Technical Strategy

Quote from Neoxx:

12 bars in, still no sync, and sequence issues... double-checked Indexarb, premium is definitely -0.84...

Synch is determined by looking at $INDU/YM with the STR_SQU indicator. It has nothing to do with $SPX/ES. It 'usually' takes about 15 min, sometimes less, rarely more. If you don't have the indicator then wait three, 5 min ES bars before entering, unless you know exactly WTF you are doing.

BTW, where does the thick, green line in your ES preflight come from? BTW2 I think the first AM P2 is at 11:50 as you surmised.

You are not allowed to leave your comfy, ironwood, straight-backed chair under any circumstances till EOD.

lj

LHC -> Higgs boson
 
Quote from ljyoung:

Synch is determined by looking at $INDU/YM with the STR_SQU indicator.

...The premium is found at indexarb.com

Synch is where, after open, the premium comes to the mathematically determined offset (See indexarb.com) AND on your lists you read that the offest is there by doing the arithematic between $INDU (CASH) and DJ and/or YM (indexes)...


BTW, where does the thick, green line in your ES preflight come from? BTW2 I think the first AM P2 is at 11:50 as you surmised.

Quite possibly an incorrect or prematurely drawn long IT trend line. (see below)

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=2196330>

You are not allowed to leave your comfy, ironwood, straight-backed chair under any circumstances till EOD.

Thanks for the discipline by proxy. Slight lapse today.

LHC -> Higgs boson

??
 

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Quote from Neoxx:

...The premium is found at indexarb.com

Synch is where, after open, the premium comes to the mathematically determined offset (See indexarb.com) AND on your lists you read that the offest is there by doing the arithematic between $INDU (CASH) and DJ and/or YM (indexes)...
Per Spyder's (see TN tab) function definition: STR_SQU spread = YM - INDU - the offset. The offset = 'the premium' given at index.arb and more rigorously it is the 'fair value' premium. This is distinct from the $prem which SFAIK is just YM-INDU. All this is described in grand and glorious detail at index.arb. So for ym=100, indu = 90, offset =10, we are 'synched'.


Quite possibly an incorrect or prematurely drawn long IT trend line. (see attached) Ah.


Thanks for the discipline by proxy. Slight lapse today. Don't let it happen again.


??The LHC (Large Hadron Collidor) will be used, amongst other things, to search for the Higgs boson AKA the God particle.

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=2196330>

lj
 
Neoxx: Thanks for the discipline by proxy. Slight lapse today.

Ljyoung: Don't let it happen again.

Thanks for your comments, your earlier assistance with TN, and the primer on particle physics. :p

However, to be fair, accepting delivery of the new machine is a priority at the moment, and regardless of how good a trader you are, family should come first. :)
 
Quote from Neoxx:

Thanks for your comments, your earlier assistance with TN, and the primer on particle physics. :p

However, to be fair, accepting delivery of the new machine is a priority at the moment, and regardless of how good a trader you are, family should come first. :)

You're welcome and indubitably.

lj
 
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