HSI Futures trading

[CanOz]

Awesome stuff CanOz.

Where did you source the data?

Its my data, the analysis was done by an eLancer i hired.

 

[fiftyeight]

The first graph you posted, is that intraday gaps?

 

[ThingyMajiggy]

Is that showing that Monday gaps less frequently and smaller than the rest of the days? If so, that's bizarre, would've thought Monday would be the worst for gaps since we basically have an entire session in Europe and US that it has to take in before it opens again on Monday, plus whatever happens over the weekends.

 

[CanOz]

Is that showing that Monday gaps less frequently and smaller than the rest of the days? If so, that's bizarre, would've thought Monday would be the worst for gaps since we basically have an entire session in Europe and US that it has to take in before it opens again on Monday, plus whatever happens over the weekends.

Too right Sam, thanks for pointing that out. Can't be right...

 

[ThingyMajiggy]

Too right Sam, thanks for pointing that out. Can't be right...

Is this sarcastic? Smells like it

I am actually genuinely surprised, wasn't having a go(if you took my post the wrong way).

 

[fiftyeight]

Yeah I also found that a bit odd?

Referring to my my previous post for example, what is a frequency of 7 on the 1/10/2015? Where there 7 gaps that day?

How did you define a gap?

 

[CanOz]

Is this sarcastic? Smells like it

I am actually genuinely surprised, wasn't having a go(if you took my post the wrong way).

Err, no. I was being genuine.

 

[CanOz]

Yeah I also found that a bit odd?

Referring to my my previous post for example, what is a frequency of 7 on the 1/10/2015? Where there 7 gaps that day?

How did you define a gap?

Let me get through this, i was out of contact with my eLancer for a few days.

Seriously appreciate the feedback, all of this is useful to get the study correct before i move onto the other markets...

 

[ThingyMajiggy]

Err, no. I was being genuine.

Ok all good My bad!

 

[CanOz]

Whoa....hold the presses!!! I've got long term continuous historical HKFE data from Ninjatraders historical data servers!!!

 

[fiftyeight]

Awesome.

AMP becoming much more friendly to the asain markets

 

[CanOz]

Ok, here's what i can see is happening....NT is providing historical continuous back adjusted data for HKFE products. I have it on my chart back 1050 days and i'll try to see what the maximum is. I have chenged my IB account settings to get histoircal data from external sources and this seems to be doing the trick as i'm not getting any crappy errors from IB. I have level II data from IB into my DOM.

This is a game changer for me, only last night i was making contingency plans for trading Europe again.

 

[fiftyeight]

So historical from AMP, and live from IB?

Is AMP planning on offering live at some stage and this is the first step?

 

[CanOz]

So historical from AMP, and live from IB?

Is AMP planning on offering live at some stage and this is the first step?

No, buy Phillip futures are offering something....got to confirm...sent a note to them

 

[fiftyeight]

No, buy Phillip futures are offering something....got to confirm...sent a note to them

Ahhhhhh, just after I closed my account haha

 

[CanOz]

Ahhhhhh, just after I closed my account haha

According to NT's support, they do have continuous contracts for the HKFE products (at least for the HHI and HSI) now.

This makes back testing ideas/statistics etc., and long term composites very doable now...

It seems Philllip Futures are supporting the contracts through NT as well for some grandfathered dual brokerage holders, but they don't have servers in Sydney, according to their sales rep...Think i'll have to stick with IB for now.

 

[CanOz]

Some nice profiles on the HHI....CGQ data through Macquarie. No history unfortunately, just have to build it.

 

[fiftyeight]

You trading this now with reference to other charts for longer term levels? Or just collecting data for now until you have enough data?

 

[CanOz]

Yes, I've been taking a few trades, just on profile patterns such as ledges, spike and channels...

Also, I've got a custom session template for the whole 24 hour period. The interesting thing is how the overnight session seems to have relevance now to the daily action....at least on the week or so i have recorded so far. There are many opportunities created by the gaps alone...

 

[CanOz]

HHI and the HSI poised for higher prices. Hoping that it doesn't gap above the small consolidation first though...