Switching from ES to Bonds

[Martinghoul]

Quote from davewolfs:

I'd appreciate any input that you have on what you think would be a methodical approach to coming up with these numbers.

This is very rich subject matter... You can do all sorts of things, with varying degree of sophistication.

But, to start off, let me respond with a question. If you have a time series (your tick data), can you a) identify your entry points; b) calculate max drawdown per lot, say?

 

[mike007]

What is going on whenever the /ZF bond futures does this in my attached pic. The bid and the ask are the same. It does not make since to me.

 

[BondTrader50]

Quote from mike007:

What is going on whenever the /ZF bond futures does this in my attached pic. The bid and the ask are the same. It does not make since to me.

It looks like the bids are combined to half ticks. What front end is that?

 

[mike007]

Quote from BondTrader50:

It looks like the bids are combined to half ticks. What front end is that?

Thinkorswim

 

[BondTrader50]

Quote from mike007:

Thinkorswim

Check with them. The bids are definitely being consolidated.

 

[mike007]

I sent them an email, i will give you the reply after I get it.