dyehuthy You just answered “are you generating lectures?” with another lecture lol
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@dyehuthy
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@schizo
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@dyehuthy
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@dyehuthy
dyehuthy I agree derivatives aren’t a crystal ball — that was never my claim. I’m asking whether options/futures activity can add context at the margin around volatility, liquidity, positioning, and
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@dyehuthy
dyehuthy Okay. I’m not assuming a hidden structural link beyond the shared underlying. I’m more interested in the practical linkage created through hedging, arbitrage, dealer flows, volatility pricin
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@dyehuthy
That’s correct. I understand the basics. I’m asking about the relationship between the two markets specifically, whether futures/options data can add useful context to each other, and if anyone has r
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@strengthbuild
Honestly, I’m probably gonna test it myself. I like the market lore around Gann. History, people, and markets all seem to carry the same rhythm of repetition.
If it wasn’t for this pesky 9–5, I’d tes View full post
If it wasn’t for this pesky 9–5, I’d tes View full post
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@pretoninho
Wonderful idea, would love to see more on this!
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@eenu
inujoshua101 Yeah I agree. That’s pretty much how I’ve been going about it — test something, find the weak spots, go back, change it, and test again. I’m not treating one walk-forward pass like it pr
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@eenu
Not a bunch, mostly a small set of logical TP/exit variants. The point was more to check whether my original TP was leaving money on the table.
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@printmoney
Not in particular, I am just interested in the ideas
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@pretoninho
pretoninho Thank you and likewise!!
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@quantguild
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@pretoninho
Thank you!
ES, NQ, GC.
I was doing Oil futures as well but did not have much success so I dropped it. Going to test many more markets as well. Still very early in the journey.
ES, NQ, GC.
I was doing Oil futures as well but did not have much success so I dropped it. Going to test many more markets as well. Still very early in the journey.
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@tom007
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@quantguild
quantguild Yeah, I’ve looked into both a bit.
For regime control, I tested HTF trend/context, key levels, and 1H/Daily imbalance filters. Some helped clean things up, but they didn’t beat the base s View full post
For regime control, I tested HTF trend/context, key levels, and 1H/Daily imbalance filters. Some helped clean things up, but they didn’t beat the base s View full post
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@quantguild
A basic explanation of strategy would be -
The strategy trades ES, NQ, and GC on the 5-minute chart from 8:30–11:00 AM Central Time using 3-bar imbalances. ES and GC are traded as reversal markets, w View full post
The strategy trades ES, NQ, and GC on the 5-minute chart from 8:30–11:00 AM Central Time using 3-bar imbalances. ES and GC are traded as reversal markets, w View full post
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@jay