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As always, excellent thoughts Brett. If I might add that it is interesting to accumulate the delta over time to smooth out the arb wrinkles etc. It all helps in some way to show you who is driving the market. But in the end either vol can push the price or it cant, and either a sudden...

Hello 101, You will need to explain your premise that the US economy is strong. From where I am sitting it is simply a debt lead spending boom. Basically there are two schools of thought. One the one hand there are those who believe that the oil backed dollar can be printed for ever with...

Hi Bolter, There is a reason why this thread has not filled in and it may have a great deal to do with the reason why you feel compelled to explain MD after 17 pages. Newbie ( this threads originator) stated at the very begining that vol pushes price and if it cannot do this, then price can...

In order to have this conversation you must first 1 determine the time frame. 2 determine the instrument and it´s fill rate. 3 determine your trading style. I imagine after this you have pretty much answered your own question.

Firstly and most importantly, we are all students of the markets. You are quite right about faster TFs ( time frames) I dont follow L2 behaviour because it makes my head ache and I dont follow small lot traders either. If fact the list of things that I dont do is far more impressive than the...

If I read you correctly, you are pulling a ACV from the DOME. Do you use it at all?

Hi dc, What is the composition of your "order book delta" showing on your chart?

That is good old fashioned fear, but totally out of contex to the situation that spawned it and therefore damaging to you. Healthly fear is when you out run your mate whom you have never ever beaten before, but today you are both being chased by a hungry tiger. In all seriousness, you need...

Good work BillP You are giving this matter serious thought and not just casually regurgitating what someone else said in a book or on a website no matter how well intentioned the offering is. Frugi ( page 12) is getting closer to the mark. I find that all I concern myself with is what...

MoMo This is my last post on this matter. Please do you homework before you pass your knowledge on to others.

MoMo, Terminology is important in this game. The term aggressive is applied to "market orders", while passive is applied to "limit orders" You are talking about " on the bid" or "on the offer" which is quite a different thing. For example "on the bid" consists of both aggressive and...

Hi MoMo, You say that MD tracks aggressive buys. I am curious to know how MD knows an aggressive buy from a passive buy. How can it tell that the buy is a market order ( aggressive) or a limit order (passive) ... that is very clever.

Help please. 1 how common is "Buy the Bid" and "sell the ask" and when is it likely to occur? 2 "Hitters v Sitters" can someone please explain this to me. Are you talking active v passive entry? It seems to me that one way or another, the moment you enter the market you effect MD...

Who do you think is the clearest short term intraday ES trader on ET. By short term I mean 4 - 10 points, several trades per session.

JJ Could you please explain what programme you use to show the TRIN & VXO Many thanks