The community is delayed by three days for non registered users.

Is it possible that ES

Posted by pep8261 on 28th of Oct 2022 at 02:02 pm

Is it possible that ES Strap Short will enter today?

I prefer ES as well

Cramer looking like a genius.

Posted by pep8261 on 5th of Oct 2022 at 03:25 pm

Cramer looking like a genius.

any possible short SPY System

Posted by pep8261 on 4th of Oct 2022 at 03:31 pm

any possible short SPY System trades setting up or is it too early?

Thanks.

Anyone (Steve) looking at AZ?

Posted by pep8261 on 28th of Sep 2022 at 11:44 am

Thanks.

Anyone (Steve) looking at AZ?

Posted by pep8261 on 28th of Sep 2022 at 11:37 am

Anyone (Steve) looking at AZ?

i realized after leaving my previous comment that those SPX charts show vwap.  not sure how thats calculated since, like i said, SPX doesnt actually trade.  must be synthetic.

I dont think that there is a VWAP for SPX because SPX isnt actually a tradeable product- its an index.  Options are traded on its price but the index ittself has no volume. Therefore no Volume weighted average.  Only on the ES and SPY proxies.

looking at doing the same

NILE- Milton apparently bought another

Posted by pep8261 on 22nd of Jul 2022 at 12:47 pm

NILE- Milton apparently bought another 130k at around .39 according to Bezinga.
Not sure how current that is though. 

I would offer up a

Reversion to mean systems basket

Posted by pep8261 on 15th of Jul 2022 at 04:17 am

I would offer up a bit of caution around the basket of systems: Dont over-optimize or curve fit. What works for SPY/ES should in theory work for other instruments as well without over-optimization.. While attempting to “diversify”, you may find that your signals are highly correlated. Product non-correlation does not necessarily ensure signal non-correlation. May be necessary to test correlation risk using TS portfolio maestro (skills beyond my realm of expertise-lol).   Having said what I’m sure you already know, I look forward to seeing the results of what I am sure is an extremely time-consuming endeavor!! Good luck!

(Also- EOD systems on GLD tend to be difficult as the product rarely closes at it’s highs and lows like the equity markets do. At least that’s been my experience. I’ve never been able to make a good GLD/SLV “system” so looking forward to that one especially)

50 Trading Quotes - compiled

Posted by pep8261 on 15th of Jul 2022 at 03:49 am

50 Trading Quotes - compiled by Quantified Strategies 

https://www.quantifiedstrategies.com/trading-quotes/?utm_source=substack&utm_medium=email

It’s such a better trading

NQ 5min bull flag...

Posted by pep8261 on 5th of Jul 2022 at 08:15 am

It’s such a better trading day. I live in NY but spend summers in Greece. Much easier to trade (and live)!

lol

SPX 5 min...

Posted by pep8261 on 9th of Jun 2022 at 02:36 pm

lol

was with you a half

SPX 5 min...

Posted by pep8261 on 9th of Jun 2022 at 01:42 pm

was with you a half hour ago but feels like its no or never. aapl making new lows.

i thought i remembered matt saying something about directional bias having to do with where the apex was.  not sure

question on these diamonds... you would consider this more bearish because the low occurred AFTER the high of the diamond??

yesterday's lows still holding for

SPX 10

Posted by pep8261 on 2nd of Jun 2022 at 10:04 am

yesterday's lows still holding for now.... but getting closer.

or rather, is it looking to short here?


hey steve- 

my understanding is that a p- shaped volume profile is actually a bullish pattern( and a b shape is bearish).  Im actually quite new to volume profiles and we dont tend to use them too much here at BPT, but here's a link with an explanation:   https://ninjatrader.com/blog/understanding-the-4-common-volume-profile-shapes/Like I said, I'm new to this type of analysis so I dont have any experience with it.

Newsletter

Subscribe to our email list for regular free market updates
as well as a chance to get coupons!