Recent content by Owaco

Questions: - Is it possible to test/trial the real-time CME data client libraries (C++/Python), e.g. with delayed or dummy data, without having to activate and pay for the CME license? - Any estimate for the release of the WebSocket API? And are there any plans for client libraries in...

Unfortunately, no. Currently, I try as best as possible to infer such anomalous events from the market data itself, but would definitely appreciate a catalogued history, at least to verify their detection.

I received a response from the CME that it was, in fact, due to a Globex technical glitch.

Does anyone know why the CME opening was delayed 30 minutes until 17:30 (CDT) instead of the usual 17:00 on trade date 30 April 2018, i.e. at 17:30 on 29 April 2018? As far as I can tell, there were no holidays or other preannounced reasons for this delay, and no mention of it in the ES Journal...

Too bad you missed the following 1-2-3 reversal setup on the break of the 4072.75 pivot after the test of the low; would have given 17 ticks profit.

Ah, I see. I tend to think of the 1-2-3 reversal and 2-B reversal (with small break) as effectively the same setup, where the market twice tried to go in one direction and failed.

Any particular reason for skipping the earlier 1-2-3 reversal entry today during the 10:15 (EST) bar following the failed breakout of the overnight low? Seemed like a reasonable setup, even though the result would only have been 3 ticks profit.

John Hill's definition of pivot point is cyclically defined along with swing: "Pivot Point (PP) - A top pivot point is the highest point reached in a swing prior to penetration of the low of the top day. A bottom pivot point is the lowest point reached in a swing prior to penetration of the...

Looking at it again I think I’ve got it. You’re using zig-zag with a threshold of 1/2 the average swing length to define new pivots. What was throwing me off was the horizontal red lines and corresponding small dots, which seem to be the subset of minor pivots (calculated using John Hill...

@Handle123 Interesting chart. How are you defining the pivots to calculate the swings and mini-swings? I can think of three ways to calculate them: 1) Zig-zag pivots: Extreme of price movements above threshold in alternating directions. Major issue with this is it doesn’t detect separate...

How fast is "fast but not overwhelmingly fast" and do you think this would be potentially accessible to retail as well as 3) and 6)? In other words, is this on the order of microseconds (direct connection required), milliseconds (execution platform, e.g. TT), seconds (good Starcraft player) or...