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BlowFish

Market Wizard
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Everything posted by BlowFish

  1. It's all on the relevant exchanges web sites. It's not just a simple "100 points" Its based on a percentage re evaluated quarterly for globex for example. Your broker should be able to give you this information too. Put them to work!
  2. I thought they where 15.30 to 15.15. http://lmgtfy.com/?q=globex+hours
  3. Not really sure what you are trying doing but something similar to sum = 0 for n = 0 to 6 sum = sum+array[10,n] would do the job. Or are you trying to rotate the array?
  4. BlowFish

    Optioneer

    But you can be wrong on the market direction and make money with options! 76.5% makes options sound far to attractive (as a seller of course). What it does not factor in is the magnitude of the wins on premium compared to the cost of honouring expiration in the money. Personally I find them a bit too 'sophisticated' or maybe I am just too unsophisticated I did read McMillan on options a couple of times whilst it kind of made sense at the time nowadays I wouldn't know a Greek from a Cretan.
  5. Interesting approach. Perhaps a naive question but do you play this as a long only strategy?
  6. Doesn't game theory need a discrete (finite) number of players, moves and outcomes? Aren't continuous games much harder (if possible at all ) to model? Having said that I have no formal knowledge of game theory though have been an avid gamer for a long time.
  7. If you want to fill the array from the first element and once it gets to the last one then go back to the beginning again something like will do it. Array[ Round(barnum/7,0) , mod(barnum,7) ] = close; // Fills a 7X7 array. to sum the last N elements/closes sum = sum + close - close[n] This will be unstable until you have N bars These will do the there stuff as data arrives. To to loop through the array to get the sum (again 7*7) rather than store it as it arrives. for n = 0 to 7-1 begin for m = 0 to 7-1 begin sum = sum + Array[n,m]; end; end; Still not sure exactly what you are up to but hopefully if you look at the ideas behind the above you should get a few yourself.
  8. I will do my best to chip in here. I don't trade P&L per se however any instrument that I do trade I have a P&L workspace set up for it. One of the issues with P&L is the NDA. Whilst I am pretty sure it's un enforceable I do respect the sentiment behind it. Having said that, certain things clearly fall outside as they are in the public domain anyway (11's are floor pivots for example). Other things I feel it's OK to speak about in a broad context. I have made a few posts here in the past about Drummond if you are interested. Cheers.
  9. Euclids idea could work, having said that I can see ways of 'gaming' it. I think if you demonstrate that you are unable to use the moderate button responsibly (like consistently using it for differences of opinion rather than breeches of policy) You should loose your 'moderation' rights. This system still relies on the maturity and 'community mindedness' of the members but then so does the current one. Do we really need it? I guess it might make the real moderators job easier which is a plus. I can't see how it will make much improvement to the quality of the forum (which I think most would agree is pretty good). It wont improve the signal to noise ratio. (unless posting inane posts is against the posting guidelines). Does any one really mind the odd bit of drama? (not that there is much). I think the policy document is the first step. That in itself might be a challenge. For example offsite links. It requires judgement as to what is useful and what is not. Many respected posters here provide links sometimes to commercial sites. Commercial sites often have valuable information, many times free. How do you turn that into acceptable use? Of course what what I think might be useful is likely very different to what someone else might find useful. Even highly respected contributors passion for a certain approach could almost be called an 'agenda'. I dunno I am just not too sure about any of this. However you do require a policy to judge effect ways of enforcing it. It is a testament to the people who post here that most know and broadly agree what is acceptable and what is not.
  10. a simple for n = 1 to i loop should do what you require. If you need to manipulate rows and elements use nested loops (n = 1 to I and m = 1 to j:). To accumulate sums simply add the elements to a variable within the loop. As others have said I am not sure precisely what you want to do but loops will do it for you. You should be able to use the modulus function if you need an element to 'wrap round'. e.g. for n = 1 to 20 a[n] = a[mod(n+7)] shifts all elements back 9 places and wraps the first 7 elements to the end of the array.
  11. Thats kind of you. Don't 'bust a gut' I have managed probably 3 or 4 PC's without it .
  12. I am not sure I can contribute much beyond the thoughtful posts already. Interesting how fast things can move here when something important is on the table. having said that I guess I should say something precisely because it is important. I think we have a pretty damn good community here and considering how it's grown recently it's worth saying things are fundamentally OK. The current moderators are doing a fine job. (though sadly, there are a couple of old faces that haven't been here much recently). I have to say I had concerns that TL might become a victim of its own success, and that some of the flotsam and jetsam would wash up here. Doesn't seem to be the case. I think most (maybe all) user based tools are likely to be divisive. For example I can imagine the brief spat in the VSA thread (that gave rise to the 'crock' thread) would have been much worse if the rival factions had censor buttons. Give a crowd pitchforks and they are going to go looking for witches. That was a good example, a couple of pages of broadly speaking mature discussion, and then done. Drama was minimal. In short continue to appoint mature responsible moderators. Make it clear what there role is. Continue to listen to your members. I understand your concern, it is valid as the community grows. Despite racking my brains I can't really imagine a way to make things much better. (yet). I told you I had little to add.
