Kiwi

Given the BS we've seen with Macquarie Bank supposedly behind the fast push on short banning in Aus and their "we're being raided by evil nasty shorting hedge funds" its not at all surprising. To me, recalling 87 in New Zealand, Macquarie feels like they're somewhere between Brierly's and Judgecorp in there behaviour over the last three years.

How does an inverse ETF offset its incoming customer orders though? Won't they have to close their doors if they can't offset risk?

I've used clamwin on windows server 2008 (most others wont run on it) ... to be avoided as its cludgy and slow. Avira is good too. I run it on my daughters machines. I've been using spybot search and destroy also but am currently using the outpost firewall and it seems to overlap with ss&d so I havent installed it currently.

Two things. 1. its free 2. the old standard for a virus writer is to test against mcafee and norton before release. The last time I looked it was on a par with norton in comparative tests. Nothing is better than Kapersky and Nod32 but they are not free. FWIW I run Avast but I turn it off during trading. Like a gamer I use Enditall to also shut down any background processes etc that are irrelevant to trading as well. I want all of my c2d's mighty power focussed on trading (and browsing ) And to be sure I'm safe I don't visit any sites except elite, t2w, tl and sierrachart during the trading day. A right click turns it back on again at the end of the day.

If you can't see the relationship between porn, trading, and nude saunas you are living a sheltered life Wasp. Time to get out of the South of England and see a few more countries.

Yes brownsfan is right. While your looking at eurofx (6E) you might also look at Yen (6J?). Both good liquid markets.

I agree with both of Brownsfan's posts. It is part of the journey. I find even now that knowing how other people might trade helps me with my own fine tuning so even making Amazon's top customer list was not wasted. I don't think I quite made $7,000 though James. On the media. Its not just when they swap adverts for "educational articles." A decade back I was a marketing manager with a good advertising budget so got to know a few editors fairly well. The problem is that they pay peanuts ... and get monkeys. If you really knew the markets you'd be an analyst. If you knew them and could trade them you'd be a trader. Journalists generally want to be journalists and the technical columns are filled by journos who also have a little knowledge in their specialty area. And we all know that "a little knowledge is a ........ ...."

No. You can either do a SP2 then SP3 addition or you can slipstream SP2 into SP3 to create your own SP3 install disk. Its not a hard process (I did it from SP1 to SP2 but can't recall the exact process - pm me if you want and I'll dig thru my urls to find one that gives you step by step instructions).

No. Spotted the issue. You're on the wrong contract. Its currently September till 18th.

No. Spotted the issue. You're on the wrong contract. Its currently September till 18th.

Not really true mk. 3-4 can occur but is not "usual" What you are seeing there is a Ninja problem. Disconnect from TWS and reconnect and it will probably go away. If not restart entirely. I don't know why it does that but I've seen it from time to time. Usually if I had NT open before the market started for an hour or so and then when the market starts NT seems to mess the dom up. I've always fixed it with a simple disconnect/reconnect.

LOL OAC ... its a reliable indicator ... until it isn't. Things will be - different / the same / on their side - this time (pick your favourite an place your bet). I take the point about overnight margins but I'm guessing that their risk people watch trader behaviours and are protecting against something (maybe people like me who only just closed their stw position in time yesterday (I was sure I could get a few more points)). I've just seen the bleating on ET when IB raises the intraday and the funny thing is that the guys who've been around for 5+ years on ET go "yes, its sensible, protect me from the newbies" and a bunch of sub 1 year people yell and scream. The funny thing about the yellers and screamers is that 18 months later most of them have disappeared from ET (I've tracked a few in moments of existential market boredom).

I'm a little annoyed BB. You and BF are giving away my trading method. FWIW I got the 21 ema (and never forget the mystically effective 34 ema) from an old guy who got it from another guy who'd been trading the ema zone since Linda BR and John C were just twinkles in their parents eyes.

I am really happy that they do it. Why? Because they are not protecting me from myself - they are protecting me from every idiot in the customer base. And, despite the test, there are plenty of fools with IB, just not as many as with some of the low capital low margin outfits. If your broker ceases trading or worse still goes out of business in this situation it won't be a day or two before you get access to your money, it will be an age. Not something I want to happen to me. *** Aussie SPI down 2.9% and Taiwanese STW down 5.3% currently. Should get a nice gap down in the US.

