Good post Ugu. I have been pondering that same aspect of dynamic volume @ price (and delta, which is really differential volume) as a function of...
Thanks for the insight. Scalping, whether automated or not, inevitably involves a lot of scratching. Sounds like DM has what it takes to withstand...
Do you believe DM's approach lends itself to automation? The number of roundtrip contracts per year (293k) is very large, I'm guessing he's...
For the setup I'm using, there are periods of times (which are rather extended, on the order of weeks) where CD divergence is a meaningful...
Looking at CD from a statistical viewpoint, you can determine whether it can improve the odds of an existing trade setup. A marginal tilt...
My point was that the multi-day CDV is not necessarily trustworthy to confirm a trade setup (not that I trust intraday CDV much better). With...
There were a few "weak" initiated buy signals at or above 882 today but the setup was not complete (everybody's criteria is different, granted)....
What's the actual back date you're referring to? I can look it up (with contract adjustment).
Scalping lends itself to automation since the information content is straightforward to program into an algorithm. How many Gary Kasparov's are...
"...Men who can both be right and sit tight are uncommon." Anyone comes to mind? :-)
I might be stating the obvious at this point after everything you've demonstrated, but FWIW, after much experimentation, now it's clear to me why...
Don Miller's 2008 performance can serve as a benchmark, just shy of 0.5 ES tic net profit per roundtrip contract traded ($1.6M on 293k RTs),...
If you're ready to diversify from ES to other instruments, wouldn't it make sense to automate at that point? Computers don't need as much sleep...
Sorry I messed up the quotes, was typing while boarding a plane (no peanuts today). Many thanks for the explanation, it's clear to me that...
QUOTE]Quote from AMT4SWA: Mainly when you see a delta divergence get neutralized, then you want price to complete the reaction move to that...
That's quite a dynamic picture you're looking at, between order flow bias and prevailing divergence at the retest price level. Assuming the...
I can only imagine how monumental this pivotal event is to make you feel like xmas during an Austin summer :) I'm curious about the logic here....
Being on vacation at Cabo San Lucas this week (a needed break from intense ATS development), I will be looking for that one! :D btw depending...
Come to think of it, being part of the 5% group isn't such a bad deal. Think about it, being a Mensa whiz, you're part of a 2% group and the 98%...
For real high-frequency trading, the language choice is just one component, not even the most important one. Network latency would have you host...
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