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Big money moves markets. Where would big money get any yield besides stock market?

I remember a podcast with Larry Williams where his trend trading had 30% win rate. He seemed to do alright for himself. Most people would stick to the plan better if they had a high win.

Didn’t even know people could follow time and sales. I turned on a time and sales in Amibroker once with IQFeed for Appl and Spy. My head wanted to explode at the info scrolling by. Even with actual trades turned on instead of NBBO changed it was an absurd amount of data.

If I was tackling the problem I’d first build a sample of large gaps and try and measure the move from previous day close to the peak before it came back. St dev or ATR of past 20 days give you an idea of the average move up. If theirs a pattern start there. Another idea is time of day...

How much change we talking about? Data does get corrected and with darkpools reporting trades late as they can, not uncommon.

The hard part is when are you wrong? Theirs huge volatility on a big gap up. Either it runs away from your or you get chopped up with stops being hit. Just my hypothesis.

Here’s an idea. Take a bunch of historical intraday charts with gaps. Make a rule set, see what results are. If it’s profitable. Try it with small size and compare historical results to live results. Sounds like a good way to go broke myself. You’ll keep scaling in and be at full position just...

Yes it should. Beautiful thing about futures is theirs one exchange for each product so theirs no transparency between where your orders going. Now laggy data feeds and order tickets is a possible issue never used ToS to trade.

Algorithm could detect your a legitimate buy order at the limit and just keep walking up. You’ll see mm algos hit your bid for a share or some odd lot just to make sure your real. Detect your orders real, they have the beautiful access of darkpools and buying retail orders and just lean on...

Fills in futures markets..... never heard that before. Beauty of futures exchange is their one exchange, none of this 13 exchange/100 darkpool crap. This word “fills” I feel is so old, from the days when you called your broker to place an order and waited for confirmation. Can you give an...

If your thinking of HFT as the ones that print money everyday making markets and arbitrage, the problem is it’s not scalable and more funds isn’t the issue, the battle for nano seconds is the issue. For a hedge fund you’d have to be an accredit investor...

https://interactivebrokers.com/en/index.php?f=1590&p=stocks1

I mean the commissions saved while you lose control of account for a day is horrible trade off. But seems theirs huge demand for long term buy and hold retailers to just index themselves and dodge the world of mutual funds.

Don’t know about IQFeeds API. In Amibroker I always had NBBO reflect in real-time but the plug in for Amibroker only recorded NBBO for historical use on a trade. Historical data like tick only offers NBBO at a trade, not every change in between (huge amount of data if it did). Their intraday...

Ones an index, ones a futures contract. Difference is because of dividends and cost of carry. Theirs really no reason the ES has to track the index. Arbitrage opportunity between the underlying stocks and the futures contract only reason it will track...

What condenscending comments?

Your going to get the same fills give or take a couple pennies every broker. Their might be some slightly better prices in some darkpool but lit exchange is the lit exchanges. 125k winner and 175k losers is not knowing how to trade. That’s slowly bleeding out.

Secretive world. Give flash boys or darkpools a read. About as much as you’ll find out about it. Even the big banks don’t really understand how their orders get wrapped around darkpools and the exchanges. Theirs more order types that no retail has easy access too. Your competing in a highly...

Saw this referenced on Amibroker forum. Looked it up and might have to tinker with it this weekend. Sure many users here could possibly get good use of it in speeding up daily setup. Easy to get a software to tile and remember but those with large monitors and multiple applications could...

Eric Hundsader I’ve listened to on chatwithtraders and a couple documentaries on flash crash/black boxes from vpro I think it is. As far as he’s talked, the ticker plant, software and API are his creation and his business. He uses DTN network to get it out and handle the subscription side of...