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13 July 2005 (Wednesday)


Session Start: Wed Jul 13 08:52:39 2005
Session Ident: #t1
[08:56:33] <tuna> gm
[09:00:19] <guy> hey tuna :)
[09:00:21] <guy> gm all
[09:03:29] <tuna> guy cfa has both bond and spoos data
[09:03:57] <tuna> i can post spoos right here if u like
[09:04:14] <guy> that would great - thanks tuna
[09:05:09] <tuna> 1226.4 1222.8 1220.6
[09:21:36] <guy> EIA Petroleum Status Report 10:30 ET
[09:21:36] <guy> Treasury Budget 14:00 ET
[09:25:01] <guy> 5 minutes to open
[09:27:48] <guy> opening in ER2 just below POC
[09:28:47] <guy> ES set to open just below VAH so that will be a short
[09:29:00] <guy> I have a single print in ES at 1224.75 - i.e. below us
[09:29:01] <guy> 1 minute to open
[09:29:14] <guy> but haven't confirmed that... so check that number before you use it
[09:30:43] <guy> alpha says that the market is perfectly balanced right now...
[09:31:05] <guy> ER2
[09:39:24] <guy> market is now balance/up
[09:49:48] <guy> Alpha says that the ER2 market is basically balanced
[09:49:49] <signal>
[09:50:02] <guy> the down move caused a small buy signal and the up move a small sell signal
[10:06:18] <guy> Innerworth today: Visualize and Relax
[10:13:23] <guy> ES single at 1224.75 just filled
[10:13:51] <signal>
[10:37:49] <signal>
[11:00:55] <signal>

[11:01:37] <guy> Shorts ER2 @ 670.1

[11:03:17] <guy> internet slowing down - might lose connect
[11:03:19] <guy> stop is 1 point

[11:03:28] <guy> exit stop set ER2 @ 671.1

[11:05:48] <guy> Covered 1/2 Short ER2 at 669.1 --> + 1

[11:06:00] <guy> exit stop moved to breakeven ER2 @ 670.1

[11:07:32] <guy> stop not triggered
[11:07:36] <guy> (using sim stop)

