volente.............enough about th e1030 rev okay.......oooooookkkkkkkkkkaaaaaaaayyyyyyyyyy................just kidding my neighbor and friend............if that happens my system will show that one just like all the rest.........what can we do to revive this forum and go to 1000 posts........come n on vol, u started it let's fininsh it.................I find the nq easier to trade than ym.......much smoother with better stops.........
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YM Traders
- Thread starter volente_00
- Start date
Quote from baifriend:/porgie [on 10;30reversal=9;30 chicago time]
east time or central time?
**************************************
RE;chicago time
Bafriend;
After you get between 40-60-80-100 years of age;
you can forget things like that , so wrote it in trading plan[in red]
9;30 reversal chicago time/central time.
Another way top remember it;
YM is a Chicago BOT contract;
9;30 reversal,chicago time/central time.
Hello:
Here are the results of the backtesting that I did based on volente's 9:30 CT reversals. The way I programmed it (in MATLAB)is as follows:
1. I calculated the open -9:30 ct price and I did two kinds of tests based on the calculation, one to simply place the reverse market order if the price had gone up from the open and vice versa. Second, I calculated the Standard deviation of the price series upto 9:30 Ct and if it is greater than certain threshold and if the price open - 9:30 ct price is > 0, then I placed a SELL order and vice versa.
2. I did the above procedure for each and every contract going back to 2003. The analysis is in the attached Excel Sheet....Comments Please....
Here are the results of the backtesting that I did based on volente's 9:30 CT reversals. The way I programmed it (in MATLAB)is as follows:
1. I calculated the open -9:30 ct price and I did two kinds of tests based on the calculation, one to simply place the reverse market order if the price had gone up from the open and vice versa. Second, I calculated the Standard deviation of the price series upto 9:30 Ct and if it is greater than certain threshold and if the price open - 9:30 ct price is > 0, then I placed a SELL order and vice versa.
2. I did the above procedure for each and every contract going back to 2003. The analysis is in the attached Excel Sheet....Comments Please....
Attachments
i didn't look at it.........what i did look at is many trades today for a lot of points captured.........so, if today time of 10:30 was so great i guess the rest of my many signals should have been ignored.........as they are just as dependable as any other move.......so , 10 thirty 10 schmirty, all the same signal......as all the rest......entry looks same as exit on all ..........when u talk times u don't talk what the professionals talk.........they don't worry about times........they don't worry about news.........except fomc............otherwise they trade what the market is showing them to trade...........anytime and all the time...........backtesting is good but real testing is better........