Are prices more likely to rise at the quarter end? Do the
fund managers mark up the prices?
Contract Specifications for the S&P 500 and the Nasdaq
100 and the two e-mini contracts based on the same
indices.
A few observations about these two indicators.
An explanation of how to distinguish high and low quality
divergence.
An explanation of what divergence is using DeltaT as an
example.
The Anatomy of a Spike. A forensic breakdown of a spike
that happened in the ES with a discussion of what makes a spike and
how you can benefit and protect yourself from spikes in the
market.
A discussion on Chart Types and how they relate to each
other. Specifically comparing time, tick and volume based
charts.
An article on the correlation of the short term price
moves in the CME S&P500 e-mini futures (the ES) versus the
moves in the Nymex Oil Futures (the QM).
Shows how different capitalized stocks have more or less
effect on the movement of the S&P 500 index.
Explains rollover day in the emini (and other future)
contracts and shows the volume change from one contract to the
other on rollover day.
5 minute E-mini S&P500 (ES) charts showing previous FOMC days. Very useful
page to look at to get a feeling of what a trading day in the ES
might be like if it happens to be a "Fed Day."
You need to keep a record of the trades that you take.
Here is how.
What are the rules that traders follow? What is the most
important rule to becoming a successful trader and consistent
winner. When can you break the rules? How do you monitor your
performance against the rules?
Easy, simple and fast trading plan that you can setup and
implement in about half an hour and then get real results out of it
for as long as you want.
How do you know if a rule is helping or hindering your
trading? How can you get feedback on the effectiveness of your
rules?
How good does your win/loss ration have to be to make a
living from trading? Discussed in this article along with
calculations on what you need to do to earn a net $96,000 per year
(after commissions) from trading.
How to work out what type of entry (and exit) to use for
your trades. When do you use a limit order and when do you use a
market order to enter (or exit) your trade.
One way of using stops and targets. Delta and T1 signals are
used as examples of entry signals.
An article that discusses what flipper/flasher/bluffer is
and takes a diagnostic/forensic look at one in action in the market
trading the ES.
Some notes and calculations on when the most likely time
of day is for a high or low in the ES. This article has been
rewritten three times and each time more data has been used in the
study to corroborate the findings.
It's no secret how winning traders win and take the
profits from everyone else. They have an edge and they exploit that
edge day in and day out. It's a number game. If you buy a can of
beans for 30 cents and sell it for 40 cents you make a 10 cent
profit. Do that 10,000,000 times and you've made $1,000,000.
Trading is the same. If you make (on average) $50 for each trade
you place then you execute 20,000 trades and you've made
$1,000,000. Simple isn't it?
This article explores how long it would take you to start
with a $5,000 account and turn it into a $100,000 account trading
the ES contract.
How long will it take to turn $5,000 into $0? The article
is a follow-up to the article The Edge - How long will it take to
turn $5,000 into $100,000? In this article we discuss the
probability of a trader wiping out his/her account and how long
that could take even though they are applying a sound strategy with
good risk and money management behind it.
In this article we discuss and compare 2 types of classic
gambling (roulette and blackjack) to 2 types of day trading
(signaled and random) and look at the odds of success when viewing
day trading as a gamble.
Can the size of the tick make profitable trading more
difficult. The tick size of the E-mini S&P500 is about 2.5
times the tick size of the Dow Future.
A worked example of disadvantage the bid and ask creates
for the trader and the change in the required probability to
compensate for it.
A comparison of similarities and differences between Poker
and Trading.
In this study we look at the change in 4 different mini
sized index futures (E-mini S&P 500,
E-mini NASDAQ-100, E-mini Russell 2000 and mini-sized
Dow ($5)) and their propensity or bias to rise or fall in any 30
minute segment of the RTH trading day.
The purpose of this study is to determine where the market
is likely to close and trade given one of three Market Profile
positional openings.
The famous 80% rule from Market Profile.
Knowing (and calculating) the average and extremes of the
Initial Balance.
Working with Market Profile's double the Initial Balance.
This is a compilation of what was said in the Othernet IRC
chat rooms (channels) at the time of the 911 disaster on 11
September 2001. These chat rooms specialize in trading.
Exactly what are Pivot Points?
An analytical look at the probability of Pivot Points
working in certain markets.
How do I calculate pivot points? Popular methods to
calculate Pivot Points.
Where can I find Pivot Point Calculators? A list of
popular Pivot Point Calculators.
Some pointers on how you can back test pivot points
without buying any software or data.
Expiry Fridays - Bullish or Bearish? Article (back test)
showing that weeks with expiry Fridays are generally more bullish
than your average week.
The first of what may become a series of articles on how
to use Excel to back test trading strategies.
The theory and logic behind the Turtle Trading
System.
Discusses and calculates when trading in the big
S&P500 futures contract (the SP) will dry up completely and
trading in this previously popular futures contract will cease
altogether.
Fading the opening gap is a classic day trading strategy.
How well does it work? Here we examin the results of some stats
about the gap fade strategy as the answers to 20
questions.
Following a winning strategy without enough contracts can
cause losses.
How a winning strategy for one trader can be a losing
strategy for another trader and how to solve this problem based on
time of day entry and targets.
Are They really supporting the market or is this a
rumor?
Do you need to be perfect? Does every trade have to be a
winner?
When can the subconscious automatically trade for you?
What went wrong in the Gap Fade strategy in June
2006.
Some things to think about when selecting a trading service.
A comparison of other runs where there have been 3 days of unfilled
gaps in the E-mini S&P500 futures market.
Koolblue puts together a bunch of notes and charts about the recent action in the market and his thoughts on how he's traded seen it and the tools that he's used. 15 November 2008.
Koolblue puts together a bunch of notes and charts about price action. 2 November 2008.
Koolblue puts together a bunch of notes and charts about time. 31 October 2008.