This is great point. I actually meant to bring this up to you
regarding futures. When you program the system you're getting
the "settlement" price. Unfortunately, that's not necessarily the
"last" price. So you'll have a situation where you can trigger an
exit but Tradestation will give you an exit thats not where it is
currently trading. I think its especially the case with GC as
well where the settlement comes in at the close - around 2:30pm -
but it trades until 5:00pm. This is WHEN your bar ends and
the signal is generated, but not WHERE. Where is back at 2:30pm.
(I may wrong on this, but that's my understanding of it
anyway).
I think your workaround is the way to go! A coding
pain-in-the-neck, but it should work.
Seriously - I dont think the market CAN go down. Its been this
way for months. When it does go down, you dont have a day to
buy it, you have minutes. what can possibly get the market to go
down for two days in a row? Tariffs? nope Trade war with China?
Nope "Xi Loves Me, Xi Loves me not." And up we go either way.
Hey Steve- Have you or anyone tested this? I tried coding
this and i get about 80%. not 98%. In fact im not able to find any
threshold that yields greater than 85% probability of profit. Just
saying....
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This is great point. I
Mean reversion SPY/MES systems exited perfectly
Posted by pep8261 on 25th of Nov 2025 at 12:44 pm
This is great point. I actually meant to bring this up to you regarding futures. When you program the system you're getting the "settlement" price. Unfortunately, that's not necessarily the "last" price. So you'll have a situation where you can trigger an exit but Tradestation will give you an exit thats not where it is currently trading. I think its especially the case with GC as well where the settlement comes in at the close - around 2:30pm - but it trades until 5:00pm. This is WHEN your bar ends and the signal is generated, but not WHERE. Where is back at 2:30pm. (I may wrong on this, but that's my understanding of it anyway).
I think your workaround is the way to go! A coding pain-in-the-neck, but it should work.
CNN Fear and Greed Index
Posted by pep8261 on 21st of Nov 2025 at 09:32 am
CNN Fear and Greed Index is 8 (Up from 6 yesterday). (CNN)
Crypto Fear and Greed Index is 14. (Cointree)
Matt- any Mean-Reversion systems triggering
Posted by pep8261 on 19th of Nov 2025 at 02:05 pm
Matt- any Mean-Reversion systems triggering here? RSI40?
Thanks for the color!
ORCL and AI earning shell game - ORCL 550% Debt to Equity, blows anything from the others
Posted by pep8261 on 17th of Nov 2025 at 12:27 pm
Thanks for the color!
How does AAPL have that
ORCL and AI earning shell game - ORCL 550% Debt to Equity, blows anything from the others
Posted by pep8261 on 17th of Nov 2025 at 09:25 am
How does AAPL have that much debt?
It's showing a gap on
ES 60 Fibs and Gap
Posted by pep8261 on 12th of Nov 2025 at 12:42 pm
It's showing a gap on TOS.
Thanks Matt.
ES Pro Scaleout and update on mean reversion systems
Posted by pep8261 on 11th of Nov 2025 at 02:06 pm
Thanks Matt.
Hey Matt- are you showing
Posted by pep8261 on 11th of Nov 2025 at 01:24 pm
Hey Matt- are you showing an exit on the Mean Reversion Trade?
is some of it the
PFE ,back to acting poorly this p.m.
Posted by pep8261 on 10th of Nov 2025 at 02:11 pm
is some of it the dividend? didn't it go ex- on Friday?
USAR getting whacked AH after
Posted by pep8261 on 6th of Nov 2025 at 05:59 pm
USAR getting whacked AH after earnings.
was there news on that
Posted by pep8261 on 28th of Oct 2025 at 12:36 pm
was there news on that spike?
But you included the chart!
Ha! Beat me to it, pep
Posted by pep8261 on 23rd of Oct 2025 at 12:32 pm
But you included the chart! LOL
VIX Gap Fill.
Posted by pep8261 on 23rd of Oct 2025 at 12:16 pm
VIX Gap Fill.
Matt- ES DVDS short?
Posted by pep8261 on 22nd of Oct 2025 at 05:42 pm
Matt- ES DVDS short?
Seriously - I dont think
SPY/QQQ/HYG panel - don't like this selloff in HYG the ...
Posted by pep8261 on 21st of Oct 2025 at 02:01 pm
Seriously - I dont think the market CAN go down. Its been this way for months. When it does go down, you dont have a day to buy it, you have minutes. what can possibly get the market to go down for two days in a row? Tariffs? nope Trade war with China? Nope "Xi Loves Me, Xi Loves me not." And up we go either way.
vix destroyed
Posted by pep8261 on 17th of Oct 2025 at 03:55 pm
vix destroyed
Can we get CNBC to
Gold 5K or S&P 7K first ? it has to ...
Posted by pep8261 on 16th of Oct 2025 at 12:50 pm
Can we get CNBC to use this as a headline? I need a top.
https://breakpointtrades.com/blog/search/3/?search_terms=cot&member_name=matt&start_date=&end_date=#:~:text=03%3A39%20pm-,%24GOLD%20%2D%20Chart%20Link,-%2D%20COT%20data%20is Understood - does anyone know
Posted by pep8261 on 15th of Oct 2025 at 02:53 pm
https://breakpointtrades.com/blog/search/3/?search_terms=cot&member_name=matt&start_date=&end_date=#:~:text=03%3A39%20pm-,%24GOLD%20%2D%20Chart%20Link,-%2D%20COT%20data%20is
Understood - does anyone know what the last reading was? I guess the data is published on Tuesday, as of the previous Friday.
Is anyone able to share
Posted by pep8261 on 15th of Oct 2025 at 02:35 pm
Is anyone able to share the COT chart for /GC? I remember that used to be one matt and steve used to look at for potential tops and bottoms. Thanks.
Hey Steve- Have you or
Market Sleuth Stats on VIX
Posted by pep8261 on 14th of Oct 2025 at 11:48 pm
Hey Steve- Have you or anyone tested this? I tried coding this and i get about 80%. not 98%. In fact im not able to find any threshold that yields greater than 85% probability of profit. Just saying....