I don't understand how the tick chart shows the temperature better? See the other answer I've just posted that shows that the same trasaction can...
Well if a big player is disguising his trading by putting through lots of small orders then the tick chart will make it look like lots of small...
I understand what you're saying about the ticks jumping on the band wagon but when you have 2000 contracts offered then 1000 ticks (trades) of one...
Hi Kiwi, Thanks for the response. I give an extreme example in the article of what can happen: A tick chart creates a new bar ever X number...
The following article discusses and compares the time, tick and volume chart. In this article I criticize the use of the tick chart and would like...
In a virtually 24 hour market in order to implement a gap fade strategy you need to pick a start and end time. The most liquid times for the ES...
Hi Don, If it doesn't fill the gap then the trade is closed at the closing price for the day. This sometimes produces a profit if part of the...
I think that there is some confusion as to the parameters used in the study. ES RTH is from 09:30 to 16:15 EST. Even thought the ES trades...
Have you looked at this before? What sort of results did you see? I don't fully understand your reference to a Cisco or Intel gap? You're...
If anybody uses the gap fade as one of their trading strategies then you may be interested in a study that I recently did using 2 years of ES...
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