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Date: Sunday, 21 Sep 2014 22:14

I'm putting in a lot of research and effort in learning about and testing different short selling strategies/systems. There aren't many good books on the subject. I'm specifically looking for strategies that you can scan stocks for. My time period is days to weeks, even months. I'm more of a swing and position trader.

I'd like to hear systems that have worked well for you specifically on the short side. Or suggested books on the subject. With the bull market we've had I've been mostly trading long only but starting to feel it's time to get the short side fine tuned. Also to implement within a market neutral strategy where there's a long and short position using the same system.

Thomas Carr's market neutral trading got me going on this. It's a good read. I'll be testing the mean reversion strategy this week. I'm also particularly interested in testing short plays using Heiken Ashi with parabolic SARs or moving averages. I'd appreciate any suggestions. Thank you in advance! :clap:
Author: "AirborneTrader" Tags: "Trading Systems"
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Date: Sunday, 21 Sep 2014 20:21
Hi does anyone know any brokers (or a list of brokers) who offer the VWMA and VWAP indicators on their platform?

I cant find any and MT4 doesnt offer it so if anyone can shed any light on it i would be very grateful,

Author: "mpaca" Tags: "First Steps"
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Date: Sunday, 21 Sep 2014 05:59
I've always wondered what the standard trading size is. I know people who trade 100 shares and I know people who trade 1,000 shares. Are there people who trade say 10,000 shares or even 100,000 shares? How would one execute such large sizes without giving it away? For example, I want to buy 10,000 shares in AAPL. Is there an order type that executes 10 1,000 or 100 100 size market orders automatically? Or would I have to set my tier size to 1,000 and manually buy 10 times?

What is the average trading size for you? I've traded as high as 1,000 in and out on 1 and 5 minute charts with small risk. I've never traded more than 100 in longer term, larger risk positions. I took a break and I'm back in trading, only trading 5-10 shares while I build a consistent strategy. My goal overall is to build enough capital to trade 10,000 shares in multiple positions intraday.
Author: "drtro" Tags: "First Steps"
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Date: Saturday, 20 Sep 2014 17:33
Hey, Does anyone know if there is a directory of London based Prop Firms with contact details.
Author: "LJOS" Tags: "Trading Firms"
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Date: Saturday, 20 Sep 2014 16:51
Sunday 21 September

G20: G20 meeting in Australia (Last day)

France: PM Valls visits Germany and meets German Chancellor Merkel

22:00 GMT New Zealand: WBC consumer confidence, index Q3 prev 121.2

Monday 22 September

10:00 GMT E18: ECB Executive Board member Praet participates in panel discussion on the future of the global monetary system in Berlin

13:00 GMT E18: ECB President Draghi speaks to European parliament’s economic and monetary committee in Brussels

13:00 GMT Israel: Discount rate, % Sep Prev 0.25 Cons 0.25

14:05 GMT US: New York Fed President Dudley (FOMC voter) speaks in New York

1640 GMT TORONTO – Bank of Canada senior Deputy Governor Carolyn Wilkins will address the CFA Society in Toronto

23:30 GMT US: Minneapolis Fed President Kocherlakota (FOMC voter) speaks in Michigan

08:00 GMT Italy: Industrial orders, % m/m (y/y) Jul Prev -2.1 (-2.5)

14:00 GMT E18: ‘Flash’ consumer confidence, index Sep Prev -10.0 Cons -10.5

14:00 GMT US: Existing home sales, mn saar Aug Prev 5.15 cons 5.20

Tuesday 23 September

Germany: Chancellor Merkel and French PM Valls speaks at the conference of Germany’s BDI industry federation in Berlin

11:30 GMT Germany: Chancellor Merkel and Greek PM Samaras to discuss on Greek economy and European policy in Berlin

12:00 GMT Hungary: Deposit rate, % Sep prev 2.10 cons 2.10

13:00 GMT US: St. Louis Fed President Bullard (FOMC non-voter) speaks in Missouri

