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When to trade ZB/ZN?


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When to trade ZB/ZN?

  #51 (permalink)
 
johny1971's Avatar
 johny1971 
Omaha, NE/USA
 
Experience: Beginner
Platform: S5 Trader; Jigsaw; TOS
Broker: Stage 5
Trading: ZN
Posts: 110 since Sep 2016
Thanks Given: 221
Thanks Received: 105


MichaelFlowTrader View Post

For me, I find that ZN/ZB are better for mean reversion scalping. I have never seen more than a 5 tick loss trading these products. Typically my losses are no more than 1-3 ticks. I trade it scalping the DOM with a Line on Close chart just to see the ranges. My biggest problem is that it is like watching paint dry.

How do you define the mean? Or, are you playing edges and counting on double tops/bottoms?

During the 6am C hour I hope for opportunity to trade the mean when the current Globex session has a POC that is like around 40% greater than the two adjacent nodes. In the past two weeks I have had one situation and played it twice successfully. It is play for strictly one tick.

I also use a chart. I use a five minute candle, but am not satisfied with it while trading. I am just starting out and seeing what might work. Like I play with the minute chart and that did not help much. I will try the line chart.

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  #52 (permalink)
Revan
Brisbane, Australia
 
Posts: 95 since Mar 2018
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Charts won't help on an instrument that moves in a 4 tick range, volume does.

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  #53 (permalink)
zxcv64
London, UK
 
Posts: 74 since Jan 2018
Thanks Given: 162
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My trade below is probably inappropriate for this thread, as the focus seems to be short-term day-trading/scalping, but just wanted to mention that I shorted the ZBH9 yesterday at just above 143 and bought a Jan 147 protective call. Rational being that ZB has risen for about 18 days out of the last 19 and is technically overbought, and is due a breather.

(Same logic applies to ZN.)

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  #54 (permalink)
 R3LZX 
Houston, TX
 
Experience: Advanced
Platform: CQG IC
Broker: Phillip Capital
Trading: NQ, ZN, CL, ES, GC, NG, ZW
Posts: 8 since Aug 2018
Thanks Given: 9
Thanks Received: 1

ive been trading ZN for some time and love its liquidity, and I actually like that its in thirty seconds as well, Personally Selling iron condors is my goto, what are some of the strategies you guys use ? Any one ever go on the line minutes before employment numbers?

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  #55 (permalink)
ssp729
São Paulo, Brasil
 
Posts: 9 since Mar 2017
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I thought of forecasting the interest rate changes, using neural networks... And then trade options... What do you guys think?

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  #56 (permalink)
 R3LZX 
Houston, TX
 
Experience: Advanced
Platform: CQG IC
Broker: Phillip Capital
Trading: NQ, ZN, CL, ES, GC, NG, ZW
Posts: 8 since Aug 2018
Thanks Given: 9
Thanks Received: 1


ssp729 View Post
I thought of forecasting the interest rate changes, using neural networks... And then trade options... What do you guys think?

ok forgive me for not know what you are referring to, but do you mean some kind of AI that takes everything into consideration based on dovish fed, tarrifs, unemployment and comes up with fed meeting recommendation?

interest rate changes move /ZN just like employment situation as does PPI and many others, if you wanted to use this approach would you do it for all of the statistically significant needle movers? what platform do you have access to?

this is an interesting idea, and one that I wish I had access to kensho to run though, even though that is mostly raw data, it would provide some parameters for this

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  #57 (permalink)
 ft4eare 
springfield, VA
 
Posts: 7 since Jan 2021
Thanks Given: 11
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lemons View Post
Time CT Average range
00:00:00.000 0,63
01:00:00.000 0,88
02:00:00.000 1,25
03:00:00.000 1,21
04:00:00.000 1,08
05:00:00.000 1,06
06:00:00.000 1,2
07:00:00.000 2,26
08:00:00.000 2,07
09:00:00.000 2,29

10:00:00.000 1,53
11:00:00.000 1,4
12:00:00.000 1,93
13:00:00.000 1,97
14:00:00.000 1,36
15:00:00.000 1,11
16:00:00.000 0,29
17:00:00.000 1,08
18:00:00.000 0,76
19:00:00.000 0,81
21:00:00.000 0,51
22:00:00.000 0,58
23:00:00.000 0,58

Thanks for your post. How are you able to analyze data like this?

I am familiar with Python and R, but I have no idea how to find and import tick data. Thanks again!

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  #58 (permalink)
 
lemons's Avatar
 lemons 
Tallinn, Estonia
 
Experience: Beginner
Platform: SC
Trading: NAS100
Posts: 959 since Nov 2010


ft4eare View Post
Thanks for your post. How are you able to analyze data like this?

I am familiar with Python and R, but I have no idea how to find and import tick data. Thanks again!

Its was done in excel.

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  #59 (permalink)
 ft4eare 
springfield, VA
 
Posts: 7 since Jan 2021
Thanks Given: 11
Thanks Received: 2


lemons View Post
Its was done in excel.

That's amazing!

...how do you get the data into Excel?

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  #60 (permalink)
 
lemons's Avatar
 lemons 
Tallinn, Estonia
 
Experience: Beginner
Platform: SC
Trading: NAS100
Posts: 959 since Nov 2010



ft4eare View Post
That's amazing!

...how do you get the data into Excel?

From SierraChart to file text file to excel

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