Dark
Theme
Light
Theme
Register
Username or Email
Username or Email
Password
Password
Forgot
Signup
Forgot
Browse
Register
Downloads / Indicators
Articles
Upgrade to Elite
Unanswered Posts
My Posts
Return to Homepage
Today's Posts
Trading Reviews and Vendors
Futures Brokers Reviews
Traders Hideout (general)
Platforms and Indicators
Trading Journals
Elite Trading Journals
Psychology and Money Management
Off-Topic
The Elite Circle
Webinars
Trading Articles
Main Trading Articles Index
Article Categories
Help, Tutorials, How-To's
Traders and Trading Methods
Platforms, Tools and Indicators
Terms (Glossary)
Article Tools
List New Articles
List Recent Article Changes
Random Article
Most Popular Articles
Category Groupings
Wanted Articles
Most Linked to from Forum
Go to Page...
Quotes
by TradingView
>
Search Forums
>
Showing results 1 to 24 of 24
Filter subforums listed
Search:
Posts Made By:
Tundi
Forum:
Emini and Emicro Index
January 3rd, 2011, 06:38 PM
Replies:
43
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
Posted By
Tundi
RangeNoGap.
RangeNoGap.
Forum:
Emini and Emicro Index
December 31st, 2010, 06:47 PM
Replies:
43
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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
HFT US Dollar Index
Views:
16,858
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...
Showing results 1 to 24 of 24
What unexpected challenges have you encountered while trading on a "Funded Trader" platform?
Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)
View Results
Discuss Poll
futures io is now NexusFi
Trading Webinars How-to's
Trading Reviews & Products
Join Markets Chat waitlist
NinjaTrader Brokerage (Broker)
Ninja Mobile Trader (Server Hosting)
Apex Trader Funding (Prop Trading)
Tradovate (Trading Platform)
NinjaTrader (Trading Platform)
SharkIndicators (Trading Software)
© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.