13:20 GMT US: Fed Governor Powell (FOMC voter) speaks in Missouri

13:30 GMT US: Kansas City Fed President George (FOMC non-voter) speaks in Missouri

18:00 GMT US: Minneapolis Fed President Kocherlakota (FOMC voter) speaks in Michigan

NEWPORT, England – Institute and Faculty of Actuaries 2014 GIRO conference (to Sept. 26). Bank of England Governor Mark Carney will be the key speaker on the third day

01:45 GMT China: Flash HSBC manufacturing PMI, index Sep Prev 50.2 cons 50.0

06:45 GMT France: Final GDP, % q/q Q2 Prev 0.0 P Cons 0.0

06:45 GMT France: Business climate, index Sep Prev 91 Cons 92

07:00 GMT France: “Flash” manufacturing PMI, index Sep Prev 46.9 Cons 47.0

07:00 GMT France: ” Flash” services PMI, index Sep Prev 50.3 Cons 50.0

07:30 GMT Germany: “Flash” manufacturing PMI, index Sep Prev 51.4 Cons 51.2

07:30 GMT Germany: ” Flash” services PMI, index Sep Prev 54.9 Cons 54.6

08:00 GMT E18: “Flash” manufacturing PMI, index Sep Prev 50.7 Cons 50.6

08:00 GMT E18: ” Flash” services PMI, index Sep Prev 53.1 Cons 53.0

08:00 GMT E18: “Flash” composite PMI, index Sep Prev 52.5 Cons 52.5

08:30 GMT UK: PSNBx, £bn Aug Prev 0.2 Cons 11.9

08:30 GMT UK: PSNB, £bn Aug Prev -1.1 Cons 10.1

08:30 GMT UK: PSNCR, £bn Aug Prev -9.7 Cons 6.0

12:30 GMT Canada: Retail sales, % m/m Jul Prev 1.1 Cons 0.4

12:30 GMT Canada: Retail sales ex autos, % m/m Jul Prev 1.5 Cons -0.2

13:00 GMT US: FHFA purchase-only HPI, % m/m (y/y) Jul Prev 0.4 (5.2) Cons 0.5

13:45 GMT US: “Flash” Markit PMI, index Sep Prev 57.9 Cons 58.0

22:45 GMT New Zealand: Trade balance, NZD mn Aug Prev -692 Cons -1125

22:45 GMT New Zealand: Exports, NZD bn Aug Prev 3.7 Cons 3.2

22:45 GMT New Zealand: Imports, NZD bn Aug Prev 4.4 Cons 4.5

Wednesday 24 September

01:15 GMT US: Kansas City Fed President George (FOMC non-voter) speaks in Wyoming

01:30 GMT Australia: RBA Financial Stability Review Sep

12:00 GMT Germany: Chancellor Merkel briefs on Ukraine to parliament’s EU committee in Berlin

16:05 GMT US: Cleveland Fed President Mester (FOMC-voter) speaks in Ohio

17:00 GMT US: Chicago Fed President Evans (FOMC non-voter) speaks in Washington

19:05 GMT OTTAWA – Bank of Canada Deputy Governor Timothy Lane speaks at Carleton University in Ottawa

08:00 GMT Germany: IFO business climate, index Sep Prev 106.3 Cons 105.8

08:00 GMT Germany: IFO current assessment, index Sep Prev 111.1 Cons 110.2

08:00 GMT Germany: IFO business expectations, index Sep Prev 101.7 Cons 101.2

08:00 GMT Italy: Consumer confidence, index Sep Prev 101.9

13:00 GMT Belgium: Business confidence index Sep Prev -7.3 Cons -7.1

13:00 GMT Mexico: Economic activity index, % y/y Jul Prev 2.7 Cons 2.1

13:00 GMT Mexico: First half bi-weekly CPI, % 2w/2w Sep Prev 0.19 Cons 0.15

14:00 GMT US: New home sales, k saar Aug Prev 412 Cons 430

23:50 GMT Japan: Corporate services price index, % y/y Aug Prev 3.7 Cons 3.7

Thursday 25 September

02:00 GMT Australia: RBA Governor participates in a discussion on financial system reform and the conduct of monetary policy in Melbourne

