Just get yourself a decent charting package, most all of them have a vwap function. You can view as many instruments and days in the past as you...
Every tick up, every tick down make the same amount of money.
For SierraChart users there is a study that facilitates spread trading of indexes (or whatever)......
SierraCharts has this feature and is provided by most brokers.
Does FasterQuant/AlgoTerminal not have the capacity to use 24 hour data or was this a choice you made regarding data collection when you started...
I love all types of chop, especially chop suey.
Private Messaged you
Here is a video of something I am working on that scales in/averages in up to 10 NQ contracts and uses a $2,000 puke up point. It will run till...
I operate systems that are placing and canceling hundreds of orders a day and I am a lowly retail trader. :)
I think the OP has titled the...
If stacking of bids and offers is creating the illusion of a buy or sell side imbalance is 'pulling' of bids and offers the revealing of reality?
No profitable strategies after the four years?
Can always apply here, maybe you will get lucky.
"To me, if something needs to be hedged, you shouldn't have a position in it."
A bid/ask spread of more than one tick is lack of smoothness for some traders.
+ TICK DATA +
Open in case of emergency
to locate subtle anomalies
I pretty much view price action as a succession of stop running on micro and macro time frames. At what level are stops that will cause the...
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