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I guess I will throw my two pennies in. As I posted on an earlier thread with a chart I made up gold looks like it was a weekly short term top indeed. On the daily chart it broke through the 50 ma faster than I thought it would and a few weeks ago I had a theoretic price target around...

There is a certain amount that allows for error with the LR - you can set it up differently but for longer timeframes I find (not too much sample data mind you) that it works better when you allow for a greater error sample

Funny thing is my family and I used to live down the hill from him in Freemont area in CA. When is the hammer going to catch a break here?

withstand a 100 pt move in gold futures? 'check please'

Do you mean you can get the info with the ECN? This is quite an undertaking your are getting into - i will send u a PM for the rest as I am sure you do not want to disclose too much on public boards etc.

ahh I wonder if you are getting "all" the information.. If you could see that as well that would be something great, but you can still work with this Is the school basically supplying this information for you? And if they are how long are you going to study this for? If your...

The highest volume equities will most likely (IMO) have the most liquidity = most HFT (IMO) In reality I do not see all this information, but I am guessing I am correct With this information do you see like ISLD - 100 @ xx.xx ARCA - 2000 @ xx.xx Or do you just see shares and prices?

thats cool - for what i do I really have never got that in depth as my software is pretty user friendly IMO - but what I am thinking is for this information to be relevant you need to collect 1) High Volume equities (like maybe top 25-50 if possible) 2) Get this information for a...

Nice.. So you are obviously good at programming somewhat if you are able to make your own program to convert this information Does the NYSE send this information to your school for you to look over or something? I believe this is the "tape" that HFT get to derive their methods.

nice.. although I am guessing for relevant information you must get quite a length of time under your belt to start to make assumptions, but this is a start does this information come to you in the format you need it in, or are you have to adjust information and manually enter a lot of it...

How do you think you could implement this strategy in real time? I actually think I could do this with Sierra Charts with the automated worksheet they provide, but I am not totally sure of course, it would be some work. Of course that is theoretic money on the highest scale when we are...

Excellent, I was unaware that you could see that sort of depth in L2. What conclusions are you drawing so far, but a far better question is - 1) Have you drawn any relevance either way to see the "future" 2) If you can have you begun to work on an algorithm to make money on this?

Good work This may be stupid since I do not deal with Equities, but how do you see this, is this Level II information fed into a spreadsheet or something?

Your programs I am guessing are made to be holding for a very short period of time (black boxes)? Is that what black boxes mainly implies? Something like the roll of a liquidity provider? Thanks

I am sure there are other feelings as well on the subject, although I do not think this is "it" for gold. I think the trend is your friend in this instance and there may be a great buying opportunity at around 900 +/- on gold We will see I guess

Interesting How did you come about all this backdated info? When you are speaking market depth, you are speaking how many are available on just the bid and ask?.. I think this would be interesting for something like the ES where you can see 5 deep on both sides (unless its more now)

Well looks like we are back to 50 RSI on GLD. Every other time in this rally this has been the rebound point - should be an interesting rest of the week, if it breaks 50 (RSI) I am guessing we see the 50 Day MA next late this week or next, and if I am as excellent as I believe I am (don't...

You think we break through 72 on the dxy? That is bold - although you could be right

http://www.sierrachart.com/userimages/upload_2/1260056311_56_UploadImage.png

That is true - I should have used a LOG chart to make this - I will run that and check inconsistencies