  13. Talking of 'original writing' the original Andrews course is linked from the site above. (Though it does link back to Tims site). Horus I don't suppose you have an archive of the emails from the old mailing list Tim ran? There was some truly excellent stuff on that. I am pretty sure I have it archived in an outlook .pst file somewhere but its probably on some old PC in storage.
  14. Tasuki this guy has compiled a list of Andrews Resources. http://www.median-line-study.com/median-line-for-beginners.html http://www.median-line-study.com/advanced-users.html Gordon's stuff (pitchfork primer) is good for 'vanilla' Andrews as taught by Andrews. I have Tim's book and good though it is he has covered most of the things over the years in his presentations. Still looking for someone with archives of his original mailing list. I could have swore I had it archived it somewhere b*&^%d if I can find it now.
  15. Me neither, I seem to remember when I traded equities that the platform I used (cybertrader) used to handle baskets of stocks and other sophisticated things. I never used that stuff or investigated how buying power was calculated.
  16. You need to shift all your logic backwards by 1 bar. So [-1] becomes [0] --- [0] becomes [1] etc. You will need to shift the plot backwards too.
  17. If you trade the markets 'for real' in the same way you need to trade to win contests you will surely go bust. You need to trade far far more aggressively, bet as big as you can on the most volatile instrument you can find and pyramid as soon as the account equity allows it. Ideally you want to enter twice so you can trade long and short in different accounts at the same time.
  18. You want to ignore subsequent higher bars after the first 3? The level will end up being a pivot anyway unless there are subsequent higher bars. Logic would dictate that should you have 4 higher bars both the 3rd and then subsequently the 4th should be flagged. Not sure exactly want you want to achieve.
  19. It is not really a question of syntax it will need an indicator coded. There are various functions around that will detect pivots (I think omega provide one called 'swing' or some such). Store your pivot in a variable and when you get a new one compare the two. Edit try the attached. PRICE_ACTION.ELD
  20. Great advice here however there is a but coming. The money management options you are proposing are steering people towards low RR high percentage trading. Has to be said that is good for a smooth equity curve and probably easier on the emotions too. What if the trader is, lets say, a 'traditional' break out and trend follower (for example) they may have significantly less, but larger winners. Sure, it will be a lumpier equity curve but still can be an effective way to trade. It's still a great exercise (reminds me of the one Mark Douglas proposes) and perhaps worth trying a couple of the MM options. I quite like the idea of going for 50% winners with 1.5 to 1 which clearly demonstrates that it is not necessary to be 'right' to be an effective trader.
  21. I was going to go with success but "the sweet smell of success" would rule that out. I guess many of the perceptions of self would fit. I am surprised you have had not had more guesses....didn't think it was that busy a trading day
  22. Your choices for easy language are TS or MC. I hear Open Ecry's (OEC) platform compiles easy language. Tradestation provide there customers data MC interfaces with most major data providers. Can't really comment on MT4 even though I like the charts I don't consider it a real trading platform mainly for the reason listed (only bookies provide it, not brokers).
  23. Here are of the things that have piqued my interest recently. I am a 'no indicator' sort of trader however every now and then something comes along that is novel and seems to make sense. VWAP PVP and Scew as presented by JPerl on this forum. Provides a set of lines to trade against that whilst curved are not really squiggly. His work is appealing on several levels. Polarised Fractal Efficiency. Not looked at this yet but 'makes sense' to me. Market Delta type stuff. (Volume @ bid vs Volunw @ ask). Certainly provides a different perspective of volume traded. I am not sure its a good proxy for order flow. I find it a bit of a 'can't see the forest for the trees' indicator. Using the smoothed delta like a traditional oscillator and absolute delta to confirm conditions for trend seem interesting too. Urma Blume (posting here) provided a couple of interesting twists on volume too. Trade intensity springs to mind. Order book analysis price often moves towards the heaviest side of the order book. One of these days I will get round to an 'indicator' that shows orders pulled vs orders filled. Having said that I am not sure that indicators can be 'predictive' though the neural net and astro guys might disagree.
  24. Can you have OCO across different instruments? I guess so for spreads and pair trading strategies. I had never really considered that, good advice.
  25. None taken....sometimes I come on a 'bit strong'
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