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Search: Posts Made By: Tundi
Forum: Emini and Emicro Index January 3rd, 2011, 06:38 PM
Replies: 43
Views: 16,813
Posted By Tundi
Right, bonds aren't volatile enough for many...

Right, bonds aren't volatile enough for many trades under this system, and with the switch to limit orders all instruments are traded less. I'm not too bummed out over less trades and more profits.
Forum: Emini and Emicro Index January 3rd, 2011, 06:23 PM
Replies: 43
Views: 16,813
Posted By Tundi
No need to continue to post limit and market...

No need to continue to post limit and market renditions of trades. I've seen enough to know limit is where it's at.

Traded Bonds today for the first time--must be beginners luck.

This...
Forum: Emini and Emicro Index December 31st, 2010, 08:34 PM
Replies: 43
Views: 16,813
Posted By Tundi
How many RT/month does one have to do to get...

How many RT/month does one have to do to get $.10?

I guessimate my volume initially at 2-4K/month.
Forum: Emini and Emicro Index December 31st, 2010, 08:00 PM
Replies: 43
Views: 16,813
Posted By Tundi
I am using NT. As I said in an early post,...

I am using NT.

As I said in an early post, this is a pseudo HFT even using market orders with no indicator filter.

With limit orders and the double zero lag EMA (so far, the optimal...
Forum: Emini and Emicro Index December 31st, 2010, 07:40 PM
Replies: 43
Views: 16,813
Posted By Tundi
RangeNoGap.

RangeNoGap.
Forum: Emini and Emicro Index December 31st, 2010, 06:47 PM
Replies: 43
Views: 16,813
Posted By Tundi
I didn't turn on the trading computer today. ...

I didn't turn on the trading computer today.

Stop back Monday.
Forum: Emini and Emicro Index December 30th, 2010, 06:51 PM
Replies: 43
Views: 16,813
Posted By Tundi
Today, I loaded up CL, EMD, and 6E. The...

Today, I loaded up CL, EMD, and 6E.

The results are within my pre-conceived idea--limit orders either lose less or win more on fewer trades than market orders. This was probably no surprise and...
Forum: Emini and Emicro Index December 29th, 2010, 11:08 PM
Replies: 43
Views: 16,813
Posted By Tundi
Today, I set up side-by-side charts to examine...

Today, I set up side-by-side charts to examine the impact of using limit versus market orders on the front end of 6E, CL and FDAX with the subject auto strategy. The system as currently coded cancels...
Forum: Emini and Emicro Index December 27th, 2010, 09:58 PM
Replies: 43
Views: 16,813
Posted By Tundi
I plan on SIM trading for another few weeks to...

I plan on SIM trading for another few weeks to satisfy myself this strategy is profitable. Side-by-side trading will be observed with limit and market orders for entries. All trades will be closed at...
Forum: Emini and Emicro Index December 24th, 2010, 12:36 AM
Replies: 43
Views: 16,813
Posted By Tundi
Lease a seat

I'm 99% sure I'm going to lease a seat on the CME for electronic trading. The reduction in exchange fees is compelling for the high volume trader. So far, I like CL, EMD, and TF and I've determined...
Forum: Emini and Emicro Index December 20th, 2010, 09:24 PM
Replies: 43
Views: 16,813
Posted By Tundi
I'm currently testing the strategy with limit and...

I'm currently testing the strategy with limit and market if touched orders. The fills with market orders only aren't good enough given the high price for slippage. I'm also experimenting with other...
Forum: Emini and Emicro Index December 17th, 2010, 09:00 PM
Replies: 43
Views: 16,813
Posted By Tundi
LG, this isn't really a HFT system in the strict...

LG, this isn't really a HFT system in the strict sense, but more like an actively traded one in which once a position is closed, another is opened and so on and so forth. This is the "always in"...
Forum: Emini and Emicro Index December 17th, 2010, 05:28 PM
Replies: 43
Views: 16,813
Posted By Tundi
Today, CL and EMD acted quite well, in the...

Today, CL and EMD acted quite well, in the "always in" and filtered version. There was slippage of a tick now and then, but it wasn't chronic. The filtered version is less frenetic and less...
Forum: Emini and Emicro Index December 16th, 2010, 07:01 PM
Replies: 43
Views: 16,813
Posted By Tundi
Renko isn't the issue. Slippage is. I may...

Renko isn't the issue. Slippage is.

I may have to investigate Forex given the liquidity. Tomorrow, I'll see how CL and 6E behave.
Forum: Emini and Emicro Index December 14th, 2010, 09:07 PM
Replies: 43
Views: 16,813
Posted By Tundi
Do you mind helping me by giving more details? I...

Do you mind helping me by giving more details? I know nothing about FOREX.
Forum: Emini and Emicro Index December 14th, 2010, 08:56 PM
Replies: 43
Views: 16,813
Posted By Tundi
Slippage

Today I witnessed the beast known as slippage. In some cases, it was 2 ticks on both sides of the trade ($20 total) which is unacceptable given the profit margin I'm working with. I'm not sure if...
Forum: Emini and Emicro Index December 14th, 2010, 10:28 AM
Replies: 43
Views: 16,813
Posted By Tundi
What I meant to say was I'm not smart enough to...

What I meant to say was I'm not smart enough to compete with the cartel that controls the FOREX markets. Plus, the lack of regulation turns me off.

Got some good news this morning from my...
Forum: Emini and Emicro Index December 13th, 2010, 08:33 PM
Replies: 43
Views: 16,813
Posted By Tundi
DX 12-13-2010

Here are pics of the entire trading day. Clearly, there are alot of trades when the strategy is set to "always in" mode.

I've experimented with indicators to reduce the chop trades, but that...
Forum: Emini and Emicro Index December 13th, 2010, 07:36 PM
Replies: 43
Views: 16,813
Posted By Tundi
Do you mean Forex or Futures? I'm not smart...

Do you mean Forex or Futures? I'm not smart enough to trade Forex.:stupido:
Forum: Emini and Emicro Index December 12th, 2010, 09:04 PM
Replies: 43
Views: 16,813
Posted By Tundi
I agree. It does sound better, but it's not...

I agree. It does sound better, but it's not anywhere near as profitable after costs. I'm not thrilled about about 85 trades a day, but there is a side of my brain telling me that is exactly what...
Forum: Emini and Emicro Index December 12th, 2010, 08:53 PM
Replies: 43
Views: 16,813
Posted By Tundi
FT, thanks. I got a quote from Crossland at $4.02...

FT, thanks. I got a quote from Crossland at $4.02 all in RT but that isn't satisfactory. What broker will offer $3.80?
Forum: Emini and Emicro Index December 12th, 2010, 08:45 PM
Replies: 43
Views: 16,813
Posted By Tundi
Is it? I don't have any benchmark to measure it...

Is it? I don't have any benchmark to measure it against. All I can say is this is what the algo has cranked out.

I did test on the Euro FX running 24/7. Results show 1 trade a day averaging...
Forum: Emini and Emicro Index December 12th, 2010, 08:23 PM
Replies: 43
Views: 16,813
Posted By Tundi
Luke and FT, At this point, I'm focused on...

Luke and FT,

At this point, I'm focused on lowering my commissions if the sim results are promising. Any suggestions?
Forum: Emini and Emicro Index December 12th, 2010, 06:59 PM
Replies: 43
Views: 16,813
Posted By Tundi
HFT US Dollar Index

I developed a poor man's HFT system that trades DX 24/7. I say poor man because I don't have access to the super fast severs nor the cash to take enough size and play for pennies. My understanding...
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