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  1. M

    Why Is The Obvious Not So Obvious?

    Thanks, Jack. I used to think only people had visited you personally could "get it." Because I thought some of the information is not available on the internet. Working hard to "get it" especially identifying FTT.
  2. M

    Why Is The Obvious Not So Obvious?

    Hi Jack, Does it mean some of the crucial "information" or algorithms are not disclosed? Are there any hints for a struggling SCT learner like me to discover the missing piece of puzzle? Thanks and Regards
  3. M

    Why Is The Obvious Not So Obvious?

    Hi Jack, I am reading some of your old posts and I have some questions regarding the lissajous pattern ("Figure 8"). 1. I believe the lissajous pattern is for making entry/exit/reverse decisions, so it is useful for identifying FTT. Is it something you are still using, or is it...
  4. M

    questions on Hang Seng future (HSI)

    I am a native Cantonese speaker living in HK for more than 30 years . I can say the local people don't use GwaiLo as a racist phrase anymore. GwaiLo is an informal way to say western foreigners.
  5. M

    questions on Hang Seng future (HSI)

    I compared IB snapshot data with Reuters QuoteCenter snapshot data. I couldn't find any periodical huge volume spikes in QuoteCenter. If I am watching QC side by side with other local data provider (e.g. aastocks or Bank of China International), QC volume is almost identical to aastocks or BOCI...
  6. M

    questions on Hang Seng future (HSI)

    Just want to report another issue for HSI. I filed that issue around 2 years ago but the problem is still not fixed. I have written a program using IB API to log the snapshot data (reqMktData). If I take a look on the HSI snapshot data, sometimes, there are a lot of strange volume spikes...
  7. M

    questions on Hang Seng future (HSI)

    Hi def, The HSI simulator problem is easily reproducible by placing two market orders in a very short time. My observation is that: If there is only 1 contract in the best bid, and I place 1 MKT sell order. After the MKT order is filled, the whole bid order book occasionally...
  8. M

    Exact Science

    Thank you, Jack! I will run some test on the matrix vertically.
  9. M

    Exact Science

    Hi Jack, I couldn't find much information on that Volatility, Overlap vs Volume Pace matrix. The only way I interpret them is near FTT, bar volatility decrease and overlap increase, given a particular volume. i.e. bar volatility smaller than the mean in the Volatility matrix, bar overlap...
  10. M

    Exact Science

    Thanks, Jack. I will try to watch the T&S and see if I understand.
  11. M

    Exact Science

    Hi Jack, Can you elaborate on "5 times the market capacity"? I think this applies on both equities and futures, right? Thanks!
  12. M

    Exact Science

    Dear Jack, I am very interested in the reason why you are eliminating non-RTH and degapping. I also have a question on degapping. Let's say: 1. the instrument traded is an index futures and the previous day carry-over channel (the fractal used by Spydertrader) is a down channel. 2...
  13. M

    Best Country for Trading (Tax efficiency)

    I am a Hong Kong citizen. There is no need to pay tax on profit from trading any markets and any time frames. Also, there is no tax on stock dividends. But if you are American, I think you still need to pay US tax. My ex-colleague paid salary tax in Hong Kong and also US tax (double taxation...
  14. M

    IB: API problems placing first order of the day (sometimes)

    TWS 903 doesn't work with IBController. If you use TWS with IBController, please do not upgrade until the IBController author fix the problem. Apparently, IB fixed the problem by pre-create the API page.
  15. M

    IB: API problems placing first order of the day (sometimes)

    oh... how can they make this kind of mistakes? I have done programming on several UI programming frameworks/toolkits before. In order to have a reliable program, all these toolkits require UI related function calls be called in the main UI event loop thread.
  16. M

    IB: API problems placing first order of the day (sometimes)

    I encountered the same problem a few months ago on the following platform/software: 1. OS: Linux CentOS 5.4 2. Python 2.6.4 with IbPy 0.7.6-9.51 3. last few versions of TWS 4. java 6 update 14-18 I have a workaround for this problem: After my application connected to TWS, I call...
  17. M

    Shanghai real estate in HUGE HUGE HUGE bubble

    sorry... didn't read your posts thoroughly
  18. M

    Shanghai real estate in HUGE HUGE HUGE bubble

    There are some Mainland China based property developers listed in Hong Kong. If you think that is a bubble, you may short them. (AFAIK, IB launched the short selling of HK stocks service a few months ago). In 2007-2008, a lot of mainland china property developers dropped 80%. But... the most...
  19. M

    Bid Size and Ask Size...tradable?

    Hi Jack, I have read your post several times, I think I understand some of it. But I couldn't understand anything in the above paragraph, can you further explain it please? How sunrise or sunset is related to DOM? What are "relative minimums" and "relative maximums"? Thanks
  20. M

    How To Manage A Watch List

    Jack, Being a new learner of your SCT method, I am trying to collect all the documents you mentioned in your posts. I am not able to find the document "Putting the Pieces Together", can you email it to me? I have PM my email address to you. Thanks.
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