best answer I found (after several failed attempts): http://www.pretentiousname.com/timesync/index.html
My guess: He's probably looking back beyond the current contract (he's been following the market down for months), and he also primarily trades...
I gave this some thought, and came to a few conclusions... - Some unknown fraction of the traders defending S/R levels will rollover their...
The idea is that the longs will attempt to defend and add to their positions... until they don't. CD alone only tells you somethiing about where...
Seems like rollover will either involve a lot of work (or loss of info), OR it involves very little additional work and I don't understand some...
So you just assume all the active S/R inventory is held across rollover? And are not waiting for open interest to stabilize on the new contract...
Very nice post AMT. Couple of minor things... - With respect to who it is that is establishing these positions, I was referring to...
So the problem is that, even though one can identify clusters of buying or selling in a price area the first time* it is encountered, one doesn't...
Ahh, I see now the connection to auction market theory: levels are not established until tested, and their strength is then related to the...
Are your sure that's what he means (i.e., that a disparity develops between price and net contracts)? In that case it has nothing to do with...
So the commercial hedgers stake out relatively fixed positions that are large enough to create "bumps" in the cumulative delta that are not...
Thanks again AMT! I had previously discounted this approach since one can't really know when a buy/sell at one level and time offsets a sell/buy...
Before diving into an AMT-like approach, I was curious what data sources AMT and others are using to collect all this volume and price data 24...
Yes, I already know a lot about the API, but not whether all the SmartRouting Configuration stuff done in TWS automatically applies to API-based...
When making changes in TWS to the SmartRouting Configuration, do these changes also affect API-based quotes and executions? If, for example,...
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