[11:13:06] <guy> stop hit ER2 @ 670.1 --> 0

[11:23:05] <guy> i was working a short at 671.2 but no fill
[11:26:38] <guy> ER2 single print at 672.1 just above us now
[11:26:45] <signal>
[11:30:18] <guy> Look at number of offers at 672.0 versus other prices
[11:30:29] <guy> seems disproportionately large
[11:30:44] <tuna> or fake
[11:30:56] <tuna> i am short
[11:31:15] <guy> i was offering for a while at 672.0 but I've pulled it now
[11:31:18] <guy> good luck tuna
[11:32:47] <tuna> tanks
[11:33:16] <signal>
[11:34:40] <guy> Here is the ER2 short line
[11:34:48] <signal>
[11:35:02] <guy> Confirmation from TimerA1 and Alpha
[11:35:28] <guy> also just notice that it was the DVAH as well
[11:56:22] <guy> Nice Single Print shorts those that took them
[11:56:30] <guy> are you still in tuna?
[11:56:42] <tuna> yes
[11:56:52] <tuna> took 1 off
[11:56:52] <guy> excellent trading!! :)
[11:56:59] <fspeculator> any big traders here?
[11:57:09] <fspeculator> who can spare a few hundred billion?
[11:57:25] <guy> do you have an island for sale?
[11:57:28] <fspeculator> dollars/euros, not yen/turkish liras etc
[11:57:36] <fspeculator>
[11:57:52] <fspeculator> no, just to push dollar a bit
[11:57:59] <fspeculator> but now you mention it
[11:58:17] <fspeculator> there's a nice bridge in southern greece i want to sell too
[11:58:48] <guy> :)
[11:59:19] <fspeculator> http://www.gefyra.gr/English/framesetbig.htm
[11:59:24] <fspeculator> just 1yr old
[12:06:47] <fspeculator> guy don't you think currencies are having nice moves?
[12:07:07] <fspeculator> vs the chop of the stock indices
[12:07:20] <fspeculator> well, ER is better than most, but you get the pic
[12:22:25] <guy> Single Print short here
[12:22:37] <guy> at 672.0 with RF= -1
[12:23:17] <guy> fspeculator: I struggle to focus on many markets
[12:23:32] <guy> I prefer (for the moment) to specialize in equity indices
[12:24:59] <fspeculator> if you have a singles strategy, like the one you backtest on ET
[12:25:08] <fspeculator> why not apply it over 4-5 markets
[12:25:15] <fspeculator> more opportunities
[12:25:24] <guy> i agree - and i will
[12:25:33] <fspeculator> like the zn/zb i sent yesterday
[12:25:35] <guy> but for the moment i'm researching what to test
[12:25:45] <guy> and then i will automate the testing across many markets
[12:25:50] <guy> and see what works
[12:26:06] <guy> i'll do it with my backtesting system and run it with many parameters
[12:26:21] <guy> but for the moment i'm researching what variables to add to the back tests
[12:26:46] <fspeculator> the diff with SIFs is that one's strategy can implement non-price vasriables(tick etc)
[12:27:00] <fspeculator> everythng else is just price, or price/vol
[13:27:07] <guy> Single Print strategy took 1 contract off at +2 and moved stop to b/e at 672.0
[13:32:53] <tuna> i bought 24.5 es just to get a trade on
[13:33:26] <tuna> looking for a rotation
[13:34:31] <guy> did you use DVAL for that tuna?
[13:34:40] <tuna> yup
[13:34:47] <guy> good buy there - to the tick - sweet!
[13:38:11] <tuna> looking at the bell curve it seemed like an ok trade
[13:39:04] <guy> here's the ES bell curve:
[13:39:13] <tuna> been through OR so many times figured it would chop back up
[13:39:17] <signal>
[13:40:59] <tuna> like to short the dvah
[13:41:40] <tuna> and see if it chop back down
[13:50:52] <guy> good call tuna - pity it didn't hit DVAH
[13:57:17] <tuna> chopa woppa
[14:04:22] <tuna> that was quick
[14:05:48] <guy> did you short the DVAH?
[14:06:03] <tuna> yes
[14:06:12] <tuna> that was the plan
[14:07:20] <tuna> its the only trades i can see
[14:08:40] <tuna> guess what im looking for next
[14:12:47] <tuna> although we do have dtpo tops on es and spoos
[14:14:00] <tuna> so im kinda thinking new high
[14:14:27] <tuna> some time today
[14:14:28] <guy> great rotational day
[14:16:28] <signal>
[14:16:51] <tuna> yeah royations on es is all i can see today
[14:17:17] <tuna> so far anyway
[14:19:29] <tuna> all out es short
[14:20:01] <tuna> dang qm
[14:25:27] <tuna> flipping crude psycos can screw up a rubber ball
[14:30:01] <guy> Oil Futures closed
[14:39:38] <tuna> cmon es 24.75 u know u want it
[14:42:44] <tuna> s es again
[14:43:06] <tuna> looks risky
[14:43:25] <guy> i think it's okay
[14:44:02] <tuna> 3 wide tpo ledge
[14:44:17] <tuna> at 27.25
[14:44:34] <tuna> they tend to fail
[14:50:24] <tuna> tpo count is in my favor fwiw
[14:51:46] <guy> tuna: AlphaA2 says high probability short for ES here:
[14:51:47] <signal>
[14:52:42] <fspeculator> guy what;s this elder directory???
[14:52:45] <tuna> cool
[14:53:47] <guy> just a share folder on esignal fspeculator
[14:56:02] <tuna> got some 25.5's
[14:56:19] <guy> excellent tuna
[14:56:38] <tuna> hold rest for tl
[14:59:40] <tuna> every time i see elders name in your link posts i chuckle
[15:00:01] <guy> Bond Pit closed (electronic Bond open until 16:00 ET)
[15:01:36] <tuna> reversed long
[15:11:29] <guy> very nice trading tuna
[15:12:26] <tuna> trading is the key
[15:12:59] <tuna> dont have time to look at pretty girls in bathing suits
[15:13:09] <tuna> dang it
[15:13:52] <tuna> took some 6's
[15:17:50] <tuna> what do u think about a squeeze guy
[15:18:15] <guy> well AlphaA2 says short...
[15:18:33] <guy> so i wouldn't trade the squeeze - i assume that you mean short squeeze for a rally here...
[15:18:40] <tuna> took some 7's
[15:18:48] <guy> very nice trading tuna
[15:19:10] <tuna> thinkin the ledge fails
[15:19:11] <guy> Look at that bell curver in the ES:
[15:19:38] <signal>
[15:20:41] <guy> here is the AlphaA2 on ES
[15:20:52] <signal>
[15:24:34] <guy> I'm looking at the 30min RTH chart for ES tuna...
[15:24:36] <signal>
[15:24:49] <guy> and i can see why you're thinking short squeeze and breakout above us
[15:28:21] <tuna> then again this could just rotate down again
[15:30:34] <tuna> yippee
[15:30:47] <guy> very nice tuna
[15:32:42] <tuna> did u get the bond #'s?
[15:35:21] <tuna> s es
[15:35:23] <tuna> lol
[15:40:05] <guy> have all your trades today been winners tuna?
[15:40:14] <guy> and have you been fully invested all day long?
[15:40:28] <tuna> scratched it
[15:40:55] <tuna> nahh not all day
[15:41:25] <guy> looks like you've done a good trading job today - well done
[15:42:19] <tuna> i cover the am es short too soon
[15:42:46] <tuna> same with the er2 single short
[15:43:51] <tuna> es had that rotational look later on so i traded that
[15:44:21] <tuna> and it still has that look
[15:44:43] <tuna> wanna short it again lol
[15:52:16] <guy> This single print trade is still short
[15:52:27] <guy> hard to believe - it's been working to the tick
[15:52:29] <tuna> yep
[15:52:50] <tuna> wish i didnt get out
[16:05:20] <mikee-away> hello
[16:05:40] <mikee-away> a word about signal fot tonight
[16:06:01] <mikee-away> UP and big
[16:06:27] <mikee-away> some drop - 1st
[16:07:49] <tuna> thx mikee
[16:09:20] <mikee-away> sure
[16:09:53] <tuna> whens apple report?
[16:10:13] <mikee-away> rarely seen such big ones, and i came last 5min
[16:10:22] <mikee-away> i=it
[16:11:01] <mikee-away> once again the signal is short term
[16:11:20] <guy> thanks mikee - looking at the charts naked i'd agree with you
[16:11:50] <mikee-away> also...
[16:12:14] <mikee-away> i have turn point for tomorrow around 11-11:30 cst
[16:13:07] <guy> thanks
[16:13:27] <guy> Single Print's second contract taken off at 670.0 for +2 at 16:00:00
[16:13:34] <guy> sorry 16:10:00
[16:14:25] <tuna> guy: spoos #'s 1227.1 1226.3 1224.7
[16:14:34] <guy> thanks tuna
[16:14:47] <mikee-away> gn and see you tomorrow
[16:14:52] <guy> gn mikee
[16:22:24] <guy> gn all
[16:22:37] * Disconnected
Session Close: Wed Jul 13 16:22:40 2005