Recent content by paulbechard

I assume that trades which happen in between the prevailing bid, ask are not recorded to the delta and are viewed as not having any MD significance?

Hey guys. I have an extremely basic MD question I was hoping someone could clarify for me. I was looking at the footprint graphs and realized that they do not make much sense to me. If market delta is the net buying or selling for any given price,time, how is it possible that market delta is...

since limit orders are supported on most major exchanges. would I run the risk of having my limit order filled between the time that the market order gets sent and IB tries to cancels the limit order after the market gets filled? does IB cancel the whole OCA group when a market order is sent or...

Does anyone know if there is a way in TWS to submit a limit order which is automatically converted to a market order and sent after a certain amount time has elapsed without the limit order filling. Thanks

very interesting read. I do not have the funds to purchase eSignal so I guess I am stuck using IB to research MD. I have poked around TWS a little bit looking for anything resembling market delta, I am an API programmer so I have next to no experience with TWS. Can someone tell me how to...

Im looking at your graph and am feeling a bit confused. I guess I am one of those guppies. Would you mind going into more detail explaining why 1373 is the pivot and why the crossing of that level 'crushes guppies'? I am new to the fishtank so I am not familiar with most of the terminology...

Hey guys, I am interested in learning more about the possibility of trading on quotes on a retail brokerage. I am unsure if such thing exists at the retail level (am I limited to to mkt and lmt orders?). By a dealer quote, I mean requesting a security at a specific price, getting a...

Hi. I was wondering if anyone has any insights about which security would fill faster during news releases (on average). I am trying to reduce the amount of slippage when trading news events. I assume FX is more liquid and for the most part has higher bid/ask sizes, I am unsure if that...

Does anyone understand the fundamental difference between MA and MACD? What does it mean for the macd to be under or moving away from the sma? I notice on my 10 min graph both ma and macd have a downward slope, macd is more variable and is consistantly below the sma.. im curious what this...

I have a question about all these graphs I have been looking at throughout this thread. If the bar size is 2 min and 10 min for most of them. How is it posslbe to get those smooth curves in the MACD and SMA graphs? Iv been trying to recreate this strat using my paper account at IB in TWS. It...

I noticed something while trading the US Jobs news release this morning on my paper account, the arbs seem much nicer than arbs I detect during normal non news times. They appear larger and stay around longer than normal 'spike' opportunities which only last a tick or two. Does anyone know if...

Sorry, I did'nt make myself clear. I was'nt asking about how to do a duel limit only order, and I understand the fundemental difference between limits and market orders. What I was really curious about was if anyone uses limit orders in place of market orders because they find they fill 95%...