For every turn in the market on a given timeframe, I think there are three groups of traders. First is the "smart money". My hypothesis is that...
I was thinking about two types of parameters one can use in a model. Open-ended parameters like SMAs or percentage-based filters, where the value...
Dividing up my trades by time of day, I see that two specific hours of the day stand out as negative, whereas all others are positive. Is this...
I was reading a review of Aronson's book on evidence-based TA and the reviewer stated that one sign that data mining bias was not present in an...
I ran a regression using the trading outcomes for all of my trades as the dependent variable and the model parameter values as the independent...
Has anyone tried this and succeeded? I've developed an algorithm for the ES and have had 8 months of profitability with a gain of 196% and a max...
Let's say I've got a model which scores a trade set-up from 1 to 100 based on a number of objective factors. Any price action that triggers the...
When I enter a trade, I know the price at which I set my stop and the price at which I can first move that stop. I was thinking that in order to...
Question for the traders who use stop movement as part of your trade management techniques: do you set your position size using the theoretical...
I see a lot of posts talking about how this or that rally (usually) or decline (less frequently) aren't "real" or are somehow the result of...
"There is no bull side of the market or bear side of the market, there is only the right side of the market and the wrong side of the market."...
I read a comment on here recently where someone was arguing that "strong hands" don't trade algorithmically. The comment was made in the context...
Say you've determined a threshold for adding contracts as your account size grows, but you want to optimize the timing, i.e. you don't want to...
I want to be able to set up a stop limit order, but specify a time for withdrawing it if it hasn't been triggered. Any platforms that will enable...
Let's say I want to create a measure of an instrument's volatility, is there a way to do that solely based on price movement of that specific...
I read a lot of posts that say the only real way to succeed in trading is by "graduating" beyond FA and TA and using "price action" (PA) only...
Sometimes I will have a stop limit order in on an ES trade and the market will trade through the price without executing it, but then when I enter...
I keep a set of statistics on my trades, including the "hypothetical" results of the trades using different position-sizing techniques. By far,...
I'm trying to choose between implementing a strategy using the ES and using SPY options. I want the option contract with the tightest spread and a...
Has anyone done any research on how much the SPY has to move in order for the ES to move? Or is the causality the reverse of that and the ES has...
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