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http://www.cme.com/market/riskman/pricelmt.html
---mitch ryder wrote:
>
> Rt'ers
>
> could someone post the tules for closint the makrets for today...is the max
> 30% or something ....what number is that?
>
> Thenks
> Mitch
>
> >
>
> > I have been developing a trading system now for a long time. It uses
>
> > volatility and breakouts to enter and exit the market. Many trades are
>
> > profitable in many different markets. However, it tended to trade against
>
> > the trend giving a lot of loosing trades and in order to stop that I
>
> > incorporated a simple MA filter that makes the system only give sell orders
>
> > if the MA x days ago is higher that todays MA. This works fine, but in very
>
> > short ranging markets the system gets really whipsawed, especially on the
>
> > S&P. The enclosed JPG file clearly shows this. In a clear trend the signals
>
> > are good, but it gets totally whipsawed in other periods.
>
> > I know this is probably the most common problem for a system, but does
>
> > anyone have any good advice about indicators that can be used in limit the
>
> > number of whipsaw trades? I tried using ADX, however I found it to exclude
>
> > to many profitable trades. However, I used a simple ADX rule which I first
>
> > read in the old classic "Technical Analysis of the futures markets" by
>
> > Murphy (I think that was the title) where I programmed my system only to do
>
> > trades if the ADX was above a certain number. There may be other better
>
> > ways of using the ADX?
>
> >
>
> > Any comments welcome.
>
> >
>
>
> > ---------------------------------------------
> > Attachment: whipex.gif
> > MIME Type: application/octet-stream
> > ---------------------------------------------
> > ---------------------------------------------
> > Attachment: text/plain; charset=us-ascii
> > MIME Type: text/plain
> > ---------------------------------------------
>
>
>
> Mitch Ryder
> Ynos@xxxxxxxxxxxx
>
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