensible.

Currently am looking at the "usual" daily play in the interest rate component of the fair value as determined by the index.arb folks. The dividend component although variable from day to day, can, I think, safely be assumed to be constant for any given day. Does anyone disagree with the latter statement?

lj
 
Not a great day for me: a couple of bad longs, and a failed effort to squeeze something in after market that pushed me into red from a probable break even: 11 trades -2 points of 9.5 HL, 100 minutes.

Nothing to write home about. I haven't debriefed yet, but the feeling is that I've generally followed the rules. The large market drop made me feel edgy, oscillating between being afraid not to miss the reversal, and not to miss the trend. I found myself some times in a reacting mode instead of an anticipating one.

If anybody has any specific questions ...

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1736574>
 

Attachments

Back
Top