I guess these gaps are during the 'live' session and not just over lunch? I wondered what you consider huge?
I'm used to the DAX slamming and jamming on pretty thin volume (not a gap exactly) but find I tend to trade less emotionally with something a wee bit more sedate. It is the slamming...
Yes it was intense Friday. I was trading the DAX at the time which can be a charging rhino without much provocation. Played short through the volatility though long could have made money too. That was a bit before the US open if I remember. guess I should check out when reports are due, shows up...
Hi Piggie,
Hows your project going?
I have been messing round with making my own MD tools using Multicharts (Tradestation clone). Unfortunately it does not have an easy way of outputting an bbb X aaa type display but I figure I might have a crack at getting that into Excel.
Still...
Haven't they just introduced a mini Nikkei product? Any liquidity there yet?
I'm off to live in Thailand for a too. My big worry is the quality of Internet infrastructure. Might have to change my style a bit.
Cheers.
5Pillars the image you posted a while back looked like Excel. Is that the case? Are you taking data live into it (excel) and making that display? I figure it should be quite doable with a bit of VBA code?
Thanks
Nick.
Ahh OK 5 you are talking about the delta, i figured so just wanted to confirm.
My worry is not with the tool but the operator (me). I have found that it tends to drag you down into the minutiae. Its not a question of seeing the forest for the trees but actually watching the leaves!
I guess...
I'm a bit confused aren't net long positions always equal to net short? (In the futures markets at least).
I just started the MD trial this week week interesting tool. I have already made several useful observations.
I'm very Interested how others are using it, funnily enough I think...
Your looking at 100-200 milliseconds latency (delay) tops.
Connections from most of Europe to NE America are every bit as fast as from say West coast USA to NE.
If you can deal with market orders perhaps taking 0.1 of a second longer to hit the market it should not be a problem.