Search results

There will be a big difference if u use snapshot data. The reason i have to write my own code is because i dont want to use IB's snapshot data. I used to have marketdelta, but it is kind of not accurate.

Here is what a mean. If u bought the breakout back above 0 on the day's delta today, u would have stayed long till the close. There is never a time the delta dip below 0 again after 1200

Do u take profit until the day's delta brake the trend? I am wondering right now since there is probably only 1 to 2 real trend for the day, i am thinking i should stay long or short until the net delta trend for the day is broken.

I like to use bar because it shows the total volume as well. See how the breakout at around 12 has the biggest net positive delta of the day as well as highest volume of the day? That's why i put a horizontal line there and that bar's low would become a good reference pt as we move forward...

Mine UpDn tick is pretty close, wouldnt u think so? 5Pillar?

That is only if u only have 1 price trading. As long as both the bid and ask printed at some point, the up down vol should reflect the price traded at the bid or ask pretty good. Of course, if u have only higher and higher bid keeps getting hit, than it would make a big difference. I dont...

and oh! one more thing. Why are u trading the night session? It is so slow, that wouldnt it bored u to death? I stayed up for one night session half a year ago because clearport doesnt allow stop order back then. It's like watching paint dry.

I agree with the necessity. But necessary Item at what price? Remember how yahoo was trading at 5 zillion time P/E, when all the wall street elites was saying internet was the future? That being said, I still believe we will eventually see 100, but the market will shake out almost everybody...

Yup! Look at gold Still see no sign of buyers yet.

I am testing it on the slow overnight market right now. I dont see that big of a difference watching the Bid/offer and the UpDn tick. I know they are different in a sense they are apple and oranges. But if they yield the same result. Who cares? Is there any way Trevor from marketdelta can...

ETFs are such a rip off. Espesically the ETFs like euro currencies. Why the hell would u want to pay a management fee when u can buy the same thing on CME? It's not like the fund manager is going to do a better job in managing the downside on the euros.

Oh, i am from HK. So no tax either way.

Here u go: Investors considering purchasing the oil ETF should tread lightly, warns Bianco Research in a Monday note. The research group points out that, according to the fund's prospectus, the average daily change in the ETF's net asset value for any period of 30 straight valuation days comes...

Bank of China

The time and sales is dead wrong. Instead of ten one lot when running through stops, it shows one ten lots. That's a big problem when u want to see whether the little guys are getting squeezed out

Here is the only difference i can think of say we are .25 bid at .50 offer on the minis where .50 is taken and now we are .50 at .75 and .75 never traded, and the .50 keeps getting hit. It wouldnt make a big difference for the delta and the UpDn Volume, because the .50 bid cant be...

Logically they are the same. I still dont see the difference. Please tell me a situation where they are different. Let say we are open at 10 bid on 200, 50 at 20 1st trade: 10 lots at 20 traded - MD: +10, UpVolume: 10 2nd trade: 40 lots at 20 traded - MD: +40, UpVolume: 40 Now we...

What's the difference between taking the offer and having an up volume. Conversely, having a dn volume and hitting the bid? I love marketdelta, but IB's snapshot data just doesnt make the delta accurate enough. So, i want to replace it a little bit with UpDn tick data. Is having an up volume...

Lower open tomorrow. Pretty good rejection at the close.

I dont think the tick chart u see is accurate. Within 0.2 seconds, there might be 5 trades (like running through stops or something), but it only show one trade because IB's data is not tick by tick.