Search results

In futures, there are inter market spreads (two different markets, e.g. ES/YM). Examples are buying one index and selling another, or like buy CL sell NG. The index spreads are heavily traded and you can leverage them up much more (gross exposure) than outrights using SPAN margin. Go to the CME...

AFAIK, the problem is with the ability to choose candles, bar, or line. The comparison study can do this, but I don't know how to make a new comparison study that will allow you to specify those attributes for another data series using the plot command. I don't think you can. You can still...

Just make a new study and put this in the source code. input symbol = "/ES"; plot cmp = close(symbol); Then you can do anything you want to the data series using thinkScript.

I meant mob as in angry mob. Something like this. It's fueled by hatred for Wall Street. It really is a burn the witch type thing with this drive for a transactions tax.

This push for a transactions tax is like a modern day witch hunt. The mob could care less if the numbers make sense. They are out for blood.

Tax deductible.

Hey, I only mention it because it's useful for trading spread and outright. I know you love NQ. Well did you know the ES/YM spread is a synthetic index that tracks the nasdaq? That chart is from today. No cherry picking. It works all the time.

Actually, it's the open that matters. Traders trade, and the NYSE open is the big leagues. Asset managers have to consider everything, not just the close. It's definitely important, but for different reasons.

Yes. They do, and as was said earlier, pros use futures spreads extensively. Speculators use them for both mean reversion and trend trading. Spreading instruments will affect the mean reversion and trending behaviors. There is an entire world of trading going on behind the scenes and between...

Ha. To a mathematician any thing in the last 100 years is 'new' so you need to put it into the right context McGinnish. Differencing is pretty fucking useful for trading off internals, mm spreads, or intermarket spreads/momentum. It's a convenient way to to use the relevant datas in an...

I don't know. The guy has some good comments from a long time ago. He's not here anymore. I can't find one of the better ones that I remember and his profile is deleted. Here's an example of one of his good posts. Another ET great was Martinghoul. I liked his comments.

Besides learning everything you can from guys like sle, bone, maverick74, destreiro, puffygums, and some of the other legends of ET, you can read books. Financial mathematics books are good. Any knowledge you can get about microstructure, market making, and the players in the market (banks...

It's the assumptions about variance that I don't like in all of these models. I don't price options and I don't really care about that. But assuming variance of something like VIX or SPX or any financial time series is stochastic is math speak for assuming it has a stable distribution. I...

Trying to get the front month VIX futures API data steam. I'm getting data but it's not what TWS is showing for the VIX Sep16'20 instrument. When I use the local symbol VXTU0 the data isn't right. (VXU0 isn't working either) Anybody now what to use instead? [RESOLVED] Had the wrong...

I finally figured out what Des has been trying to teach us. This guy is a genius. I said something that made him block/ignore my ET username so I will just have to quote him indirectly. If you guys could comment and thank him for me I would appreciate it. (this is what I think it means) Use...

If you mean options, then no, I don't. I only trade rate and index futures, so any hedging is gonna be via either calendar or intermarket spreads, or with the deliverable. The calendars don't really interest me, and I would get no margin credit for any hedging performed with the underlying under...

I don't have premium, but this site is good even without it. Quotes, analysis, and news for free.

Richard Wyckoff https://school.stockcharts.com/doku.php?id=market_analysis:the_wyckoff_method

I love the EXCEL API for TWS to stream DDE, it's awesome.

I use ToS for supplemental charting, but I'm really considering adding E-signal classic as well. This is some bullshit.