Just a headsup to look at your exposure. IB are obviously concerned that risks are higher again - fasten your seatbelts. IMPORTANT NOTICE regarding Intraday Margin In light of the market volatility and the continuing turmoil in financial services stocks, IB will eliminate intraday margin reductions. Commencing at 10:30 P.M. EST today, contracts which utilize value-at-risk margin models such as SPAN, Eurex, or TIMS in the commodity sub-account. Traders may consult the account window in the Trader Work Station to see what the overnight margin will be. We expect that intraday margin reductions will remain suspended for subsequent trading sessions and we will make further announcements as market conditions develop. Regardless of the likelihood of large, rapid changes in market conditions, we recommend that traders examine their portfolios to consider their exposure under extreme-move scenarios. Interactive Brokers Risk Management:helloooo:

steve, I think that a public exposition would be more helpful. Suri, I'm sure that when its not a matter of clarification you would agree. I will share a little of my trading style and explain one reason why I think a second timeframe can be useful. First, I find your general idea to be good and my decision making timeframe fits your criteria. My own criteria had as much to do with the meaningfulness of bar breaks as wanting xx swings per day and that requires experimenting around your likely timeframe to decide when the other participants in the market see a move as likely to be important. But. On the two timeframes (and I actually use 3 with a 3rd one being much longer term so I can just check out long term support and resistance when the market starts to run). I observed that sometimes a bar break leads to a direct progression away from the break but at other times it is likely that there will be "noise" before progression. The likelihood of one vs the other can be determined at a lower timeframe and then you can choose to "jump now" or "take advantage of the noise." I won't explain in detail but will show two charts (which naturally perfectly illustrate my point) The background bars are my decision making timeframe and the ohlc bars you see on the charts are my fine tuning timeframe. .

September futures are open

I never really have certainty of a reversal until well after I've been trading it. You balance risk in terms of range to a structural stop with risk in terms of probability that the market hasn't reversed and then you place your bets. At A I have a good possibility of reversal (poke to clear stops and increase liquidity) so I'd go long but take a good portion off at B. Also a trendline fan suggests a good possibility for reversal there. At C I'd be feeling good about the probability of reversal and going long again. Back to a full size position. Its not until half way up the long bar after the long bar after C that I feel confident about the reversal because I've now clearly moved beyond two clusters. That's not a point I'd want to go long because I have no structure to support my risk model until the next pullback.

The trend is still down. And most indexes around the world are sitting over significant prior lows. It would seem that a retest of those lows at least was reasonable. The main thing that really seems to support the bottom is that there are not a lot of people calling it a bottom on the bulletin boards. A few more "bottoms in" calls and we could be sure of a collapse.

I know what zdo's problem is but I can't describe it here on a polite, family orientated board. Good idea Abe. Hopefully you'll get some specific issues put up.

Try these. Its years since I've used them but I suspect timer_lite would fit your needs. The alarm goes off 20 seconds before the minute so that you can get ready for the bar to close. The Reference changes the start time from midnight if you don't want standard 15m intervals. You change the sound by changing the wave file in the c:\program files\special timer directory. TimerLiteKiwi2.zip

The issue with the volume correlation is this: Lets just imagine the 95% figure was true. But lets say that when you looked at the data you discovered the correlation was true when the price was running. When it retraced and did an abc or abcde then, at critical times there was a low correlation. So, if you were (say) using the movement noise measure (cause it aint a tick either) to assist your decision to enter ... it would be useless. So a 95% correlation could be useless if the correlation was true at some times but not others - and the other time was the important time for you. But I think that without evidence its just another example of bs made into a factoid by quoting untraceable "statistics." And I am not implying that the person quoting it here is the bs'er ... with such statistics the bs may lie a long way up the train of "knowledge" being passed from mind to mind.

It also wouldn't matter if there was a 95% correlation if the 5% occurred at important times, thus making the correlation poor for assisting decision making (but how do you prove this correlation if there is no core source of volume to compare it with - which makes it sound like a factoid). I'm in the "show me the studies" camp with snackly.

You are missing "willingness." When the owners of Share X are not willing to sell at $100 then selling pressure at $100 has dried up. So buyers must raise there prices. If they are not willing to do so then price will stall (low volume) until members of one or other group are willing to move price. So even though there might be hundreds of buyers or sellers, if none are willing to participate at the current price then supply and demand have both dried up. I think that's why the terms supply and demand are often replaced with the more obvious terms, selling pressure and buying pressure.

Bf, for your laptop you need to check the bios settings. You should be able to set it "hard on" so that when the power comes up it is turned on without pressing the button. Then a timer will work.