This notion of comparing volume against an average on the basis of time-of-day is interesting and I can see the value in it. I often glance at a...
martys, I don't know about smart, but they certainly have far less tolerance for risk than bigger and better capitalised traders. The other...
xxxskier, Excellent post - thanks for that. Dalton has a new book out soon which I can't wait to get my hands on. bolter
hi mikesch, In my experience it is coincidental with price - not leading and (importantly) not lagging. Hence it has not anticpatory properties....
Another interesting footprint from todays action on the bund. After a nasty selloff following the NFP number it managed a weak bounce before the...
One of the niceties of MD is that it enables you study the action retrospectively to help understand how markets behave under extreme conditions....
toe, More or less correct. Market delta is the net of the volume at the offer minus the volume at the bid. You can display it in various...
hi toe, Good to hear from you - how's life? Great question. Let's see what dcraig has to say. regards, bolter
dcraig, Wow, you are doing some fantastic work on this delta stuff. I particularly like the order book delta. I said back in a post on page 2...
ticktrade, Thanks for that - seems rather obvious when you point it out. Sometimes it's the little things that defeat me. FYI - Chad sent the...
Here's the response from Trevor/Chad, "Trades that occur at or above the ask are considered ask volume. Trades that occur at or below the bid...
dcraig, Great research. That's the sort of stuff you instinctively know to be the case but never actually get around to proving it or indeed...
paul, I believe you are correct, although I'll confirm this with Chad. It's not that they don't have any significance but it is impossible to...
ticktrade, I'll echo cj's comments - excellent post. Your chart clearly shows what I made reference to in an earlier post, and that is, the...
paul, One point of clarification from whisters post for those not familiar with tick data. Data vendors supply tick data in a format such as:...
hi whister, xxxskier, Glad to see you guys posting here. Thanks for your contributions. bolter
cj, Great post thanks. Can you clarify your following statement please: bolter
Nice setup this morning on the Nikkei 225 (SGX). Market gapped down over 150 points but was met with plenty of buying interest. As you can see...
martys, I think if you keep experimenting you will find differences between how the big guys and the little guys trade. MK had some good...
Hi Eric, Tells you very little. If it wasn't a negative number you would have found the holy grail or (more likely) you have over-fitted your...
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