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I personally have NO IDEA why this does happen. Bill actually gives his opinions on it a few posts back. I also don't CARE why it happens. Remember that the orders viewable in the limit order open book can represent stops, targets, scale-ins, who knows what - so I have yet to be able to decipher...

And Captain Obvious, You are 100% right - it IS counterintuitive. But just chart the streams of data, and you will see that it is 100% right, with the caveats I have mentioned...don't take my word for it, watch the streams in an app like Ninja or J-Trader or button-trader, or chart them in any...

Guys, and Bill, I dont give a rats ass what program you use. And I'm not "pushing" any particular charting platform over another. There's no need to get so defensive and threaten to take your ball and go home. Hell, if Tradestation could actually chart the ACV then I would say fine, use that...

Yes, the generally theory works. Enter in the direction of accumulated volume on the order book. I.E, if there are way more bids, go short, 'cuz prices are going DOWN, and vice versa. It DOES work...but then it will get to an extreme level and REVERSE, so people must be cautious when using...

Bill, There is one VERY SERIOUS caution in using ACV that you aren't telling people. The longer the ACV ratio stays at 2:1 or greater, or if it increases to over 3 and beyond, the greater the chance of a sudden and severe reversal. I have PROVEN this in NeoTicker by charting the data and...

Check out http://www.collective2.com They have tons of systems that will IM you signals, or can be set up to autotrade via TradeBullet (I think they plan to use Strategy Runner too, it's being set up now according to the admin of the site). There are literally hundreds of systems for...

Hey Surfer, I think what you are referring to is also called "ACV" - Accumulated Contract Volume. Many of the software packages (J-Trader, Ninja Trader, Button Trader) let you view the limit order book in real-time. There is an interesting thread on using it to "scalp" the ER2 here...

Van Halen, Yes, eSignal does have the entire limit order book data available (streamed only, you can't get historical from them), for levels 0-4. It DOES require subscription to their CME/eCBOT level 2 data service, which is pretty expensive. If you *do* get it (and I have it myself), the key...

Yeah, I had been told about buttontrader and it's alerts - very nifty indeed. In fact, someone (possibly Bill, can't recall) told me they had requested that feature from Ninja (only because button is only for IB users last I looked) and supposedly they are "working on it". In any event, I have...

Be careful using ACV. I attended one of Bill's webinars and bought from his company a couple indicators. He was gracious enough to allow me to also join him in a training room for a couple days. He seems to be a very good guy and a knowledgable trader. Using ACV, however, can be trickier...

Does anyone know of a place where I can get the ER2 fair value online (for free)? IndexArb.com has Nasdaq and S&P and Dow, but no ER2. Programtrading HAS it but wants $1300 a quarter. Anyone? W

Yes, the minimum order was $150.

its historical data (obviously) and they sell it by symbol and year. For example, I just purchased 1 year of @ER2 and @ES, and I think it was $75 for each. BTW, if and when you do import it into TS, be prepared to wait a good long time for any optimization runs to complete :( W

Do you have TS 2000i or TS8? The reason I ask is because if you have TS 8.1 with SP1 (the latest), it *will* import tick data files from providers such as www.tickdata.com I just purchased some myself. If you are a TS8 user and dont have the latest build and SP1 (you NEED SP1 to be able to...