Not too hard. Mak's PRV spreadsheet has the code you need to create rising/falling bars using cells. IB provides a sample spreadsheet with a DOM...
I pretty sure he is referring to a "price ladder". See http://www.buttontrader.com/ yes See attached image of tradestation's Level-2 window....
Hey Mak, thanks for the additional info. It is interesting but actually confuses things a bit for me. It seems to contradict the link I posted,...
The link I posted is specifically about the emini contracts traded on CME Globex. The page you linked to is referring to the YM, traded on ECBOT,...
P1, you may find this enlightening... q25 How are E-mini market orders handled on GLOBEX? a25 The GLOBEX trading host will convert all orders...
Then you might like SciLab, an open source app that runs matlab code. http://www.scilab.org/
Here is the equivalent functionality for tradestation.
Moose, 2-pair and spike are terms Jack uses for sequences on the DOM. I think they are easier to visualize on a 1-tick range chart, see attached....
http://www.elitetrader.com/vb/showthread.php?postid=1192171#post1192171
I've seen this come through on T&S, but I've never been clear on how this is possible. Take ES and assume a gap in the spread: 1270.0 x...
This has little relevance to retail traders but some may find it interesting to see what MSFT is pushing to the big guys... Microsoft Showcases...
I tried it and rolled-back too. I strongly recommend NOT installing this beta on your trading machine... it caused numerous system slow-downs and...
Jack, I've read the LevII posts you are referring to and found them very enlightening, thank you. What do you mean here by "filtering"? I'd...
Nine hours til the market opens... I'll see how far I can get with it
yes... unless someone hits the bid at the last second for 300+ contracts :cool: very nice illustration... I can see that this far better than...
Mak, how about an early look at the new tool? Your PRV & Squ/Str tools are VAST improvements over what I had been using to monitor those values...
Mak you're always two steps ahead. Thanks for the dde links, I wasn't aware iqfeed had these fields available. This afternoon I cross-referenced...
I've setup a realtime calc of FV to see how it compares through the day to the daily indexarb value. For the interest rate I'm taking the front...
note Bernanke speaks today... http://online.barrons.com/public/page/barrons_econoday.html
For any of you using camtasia to record portions of your trading day, here is a doc showing the settings I use. These settings versus the...
Separate names with a comma.