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actually good point muppet - i see the 511 print on my T&S at 09:17:03 (did you mean this one? i don't see an even 500 print..at least not on my IB t&s) - that spiked the price down to 5005.50... then an immediate 5pts back... - so i could "guess" that someone wanted to enter an order for 51 and...

ok - who is your chart data vendor? in this case it's a question of whose datafeed is better, your chart vendor's or IB's.. datafeed lags are a known issue.

yes, but that's the point then - what is "fat finger"? - i thought that it is one large order, i.e. instead of 200, it's 2000000 or whatever - and not lots of smaller orders as you state?

i don't understand... - what do you mean price was above the "actual price" - what is the "actual price"? - i was watching the tick chart and i didn't notice anything unusual - do you mean the ftse futures price moved less.. so did the cac40 future - well, dax is more volatile if that's what you...

thx for the update - however, i don't believe this stuff - anyone who is allowed to trade that sort of size must have more than one safeguard built into the execution platform in this day and age.. - funny how this kind of stuff always happens at key points -we had a gap up on top of the big...

search and read the relevant posts by FuturesTrader71, i think he says the ping latency is critical for scalping - fyi my ping latency to IB's swiss server is 45ms and to their U.S. server is 79ms, i am in Europe.

ok triple-A, thx a lot for clarifying - how do you track this in practice, i.e. is there a place somewhere that lists all the shortened weeks for the year so i can ajust my calendar? thx again.

i have had the weekly oil number in my calendar on Wednesdays at 10:30 EST - since when did they change it to Thursday? - i have just spent a few minutes looking at their website http://www.eia.doe.gov - there are a few calendars there but i can't find a calendar for this oil number - would...

thx a lot for clarifying - all makes sense - it's interesting for me because although i am focussed futures and i look i look fwd to following the journal - all the best.

sounds great, would love to see the results - i'd take a shot myself too but am not geared up for testing stock data (mostly do futures) and also am time constrained at the moment - looking fwd to seeing the results.

ok thx - if you are making good money with it, it makes sense to focus on trading it. just one other quick question - somewhere there was a mention that you watch volume during the first half hour - what are the specific things, if any, that you are looking for with respect to volume - or is...

great thread and nice trades here folks - i like the approach, i favor the momentum in my strategies as well - it seems that this approach is quite straight-forward to automate and i am wondering if you are aware of anyone who has done any backtesting or automation with this - actually, i recall...

i have considered this point at bit more – i am guessing that the typical daily volume is comprised of (1) “base” level of volume that routinely gets transacted by hedgers, institutional portfolio rebalancing, day traders (not just individuals but any day trading strategies etc.) and...

i have looked into on this issue, i have found that (1) daily range is highly correlated with volume (2) volume and range tend go through cycles, both shorter-term (multi-day) and seasonal/secular (summer, xmas etc.) (3) when a market is moving up, there is an added commpression effect on...

i don't know about 95%, i haven't run the correlation numbers but i watch cac40 and it's fairly closely correlated with dax on an intraday basis.

the best bang for the buck is the DAX then the euro fx or cable - er2 is the best among the u.s. index futures - you may want to consider the dax once you've suceeded with the er2 and quit your morning job :) all the best.

from this week's Barrons cover... Let's Fire It Up! by Michael Santoli If history repeats, the U.S. stock market could reward investors with a solid year-end rally. After all, Wall Street's leading strategists held the identical view last year, and they were spot on with their...

(1) "As I mentioned before, these tickframe values are based on a successful discretionary approach rather than having cycled through a range of values looking for the most profitable tick interval." - i see your point, but i would also guess that in your discretionary approach you must have...

going off the subject a bit.. - there are a good number of posts here about mult-monitor setups but not many on the newer 42+ displays - the costs seem to be nearing parity, i.e. per square inch of "screen real estate" - what are the negatives with these bigger screens vs multi-monitor (on the...

i have been working on trading strategies which are driven off the relative performance of the european and u.s. index futures - i start with the DAX, CAC and FTSE in the european morning session and then add DOW and ES futures when the main u.s. session opens. i have developed and tested...