Friday, February 15, 2013

Holding shorts.

Both the CCI (surprisingly) and JTS will remain short. The JT Comp remains 100% short TNA, as will I. Market is closed Monday for Pres' Day so I'll see you Tuesday! Take care and have a great, relaxing weekend.

11 comments:

  1. Have a wonderful, and long, weekend, J. And thanks.

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  2. Hey guys,... what do you show for the LOD today on the NYSE TICK? I have eSignal and it shows -1049. I had a conditional order in for -1050 and IB triggered.... I'm glad I got filled down there, but my data feed says I should not have gotten filled. So I was wondering what other data feeds show for the LOD today at 14:44pm for the NYSE TICK.

    Thanks in advance for any sharing.

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    Replies
    1. I learned something new.... Turns out that TICK is something that his highly variable, depending upon data source. I checked 5 different sources, and got 5 different values for the LOD for the TICK for Friday. Evidently, this is (in part) caused by smoothing/bundling algorithms used by different data vendors. And, in this case, IB says the LOD was -1053, explaining why I got filled. Didn't realize it would vary so much. FWIW, I use eSignal.

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    2. My eSignal also showed -1049 for the LOD on Friday. The TICK is one of my favorite indicators. I have a chart dedicated to that exclusively.

      I'm not sure what IB was showing - I still can't figure out their bizarre UI for chart displays.

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  3. J, have you ever tested the systems going long only when the market status is healthy?

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  4. keep on bleeding this is not good.

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  5. squeezing us until we scream

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  6. Sure is one steep angle Iwm is climbing, no?

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