08:00 GMT Taiwan: Benchmark interest rate, % Sep Prev 1.875 Cons

11:00 GMT Turkey: Benchmark repo rate, % Sep Prev 8.25 Cons

11:00 GMT Turkey: Overnight lending rate, % Sep Prev 11.25 Cons

11:00 GMT Turkey: Overnight borrowing rate, % Sep Prev 7.50 Cons

11:00 GMT Czech: Repo rate announcement, % Sep Prev 0.05 Cons 0.05

17:20 GMT US: Atlanta Fed President Lockhart (FOMC non-voter) speaks in Mississippi

06:00 GMT UK: Nationwide house price Index, % m/m (y/y) (to 30/09) Sep Prev 0.8 (11.0) Cons 0.5 (10.4)

08:00 GMT E18: M3, % m/m (y/y) Aug Prev 0.6 (1.8) Cons 0.4 (2.0)

08:00 GMT E18: Loans to private sector (adjusted), % m/m (y/y) Aug Prev -0.2 (-1.0) Cons -0.1 (-0.9)

09:00 GMT Italy: Retail sales sa, % m/m (y/y) Sep Prev 0.0 (-2.6)

10:00 GMT UK: CBI distributive trades, total sales Sep Prev 37 Cons 33

12:30 GMT US: Initial jobless claims, k (4wma) Sep Prev 280 (300) Cons 300

12:30 GMT US: Durable goods orders, % m/m Aug Prev 22.6 Cons -17.0

12:30 GMT US: Durable goods ex transportation, % m/m Aug Prev -0.7 Cons 0.5

12:30 GMT Canada: Average Weekly Earnings, % y/y Jul Prev 3.3

23:30 GMT Japan: Nationwide CPI, % y/y Aug Prev 3.4 Cons 3.3

23:30 GMT Japan: Nationwide CPI ex. perishables, % y/y Aug Prev 3.3 Cons 3.2

23:30 GMT Japan: Nationwide CPI ex. food and energy, % y/y Aug Prev 2.3 Cons 2.3

23:30 GMT Japan: Tokyo CPI, % y/y Sep Prev 2.8 Cons 2.7

23:30 GMT Japan: Tokyo CPI ex. perishables, % y/y Sep Prev 2.7 Cons 2.6

23:30 GMT Japan: Tokyo CPI ex. food and energy, % y/y Sep Prev 2.1 Cons 2.1

02:00 GMT Japan: Liquidity Enhancement Auction ¥ 300 bn

Friday 26 September

Colombia: Overnight lending rate, % Sep prev 4.50 cons 4.50

05:00 GMT Singapore: Industrial production, % y/y Aug prev 4.0 cons 3.3

06:00 GMT Germany: GfK consumer confidence, index Oct prev 8.6 cons 8.5

06:45 GMT France: Consumer confidence indicator, index Sep prev 86 cons 86

08:00 GMT Italy: Business confidence, index Sep prev 95.7

12:30 GMT US: Final GDP, % q/q saar Q2 prev 4.2 cons 4.6

12:30 GMT US: Final consumer spending, % q/q saar Q2 prev 2.5 cons 3.0

12:30 GMT US: Final GDP price index, % q/q saar Q2 prev 2.1 cons 2.1

13:55 GMT US: Final Michigan consumer sentiment index Sep prev 84.6 cons 85.0
Author: "systematicfx" Tags: "Economic & Fundamental Analysis"
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Date: Saturday, 20 Sep 2014 16:44
EURUSD: Short Term levels.
Support to watch 1.2805/10 - 1.2755 - 1.2665
Resistance: 1.2940/60 - 1.3000/35
To relieve the bearish pressure, we would need to go back above 1.2940/60 to test the more important 1.3000/35. Until then SELL rally ( ideally) with a S/L 1.2975 or 1.3055

