Recent content by david22

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    Creating an Index

    MushinSeeker in terms of TOS DDE and Excel, I capture and plot the data every 15 seconds, but I can vary the time capture from seconds to minutes. If you want to capture data using a finer resolution like less than 5 seconds, maybe neoticker is the better choice or some other application...
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    Creating an Index

    Its really simple, I just look at the price in terms of the miminum tick size or 1 cent move. So it doesnt matter if a stock is either $1 or $20 from a big basket, either its an tick up or tick down.
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    Creating an Index

    WinstonTJ, I simply use a equal weighted stock basket and dont take into account the number of shares. each stock regardless of the number of shares, value or market cap has the same value. I apply this to the ftse 100 (no market internals exist ) and it works fine to my linkings. Also...
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    Creating an Index

    bearmountain when looking at the ES, I simply track the 500 individual stocks that make up the sp500 index. Also you dont have to be a scalper to benefit from market internals in relation to the question about 2/3 seconds and fill rate. I personally use 5 min candles and watch market...
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    Creating an Index

    bearmountian to create a custom index and breadth studies like advancers/decliners, uvol/dvol I use TOS and excel. The fields I look at are volume, open and the last price fields. Here's a link showing how to link TOS to a spreadsheet...
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    Creating an Index

    bearmountain I use custom indicies to help spot divergance between a normal price or cap weighted index like the dow/sp500.. e.g you could have a potential failed double bottom pattern that takes out the 2nd low on the sp500, but on the custom index you may notice that the 2nd bottom...
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    Creating an Index

    carlton i use excel to create an equal weighted index for the ftse100 and sp500. i simply look at the open, minus the last price which updates every few seconds for a basket of stocks. You can also add volume and advancer/decliners if you want to experiment with different fields. you...
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    A/D questions

    dandxg your post was not a waste of time, people dont know about neoticker which can be used to create a custom tick. I personally use tick along with uvol/dvol, adv/dec etc..
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    A/D questions

    there's a good video on adv/dec, adv/dec volume and tick on the cme site: locate the "Equity Indexes" tab and look for How to Increase Your Odds for A Successful Trend Trade, Greg Capra. http://www.cmegroup.com/education/browse-materials/index.html
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    Free indices realtime data

    try broco trader, they offer ftse and dax
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    Market Internals

    you could create the advancers/decliners + uvol/dvol + tick using the some of stocks for the dax30 and the eurostoxx50. plus it may be heplful to track the sectors. i tend to track ftse 100, internals and its sectors and use dax30 and the eurostoxx50 for confirmation or non confirmation.
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    Any OEC users based in the UK?

    i use there demo software
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    where can I get free historical intraday data of S&P 500

    try also NinjaTrader/Zen-Fire
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    where can I get free historical intraday data of S&P 500

    try tradecentro pro or oec trader
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    Index for pre and after hours??

    You could try monitoring the dax30 or ftse 100, both of which are major european indices and could be used for premarket analysis.
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