The ACD Method

Better question for the Options forum. But you might consider the VIX as a proxy.

 

Not sure if this will be any use to you but I found this while searching for something else today.

http://www.historicaloptiondata.com

 

I think if you use TOS platform you can use thinkback function

 

Can you export the data?

 

that I am unsure of, there are support people at TOS that will help you, do you use the platform ?

 

http://www.futuresradioshow.com/?s=Brynne+Kelly+

Great interview about trading natural gas. This woman is a great trader.

 

http://energyfuse.org/energy-specialist-brynne-kelly-oil-gas-markets-twitter-new-trading-desk/

More from her...

 

And she mentioned this fictional book about energy trading....

Short Hardcover – Bargain Price, December 7, 2010
by Cortright McMeel (Author)

 

She also recently did this interview:
https://chatwithtraders.com/ep-099-brynne-kelly/

 

Mav, a question about the OR. No, don't faint, you know I've read this thread and made notes. I don't recall this particular question being asked.

Context- I didn't get any responses to my question about the DAX and FTSE futures or CFDs. That hasn't stopped me watching them.

Now the DAX futures start at 0200 EST, but volume and vol don't pick up until the London open (so much for Paris or Frankfurt replacing London on Brexit).

Using a 10 minute bar (because it is not a 5 or 15 that the whole world trades), the first bar in a 30 minute OR basically sets the OR. The 2nd and 3rd bars don't add much, mostly nothing.

Might it be a reasonable assumption that the huge vol on the open is resting orders being executed?

Have you, or anyone else here, excluded the 1st bar from the OR?

Yes, if you are wondering, I'm looking to day trade. I've been open about being a crappy day trader, but just like people jump out of a plane with a bag of cloth strapped to their backs, I'm giving it another shot. It's a Euro a point for the CFDs, so it's beer money. The nice thing is if it works, it is eminently scalable; the mini Eurex futures contract is 5 Euros a point and the full sized is 25 Euros a point, so it just needs switching to scale up.

Any and all words of advice from day traders or those in the know welcome.

As an FYI, I exchanged messages with a world famous trader, who doesn't day trade. I was surprised to get a response, but he essentially said all the successful day traders he knows FADE the market.

Thoughts?