Week End News:

  • Current proposed G20 growth measures would add 1.8 pct to global growth by 2018 - german g20 source
  • Germany's Schaeuble sees potential risk of bubbles in share and real estate markets - german g20 source
  • Schaeuble underlined need for structural reforms and consolidation to foster sustainable growth - german source
  • German fin min Schaeuble sees solid fiscal policy necessary to create room to act if risks materialize

Noyer says QE not on ECB agenda at the moment
  • ECB waiting for results of current stimulus steps
  • Noyer says euro zone "certainly not in deflation"
  • But inflation too low for too long is "is dangerous"
  • Weaker euro would be helpful to restore price stability

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Author: "systematicfx" Tags: "Forex"
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Date: Saturday, 20 Sep 2014 12:49
Just for posterity/interest sake.

The video has been sped up, you'll note - otherwise we'd be here all day.
I guess the point of it is, you can profit from big news events and you don't always need to be lightning quick to do so.


Of course, there will come a day when the market reacts in a manner which seems seems counter intuitive and will cost you money, but buying the pound when the "No" voters are winning, is about as high probability as you can hope for, as is selling FDAX when Russia invades Ukraine etc etc
Author: "HarryHindsight" Tags: "Economic & Fundamental Analysis"
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Date: Saturday, 20 Sep 2014 11:55
I just wanted to post my approach to trading the FTSE 100 index and hopefully it can provoke and guide your thought process.

it's a mix of approach and rules. Take from it what you will.

The biggest highlight I will make is risk/money management.
Always be disciplined and have enough to trade another day.

I only ever risk 6% on a trade. i.e.
£4000 account my stop loss will be set at a max loss of £240 then you can work out how much to put on a per point after that process.
A clear idea of trend for the day ahead is key.
This can be decided by zooming out to Daily, 4H, 1H and 30min charts.
Your lookinging for a correlation between them to indicate they are all trending in the same direction.
This is not always the case however, if they are your risk is lowered by probability of the trend continuing but this is not guarenteed.
A 200 day SMA(simple moving average) Indicaor will also give you a good indiaction of trend direction sloping up or down and with the candles trading above = Bullish/Below=Bearish
Now you have recognised whether you think the bulls(buyers) or the bears(sellers) are in charge you need to find and entry and exit. (You can research S+R for yourselves on here and google it for an in depth understanding)
Why are S+R important for entry and exit?
Because this is where the majority of buyers and sellers will be looking to get into the market be it retail traders or institutions.
The higher the time frame the more prominenet the S + R seem to be.
Just look at weekly timeframe on FTSE chart and plot some S+R trend lines to see an example of this.
Intra day I would look at 4H and daily to correlate for higher probablity.
Your looking for clusters of S+R. Horizontally and Oblique/diagonal for better confirmation.
This gives less trades but will be less risky as the S+R will not likey break.

Once entered into the trade your exit would of been determind already which would be dependent on your direction and will be the next S+R point relevent to the timeframe you are trading. i.e. 30 min chart for intraday trading some trade on 5/10/15 min but thats if you are staring at your screen all day.
Try to correlate the exit S+R with 4h timeframe or higher.

Never move your stoploss unless you move it to break even or to lock in profits.
Always let your winners run to target. Just manally trail your stop loss once you are in profit 10-15 points or more. You can always close half your trade to lock in profits too.

