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You're going off the deep end here, buddy, you crack me up! I personally like to drink my own Kool-Aid, it's usually heavy on Java, Matlab, but no C#!

7 years x 250 trading days x 10 pts daily = 17,500 pts or $875K trading a single contract. Come to think of it, that's worth a dedicated thread to be aptly named "Making $875K in 7 years trading a single contract". I am starting to sorely miss that meaningful delta conversation back in the...

Banging 14 points on a limited range day like today deserves some kudos. I want in ;)

Do you ever stretch out existing targets to get more mileage out of your positions?

Interestingly enough, 917.25 was the previous day HOD (creating a -45k delta at the pivot on your chart) and hence a short in its own right (weaker initiated sell signal tho). I'm inclined to postulate that those with the gunpowder pushed the stops on these late shorts up to 919 to get...

The initiated sell signal is undeniable, just wondered whether another 922.75 touch rather than a turn at 919 would have transpired. Edit: If you're already loaded from higher levels, it's a rather moot point, but if you're partially loaded short at 922.75 and price retraces to 919, then you...

Speaking of levels for these two trades. I have 911.75 from the day before as the over/under level on 9/18 to be tested but I don't see the 919.00 level anywhere. Would you have expected the 9/19 EOD pivot before it occurred? (nothing obvious from the last touch at the beginning of last week).

Friday gave DD (delta divergence) the respect it deserves in a textbook example. You would have a short trade open at 922.75 (~8AM PST) and a long trade open at 911.75 (~11:30AM PST). Both would be in the money at 12:45PM. At that last pivot before the close (~919.00), DD is -30k... tells you...

Depending on the intrabar tick order within the 2nd bar prior to 10:19 (candle low at 902.00), wouldn't you consider the second buying pulse off the 899.25 low to have launched from 902.00 rather than 903.00? That would place the higher delta line at -106,000 rather than -102,100 for a 8k (also...

I can see how you draw the 899.25 and 903.00 lines on the price chart and -114,100 on the CD chart, but what is the -102,100 line anchored to?

Now I get it, much appreciated! Wishing you and all trader comrades here a Happy Father's Day!

Thanks for clarifying. As I understand it, the correct back reference point for divergence calculation (from the cash open pullback) can be determined uniquely to the extent that you choose the correct inventory dip during the previous cash session. Theoretically speaking, if you were to have...

I've marked your chart to clarify my question. When I get the buy signal after the cash open, I look backward in time to see if and what divergence exists. I see two possible reference points to calculate delta relative to, if I choose #1, I have neg div, if I choose #2, I get pos div. If not by...

I'm familiar with Bill but not his analysis of delta. It's easy to be convinced that DD by itself doesn't carry any trade-worthy informational value. If you read the early posts in this thread, you'd see that I raised that concern multiple times. Without looking at Bill's work I can't tell what...

The pertinent question is whether there's statistical edge in using DD (delta div). With proper MM (money mgmt) and account size, you can rely solely on DD (even if the edge is as slim as 55/45) to create a profitable system IMO.

With respect to the CD at the BUY signal (right after the cash open) you have: (1) Positive DD @ 14:37 (2) Negative DD @ 18:07 Without hindsight knowledge, how do you choose the reference point (for delta divergence) to justify the long trade?

My quest is to correlate the starting conditions of the trade entry with the expected outcome. Whether scalping or swinging for the fences, I want to use delta to initially set position size, number of targets, how far to space them and how wide to set the stop. Then, use the new delta...

The visual metaphor I have for CDV at a zone is a loaded spring that ricochets your position(s) to the opposite zone (the other side of the swing). The more loaded the spring, the more weight (position size) you can mount on it? :-) The less obvious part is how much of advance notice you get...

There's a lot of $$$ in the above succinctly put paragraph, not all of which can be coded in C# unfortunately ;) I have a question regarding position size building. Early in the thread (5/3) you've stated: "You do not have to have a delta divergence every time a known resistance area (like...

From what I've learned so far, each of the components is rather simple, but to make it work, you have to put them together in a certain way that you may, as a whole, deem complex. Taking counter-trend signals without "context" (zones, long/short inventory), "order flow bias" (cumulative delta...