HFT US Dollar Index - Emini Index Futures Trading | futures io social day trading
futures io futures trading


HFT US Dollar Index
Updated: Views / Replies:6,615 / 43
Created: by Tundi Attachments:18

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 18  
 
Thread Tools Search this Thread
 

HFT US Dollar Index

  #11 (permalink)
Elite Member
Asia
 
Futures Experience: Beginner
Platform: NinjaTrader, TOS
 
Posts: 798 since Jun 2009
Thanks: 109 given, 786 received

That earlier post suggesting a look at 6E over DX is interesting. Granted its after hours but there is a lot better volume and tighter spreads on 6E. That (plus better commisions) will keep your transaction costs down.

Attached Thumbnails
HFT US Dollar Index-6e_dx.jpg  
Reply With Quote
 
  #12 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,600 received
Forum Reputation: Legendary


MXASJ View Post
That earlier post suggesting a look at 6E over DX is interesting. Granted its after hours but there is a lot better volume and tighter spreads on 6E. That (plus better commisions) will keep your transaction costs down.

Liquidity of DX is not impressive, it is good to watch as an index, but I definitely would opt to trade the Euro. Some FX dealers offer tight spreads / no commissions, so you should be better of than with DX.

Reply With Quote
 
  #13 (permalink)
Senior Member
Fullerton, CA
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: Futures
 
Tundi's Avatar
 
Posts: 201 since Dec 2010
Thanks: 33 given, 98 received



Fat Tails View Post
Liquidity of DX is not impressive, it is good to watch as an index, but I definitely would opt to trade the Euro. Some FX dealers offer tight spreads / no commissions, so you should be better of than with DX.

Do you mean Forex or Futures? I'm not smart enough to trade Forex.

Reply With Quote
 
  #14 (permalink)
Senior Member
Fullerton, CA
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: Futures
 
Tundi's Avatar
 
Posts: 201 since Dec 2010
Thanks: 33 given, 98 received

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 comes at the expense of missing the very sharp entries on runners. The main thesis of the strategy is to suck up small losses to reap bigger wins and be in position to hop on the big winners when they materialize.

Attached Thumbnails
HFT US Dollar Index-dx_03-11_12_13_2010a.jpg   HFT US Dollar Index-dx_03-11_12_13_2010b.jpg   HFT US Dollar Index-dx_03-11_12_13_2010c.jpg   HFT US Dollar Index-dx_03-11_12_13_2010d.jpg   HFT US Dollar Index-dx_03-11_12_13_2010e.jpg  

Last edited by Tundi; December 13th, 2010 at 09:51 PM.
Reply With Quote
 
  #15 (permalink)
Elite Member
Italy (IT)
 
Futures Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker/Data: Rithmic
Favorite Futures: CL, Brent, GC, TF
 
LukeGeniol's Avatar
 
Posts: 1,501 since Apr 2010
Thanks: 408 given, 974 received


Tundi View Post
Luke and FT,

At this point, I'm focused on lowering my commissions if the sim results are promising. Any suggestions?

I think a way, for a such high volume, could be to use X-Trader, but u have to develop your system thru their API, that uses C++ or C#, try to ask at Global Futures, I think they have the lowest fees for X-Trader.

Take your Pips, go out and Live.
Luke.
Reply With Quote
 
  #16 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,600 received
Forum Reputation: Legendary


Tundi View Post
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?

Some brokers offer unbundled commissions, if you generate a lot of trades. You could check Velocity or Interactive Brokers.


Tundi View Post
Do you mean Forex or Futures? I'm not smart enough to trade Forex.

You will certainly find lower transaction costs for FOREX. If you are not smart enough to trade FOREX, you should not touch currency futures.

Reply With Quote
 
  #17 (permalink)
Senior Member
Fullerton, CA
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: Futures
 
Tundi's Avatar
 
Posts: 201 since Dec 2010
Thanks: 33 given, 98 received


Fat Tails View Post
Some brokers offer unbundled commissions, if you generate a lot of trades. You could check Velocity or Interactive Brokers.


You will certainly find lower transaction costs for FOREX. If you are not smart enough to trade FOREX, you should not touch currency futures.

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 broker. They will lower my commission on DX to $3.72/RT, a significant saving all of which goes straight to the bottom line.


Reply With Quote
 
  #18 (permalink)
Senior Member
Fullerton, CA
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: Futures
 
Tundi's Avatar
 
Posts: 201 since Dec 2010
Thanks: 33 given, 98 received

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 the FOMC overhang played a part. Perhaps tomorrow will be different?

A possible fix: turn off "always in" and trade during CME Equity RTH. If that fails, I'll abandon this instrument for one that is also volatile but has greater liquidity.

Reply With Quote
 
  #19 (permalink)
Elite Member
UK
 
Futures Experience: None
Platform: -
 
Posts: 155 since Aug 2010
Thanks: 12 given, 74 received

mate, trade it on euro spot and do it at $30/mm.

please? this is good advice, I promise.

Reply With Quote
 
  #20 (permalink)
Senior Member
Fullerton, CA
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: Futures
 
Tundi's Avatar
 
Posts: 201 since Dec 2010
Thanks: 33 given, 98 received



cpi65 View Post
mate, trade it on euro spot and do it at $30/mm.

please? this is good advice, I promise.

Do you mind helping me by giving more details? I know nothing about FOREX.

Reply With Quote

Reply



futures io > > > > HFT US Dollar Index

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
HFT High Frequency Trading Michael.H The Elite Circle 806 August 20th, 2017 09:10 AM
The Dollar Index Zondor Emini Index Futures Trading 21 March 31st, 2016 04:44 PM
HFT tradersheldon Traders Hideout 7 June 15th, 2012 07:23 AM
Real Broad Dollar Index Values RM99 News and Current Events 0 July 5th, 2011 09:39 PM
HFT scrutiny kbit News and Current Events 0 May 9th, 2011 06:50 PM


All times are GMT -4. The time now is 06:28 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-12 in 0.12 seconds with 20 queries on phoenix via your IP 54.145.51.250