This is a very basic approach but hopefully it will be insightful to some.:)

Happy to answer any questions that the above doesnt cover.
Author: "Richard-ftse" Tags: "First Steps"
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Date: Friday, 19 Sep 2014 21:50
How the Scottish impacted the world… besides war hero’s, architects and engineers, amazing poets and well as we know Shakespeare made Macbeth a infamous king. They invented the television and the telephone. The nation’s finances had been so bad in 1694 Scotland co founded the Bank of England. They even invented the first waterproof fabric, and rubber wheel.
Now they have helped make the USD strong as people still afraid to invest in the EUR, GBP, even the JPY is at a low, with the vote a big No people may start having faith in those currencies again. The USD is also staying strong because of other volume factors. What I mean by this is that when the US stock market is up and the USD is strong people want to invest and traders feel safe for another day or week sometimes even minutes of safety are everything to a traders calls. But is the US stock market up? To most newbie’s they would say yes. This is when volume comes into play, the S&P is up but that has only 500 stocks, the DOW 30 and NASDAQ 100 so when you think of all the US stocks and see all of them in green then you look at the nations debt, and other attributing negative factors. Make sure your looking at stocks that are like RUSSELL 2000 not just the few that volume moves.Watch out for those reverse signals with the USD,Gold may be on the rise but for now still holding short at 1309.88 current price 1216.00 a gain of 7.1%
Author: "fxmade2trade" Tags: "Forex"
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Date: Friday, 19 Sep 2014 19:09
Where on internet is official quotes for options of ftse-100 and nikkei-225?
Author: "Fprk" Tags: "Futures & Options"
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Date: Friday, 19 Sep 2014 18:32
Dear all,

I am thinking of going from retail to a proprietary trading firm. One thing worries me however: how can prop trading firms offer much higher leverage than the maximum authorized by the T-Reg (i.e. what is usually offered by retail brokers)???

I am afraid to deposit my $10k (which give me up to $500k buying power!) and have the S.E.C. shut down the prop trading firm for offering brokerage services and high leverage illegally to clients.

Could any of you guys enlighten me on:
1. Whether there are many cases of SEC closing prop trading shops for offering illegal leverage,
2. Why prop trading firms have the right to offer so much buying power, i.e. how are they legally different from broker,
3. I have seen several prop trading firms set up in a tax havens – is it to avoid regulation on the leverage it offers?
4. I also saw many of those firms offering market access to US markets – but barring US citizen from using their services… Why?

Thank you so much for your invaluable help!
Author: "Delatersee" Tags: "First Steps"
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Date: Friday, 19 Sep 2014 18:12
Ethylene prices continue to be high in the spot ethylene market because of three ongoing cracker shutdowns and one scheduled shutdown at the end of October. At the beginning of this week, front-month Williams System ethylene traded at 74 cents/lb ($1,631/tonne) and then 75 cents/lb, up from a trade at 73 cents/lb the previous day.

US spot ethylene prices hit a 29-month high on Tuesday on the back of two trades, tracking continued tight supply and low inventory levels.

Via US ethylene hits 29-month high
Author: "FrieFrench" Tags: "Commodities & Money Markets"
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Date: Friday, 19 Sep 2014 14:34
For those that miss the times that Simon from Capital Spreads was on here, you may like this interview split between numerous different videos:

I did check if it was posted already, but I couldn't find it.

Can't dispute most of the things said, though he does seem to dismiss TA quite a lot. Liked his story of a successful FX trader who flipped a coin to decide whether he's a buyer or seller. Makes sense because he still ran profits, cut losses, and used logical stops.
Author: "Stargunner" Tags: "Spread Betting & CFDs"
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Date: Friday, 19 Sep 2014 12:23
A great idea for trading today's Alibaba IPO here: http://wp.me/p51RTv-i9

Hope that helps!


Click the image to open in full size.
Author: "BestBrokerDeals" Tags: "Stocks"
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Date: Friday, 19 Sep 2014 12:16
We're taught the the psychological aspect of trading is extremely important. That you need presence of mind and discipline to stick with previously established trading plans and know when to book profits and losses.

