For thursday
+55 for day 1/1
Tuesday, May 31, 2011
Wednesday, May 25, 2011
Monday, May 23, 2011
Wednesday, May 18, 2011
Dom Info
[7:18:00 PM]: Well, a lot of spoofing goes on and generally that involves stacking the order book on one side to fool people into trading in the other direction. At the same time they will be putting in an icebergs on the opposite side to scoop up the trades of the fooled traders. Then the size will flip to the other side, those fooled traders will be trapped and price will move through that large size as they exit.
Then again, there are times when the order book will just naturally be stacked higher on one side. At the high of the day it is normal for the offer to be much larger than the bid and vice-versa. This does not however mean that price is going to break higher.
Sometimes it's real, sometimes it isn't. Sometimes there's a big fish gaming other players and sometimes a bigger fish comes along and eats him.
Basically, it's a game. A game that requires particularly large 'spheres'.
So - you are on the right track, there's just a lot of games being played. There's also some attempts to make algo's jump. You will occasionally see (on the ES) the order book flash up 6000 or so on a level and then it'll disappear again. That's not there to make you & me react, it's there to fool the algos.
As well as the order book, the time and sales is needed too. The DOM is a statement of intent, the Time & Sales represent actual trades (against that intent). So - combine the two and you have a good toolset to assess the gameplay.
[8:00:26 PM] : http://www.youtube.com/watch?v=xEMAsrGbFqQ
Then again, there are times when the order book will just naturally be stacked higher on one side. At the high of the day it is normal for the offer to be much larger than the bid and vice-versa. This does not however mean that price is going to break higher.
Sometimes it's real, sometimes it isn't. Sometimes there's a big fish gaming other players and sometimes a bigger fish comes along and eats him.
Basically, it's a game. A game that requires particularly large 'spheres'.
So - you are on the right track, there's just a lot of games being played. There's also some attempts to make algo's jump. You will occasionally see (on the ES) the order book flash up 6000 or so on a level and then it'll disappear again. That's not there to make you & me react, it's there to fool the algos.
As well as the order book, the time and sales is needed too. The DOM is a statement of intent, the Time & Sales represent actual trades (against that intent). So - combine the two and you have a good toolset to assess the gameplay.
[8:00:26 PM] : http://www.youtube.com/watch?v=xEMAsrGbFqQ
QM +165
[9:55:46 AM] : short QM 99.425 x 2
[10:18:16 AM] : +85
[10:50:44 AM | Edited 10:50:48 AM] short 100.10
[11:14:01 AM] : +40
[11:14:19 AM | Edited 11:14:21 AM] +125 qm for day 2/2
short qm 100.325
[12:05:09 PM] : add short 100.90
out QM
[2:25:03 PM]: +40
3/3
+165
[10:18:16 AM] : +85
[10:50:44 AM | Edited 10:50:48 AM] short 100.10
[11:14:01 AM] : +40
[11:14:19 AM | Edited 11:14:21 AM] +125 qm for day 2/2
short qm 100.325
[12:05:09 PM] : add short 100.90
out QM
[2:25:03 PM]: +40
3/3
+165
CL +570
bought 2C 96.50 N1
me, Yesterday 9:45 AM
closed
[10:05:44 AM] me: closed at 99.35
me: +5700
+2.85 x 2
me, Yesterday 9:45 AM
closed
[10:05:44 AM] me: closed at 99.35
me: +5700
+2.85 x 2
QM -$31.848 (Big Loss)
I lossed $-15,924 on this trade holding the 3 QM may contracts into expiration.
I closed these babies at 99 even.
Avg 109.61 x 3 qm
exited 99.00
Big loss because I did not follow my system's analysis!
I closed these babies at 99 even.
Avg 109.61 x 3 qm
exited 99.00
Big loss because I did not follow my system's analysis!
Monday, May 16, 2011
Friday, May 13, 2011
NQ = +188
[10:04:57 AM] me: RELONG NQ 2392.50
[12:13:19 PM] me: add NQ 2382.50
tgt: 2402, 2414 and 2428
[12:13:19 PM] me: add NQ 2382.50
tgt: 2402, 2414 and 2428
NQ +61
[5/11/2011 12:19:59 PM] me: long nq 2383.5
[5/12/2011 11:51:28 AM] me: 2414
[9:29:44 AM] me: gm
[9:31:05 AM] me: was filled NQ
[9:36:42 AM] me: +61 x 2
1/1
31/33
[5/12/2011 11:51:28 AM] me: 2414
[9:29:44 AM] me: gm
[9:31:05 AM] me: was filled NQ
[9:36:42 AM] me: +61 x 2
1/1
31/33
CL +100
[5/10/2011 11:07:56 AM] me: shorted 103.05
tgt 102
[5/11/2011 9:45:55 AM] mae: +100 ticks
1/1
58/70 Winners
tgt 102
[5/11/2011 9:45:55 AM] mae: +100 ticks
1/1
58/70 Winners
Monday, May 9, 2011
NQ +92
Wow
I was long before job numbers at close on thursday!
long nq 2365
tgt 2404
+72
took another long at opening
relong 2394.5
+20
2/2 for day +92
29/31
I was long before job numbers at close on thursday!
long nq 2365
tgt 2404
+72
took another long at opening
relong 2394.5
+20
2/2 for day +92
29/31
Thursday, May 5, 2011
NQ +65
long 2375
out +10 x 2 = +20
short nq 2395 out b/e
reshorted 2394 tgt 2370
out +22.50 x 2 = +45
+65
28/30
out +10 x 2 = +20
short nq 2395 out b/e
reshorted 2394 tgt 2370
out +22.50 x 2 = +45
+65
28/30
Wednesday, May 4, 2011
QM +50
Long 112
was stopped +50
wanted +80 but they wouldn't go higher!!
+50
PS: Took another trade and stucked long avg 111.70, long 112.05 and 111.30 need 111.70 to b/e
57/69 Winners
was stopped +50
wanted +80 but they wouldn't go higher!!
+50
PS: Took another trade and stucked long avg 111.70, long 112.05 and 111.30 need 111.70 to b/e
57/69 Winners
NQ +42
[5/3/2011 10:47:02 AM] im short nq 2400
[5/3/2011 10:47:26 AM] tgt 2340
[5/3/2011 10:48:33 AM] i see a selloff
covered early@!!!
+42 x 2
25/27
[5/3/2011 10:47:26 AM] tgt 2340
[5/3/2011 10:48:33 AM] i see a selloff
covered early@!!!
+42 x 2
25/27
Monday, May 2, 2011
NQ +35
NQ + 35
Killed mkt
shorted hod
2414 and covered +33 x2
I did a scalp and was stopped +2
+35 for day
24/26
Killed mkt
shorted hod
2414 and covered +33 x2
I did a scalp and was stopped +2
+35 for day
24/26
Subscribe to:
Posts (Atom)