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OK, I am seeing a couple of things on DAX with IB that concern me. DAX is pretty thin so should have no problem keeping up. Every now and then I get a tick with 100's if not 1000+ contracts. This is like getting 1000 on ER are YM it hapens a few times a day. I guess it must be due to...

Hi Jack, I wondered how much 'confirmation' you need before a reverse. I know you look at a hole bunch of stuff (Stretch/squeeze, DOm, a couple of squigly lines et.c) but in order to phrase the question I'll stick to PV. Lets assume that you are in a place where a reverse might be...

Thanks Martin, Finding my way round slowly....ironicaly I used to be a software engineer many years ago. The whole environment takes getting used too for us old timers. Of course nowadays its just a case of learning 5000 odd API calls and passing the correct parameters. I prefer the old way...

A question for Bill if he's still around. When you are using ACV for simple scalps you mentioned you tend to shoot for a couple of ticks. What do you go with for stops? I would imagine the same it seems like it will go for you straight away if its going too. Thanks for clarifying how you are...

Martin, Thanks very much for sharing all this. If you read the IB blurb it suggests that they have a sample spreadsheet with ActiveX controls. Seesm that isn't the case, when you download the API it still installs an old DDE spreadheet. Maybe I was too blind to find it. I am always banging...

Ahh Ok originaly you asked about upticks/downticks rather than upvol downvol. They are still different just because a trade is on the ask dosent mean that the last tick was an uptick. If price is at X and X is sometimes on the bid and sometimes on the ask (i.e. bid and ask are moving...

Hi DC, Nice charts. How are you calculating order book delta? It looks like you are 'normalising' it from 0-1? I guess you prefer that to leaving it 'open ended'. Dont you loose the big extremes like that? EDIT: I agree with you about IB data. Its a simple choice do you want a 'full'...

Im not getting a link there amni? Still unsure what they mean by covers currencies. Isn't it currency we have on deposit? I was thinking take an unleveraged position in something like the spyders or DJIA to ensure your money is swept into the insured account. maybe make a little on the side too...

Feb (or anyone else), Maybe I'm being dense but the only sample spreadsheet i can find on is for getting data in is via DDE. Could someone point me in the right direction for ActiveX? All I want is to open a connection and use getmarketdata and the aformationed controls to get data...

Thanks, I'll have a play with this a bit later (providing the pub dosent take too heavy a toll!). Should be easy to see what's going on while things are slow. Cheers, Nick.

DC very interesting thank you for sharing! I have emailed you as I wanted to ask a couple of things that aren't apropriate to the thread. Hope you don't mind. Cheers, Nick.

Hehe I always liked the word "anticipate", however there seems to be a variety of definitions there. Perhaps "expect" is better. The more important bit is to have a couple of senarios and use TA to monitor which one is playng out. For example we might anticipate/expect/assume support to be...

Hi Martin, Are you taking quotes in to excel in real time and then using your code to timestamp them and shift them down a row? Or more likely have I got hold of the wrong end of the stick? If it is time stamping and ahifting that would be very neat. Cheers, Nick.

You know I was just checking this as I have rather more in my IB account than I'm prepared to loose righ now. "Futures, options on futures, and single stock futures are not covered, but available cash will be swept from your futures account to your securities account periodically to take...

Do good traders loose millions and millions over and over again? Extraordinary man and he clearly had some remarkable market skills. It seems equally clear what some of his defficiencies where. Cheers, Nick..

Some intresting replies guess people have time to think weekends :-) To make any sense of the question It would help to define what "TA" is and what does "works" mean. Is quantative analysis a sub set of TA for example? Surfer mentions order flow, is the analysis of orders and order book TA...

I used to watch the two main MP lines and it was clear that lots of others did too, cant remember what the instrument was, probably ES. You've got me to thinking. I rekon if you looked at these + floor pivots and the fibs from yesterdays range you would have a handful of lines that would all...

An Uptick is a higher tick a Downtick is a lower tick. A side tick is the same as the last one (though it is usually asigned to be the same as the last directional tick recieved). Market Delta looks at volume @ bid and volume @ ask. The fomer is assigned a negative value the latter a...

Some of the most rigerous work on this sort of stuff was done by Dunnigan (look for his books Gains in Grains and The One Way Formula). The one way formula describes his research to develop a method for trading any instrument based on price action alone. Not sure whether he was pre or post...

Mind you dont, some exchanges (Globex for example) aggregate ? Cheers, Nick P.S. I was filled by IB 5 ticks higher than the highest print I got from TWS today on DAX (Eurex who I think does not aggregate). That was wierd.