We're told that emotions simply can't get in the way. But is it really possible to feel no emotion when you win or lose a trade?
Author: "Sharky" Tags: "Psychology, Risk & Money Management"
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Date: Tuesday, 09 Sep 2014 06:11
Alpari have decided to wage war on its demo users by making life difficult/impossible by disabling demo accounts and preventing users from re-registering.

Are there any alternatives or is MetaTrader only available with an Alpari feed?
Author: "Sigma-D" Tags: "Brokerages"
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Date: Tuesday, 09 Sep 2014 06:06
Brent and U.S. crude futures both fell more than $1 on Friday after data showing U.S. non-farm payrolls rose by 142,000 in August, well below a forecast 225,000, casting doubt on the pace of growth in the world’s biggest oil-consuming economy.

On Monday, brent hit $99.72 a barrel to record its lowest level since June 24, 2013 after coming under pressure in recent weeks also from easing demand growth expectations. West Texas Intermediate prices hit a session low of $92.11 earlier, a level not seen since January 14.

Via Brent under $100 in more than a year
Author: "FrieFrench" Tags: "Commodities & Money Markets"
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Date: Monday, 08 Sep 2014 23:05
Some options and futures traders I know use this as a momentum indicator in lieu of MAC-D or stochastics. Was wondering if anyone on the forum has experience with it?

I personally have other technical indicators, but I only use technicals for entry points of stocks, indices, and futures I selected based on fundamentals. Exits handled by stop loss algorithm, but I may look to try to implement new exit signals.
Author: "Npard23" Tags: "Technical Analysis"
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Date: Monday, 08 Sep 2014 22:32
With the tension still building between Russia and Ukraine, we are finally starting to feel the backlash of the war that we had not seen thus far. People have been bailing on the euro and buying up the USD, not because the USD is strong with a solid economy, it is the fear of Vladimir Putin’s unpredicted moves and the issues with the ECB. Since the beginning of the year the euro has lost over 6% against the dollar and now the USD has been gaining in ways that no one could have predicted surpassing the GBP and the JPY. Many different things can influence the strength or weakness of the USD.http://depthtrade.blogspot.com/
Author: "fxmade2trade" Tags: "Forex"
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Date: Monday, 08 Sep 2014 17:38
Good Morning All;
New traders often find themselves very challenged to have the discipline to follow the trading plans that they have created. The truth of it is, few have created any real plans and even fewer have a comprehensive working plan. Those that do, often find it difficult to follow their plan in the heat of the day. One of the reasons this can happen is because traders often do not spend their time properly, before, during, and after the market.

Organize Your Time

Of all the time a trader can devote to their occupation, most new traders usually fall into the schedule of spending 90% of their time actually trading the market. They spend 5-10% of their time preparing for the market, either the night before, or the morning prior. They spend 0-5% of their time following up on their trades after the market. Unfortunately, for new traders, this can be a big down fall. Being caught up in the excitement and overtrading, without stopping to evaluate trades, is a bad combination that can lead to failure.

It is fine to be with the market all day. Just make sure your trading plan identifies what times you should be trading. It is a great idea when you start out to use about one third or your time preparing for every day, about a third of your time following up on your plays and reviewing them, and only one third actually trading. This is very different from where most new traders are.

This does NOT mean that if you spend 6.5 hours trading, you must devote another 13 hours to your trading. You should have strategies identified that only take place at certain parts of the day. There should be parts of everyday where you will not be trading. You can use this time to review the morning trades, or the prior day’s trades, and to update your record keeping and journals, and even paper trade new strategies.

Closing Comments

Many newer traders feel like they are missing something if they are not part of every possible trade. Patience will pay off for those who are selective and take the time to review each of their trades and learn from the ones that did not work out. The concept of following up on trades and how to do it is immensely important, and beyond the scope of this commentary. Make sure you understand it well, before trading.

Paul Lange
Vice President of Services
Pristine Capital Holdings, In
Click the image to open in full size.
Author: "PristineTrading" Tags: "Stocks"
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