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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: j g cordes who wrote (17142)3/1/1999 11:45:00 PM
From: Brian Hornby  Read Replies (2) | Respond to of 44573
 
I will try and find a public web site. Trading is at the close. You know the signal a day in advance so one can simply put a MOC order in or try and get a better fill during the day, with the risk of a contrary move at the actual close. I suspect over time following the system with the MOC order is best. I could increase the slippage factor perhaps, there is a $20 fixed amount now which should be adequate for e-mini MOC...? I do trade futures now and and plan to start trading the systems (e-mini and mini bonds) positionally soon. At the moment I am starting to use them to guide my short option strategy, e.g. when it says long I short an OTM SP put option. For this strategy I don't want a lot of trades, so the timing is good. Historically my entrance with short OTM options hasn't been optimal, but I have made money because of the time factor.



To: j g cordes who wrote (17142)3/2/1999 10:14:00 PM
From: Brian Hornby  Read Replies (1) | Respond to of 44573
 
geocities.com:80/WallStreet/Bureau/5296/index.html

Has the Profit model. Perhaps I will create a proper index and post other stuff. I believe there may be a gap in there a couple of days back that I have to fix by reloading the continuous.

My models are still long.