Let me explain my workspace layout that appears on page 2 of this thread. Starting from the top left hand corner and going clockwise, I have the...
Discussion about pivots however belongs elsewhere. Thanks to kiwi for wading in with his usual aplomb.
Hi Pitbull, Absolutely discussion about T&S is relevant for this thread. I'll post some thoughts on this subject next week. But if you have some...
mokwit, Every exchange uses different matching software, and it appears to me that some exchanges use different software for different markets...
ntk, Perhaps the impact of arbing is best understood by thinking about a really thin contract that has a cash market. Let say 90 trades in...
I'm going to repost something from an older thread which I feel is relevant .... There are several things that I've observed that impact how...
Subq, Very astute observations. This is exactly the sort of dialogue I hoped this thread would eilicit. Hereâs an chart example of what you...
Iâm going to have post things is a piecemeal fashion in order to minimise impact on my trading. So apologies in advance. Here's a screen...
ticktrade, Will be great if you can add to our pool of ideas as the thread develops. And I'm sure 5P will be offering his thoughts in the form...
newbie, You raise a good point. Given that so many people struggled with making sense of T&S all these years you'd have to ask yourself the...
Here's my thread.... http://www.elitetrader.com/vb/showthread.php?threadid=78980 bolter
I promised to start a thread on how Iâm using Market Delta. Iâm rather hoping some other competent MD users will pitch in and we can kick...
The new thread I promised will have to wait a few more days I'm afraid. Too much on my plate right at the moment. bolter
vigal, I think it is widely acknowleged that IB data is not real tick data. It might be ok for approximations of T&S (at best) but certainly not...
commanderco, Don Jones at Cisco Futures, who has done more reserach than anybody on the planet in terms of MP, suggests that over time term...
Ok guys - I'll kick something off on Monday. Look out for the thread. bolter
After 17 pages this thread hasn't lived up to it's promise- there have been precious few Market Delta strategies actually presented. 5Pillars has...
5Pillars, It's a nice gesture to share your steups with others, and we all know by now you're are a big supporter of market delta. However, I...
At the risk of appearing to be a complete dick - the Footprint problem was actually a parameter setting. Dooooooooh! If you want deltas consistent...
Chad is doing a great job getting the delta inconsistencies resolved. The Volume Breakdown now agrees with the numbers from the old platform. He's...
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