Search results

I forgot to add that UB is doing sub-second. On mine I've found the best results from using ticks instead of volume and 5 seconds. My hope is that by sharing the code for this others will be able to contribute, either in ideas (like you've done) or in code. And it'll be a learning...

Hey AMT, thanks for participating in my thread and thank you for sharing your ideas on this. The current limitation for me is Ninjatrader timestamps to 1 second. So going subsecond is a lot more difficult and would work realtime only. But I'm going to continue investigating this. When I...

Another, this is from earlier friday, after the open. I had to recreate my workspace on Friday and my DOM wasn't set up right. It kept closing my 2nd target when I closed the first. Really messed me up so if it looks like I got out too soon that's why. Took me several trades to figure it...

Here is one from friday.

It cannot "work" or "not work" any more than volume, price, or any other data source. It does not tell you what to do. It simply gives you information that you must then interpret in context and in conjunction with your other data and then make a trading decision (which could be to do nothing).

You can find the indicator with source code by googling "trade with the flow pace of tape". I keep it available in one place so I can update it as needed.

Just google Trade With The Flow or Pace of Tape and you'll find it available on my blog. I keep the latest version there so it's centralized.

To find my blog just google Trade With The Flow or Pace of Tape and you'll find it.

Hi Piezoe - I'm a professional software developer but I'm no good in math. I have some other ideas but I'm not sure how to do it. Sounds like you have some good ideas so maybe we can collaborate. I really find this indicator useful in my trading and I'm willing to invest time to try new ideas...

The image upload didn't go through, here it is.

I'd like to share something I've been working on. I'm using trade intensity to detect buying/selling exhaustion which often leads to reversals. The reversal can be a pause, a small pullback, or a full reversal. So this isn't something one can use mechanically but rather as an input into a...

I love the Ninjatrader DOM and ATMs. So I execute all trades through zen-fire.

After using IRT with zen-fire today to trade the dax, I confirm that the bid/ask data from Zen-fire is different than DTN's data. I'm unable to verify which feed is more accurate but I will trust claims made that DTN is the most accurate. For me it will be worth $266 (CME, Nymex, Eurex) to...

That's what I was thinking. So far my limit orders fired and a few filled. On the portfolio page it looks like my stop & target (limit) orders are active so I'll watch it closely just to make sure. I go on vacation for 2 weeks and I'd like to enter my orders in the morning and forget...

Is it possible to have a stop loss & target at a fixed percentage instead of in price? If my test today doesn't work then I'll give them a call. Thanks

For sync'ing my pc clock I use Dimension 4 a free utility and it syncs every minute. I don't know if it can be configured to use CME servers or not. What do you mean by "ticker plant" and "data runs"? I'm just looking at the bid/ask data during the trading session, comparing between...

I think I found it, I'm testing it out today: http://i50.tinypic.com/30rqwdt.jpg docs are here: http://www.interactivebrokers.com/en/software/tws/usersguidebook/configuretws/attached_orders_defaults.htm it's called "attached orders". they don't have an option for a target so I added...

I enter my limit orders before the open and I'm not always around to monitor them so I'd like to have a stop loss & target (limit) placed automatically once my limit is filled. Is this possible with IB?

I am not aware of not getting the MOC price. The only challenge for me is deciding that I want out 20 minutes before close and then not having a stop in place during that time. It has happened that I get stopped out and then the MOC executes. For this reason I don't really like it but I...

I have been running investor rt with transact data feed for a few weeks now and periodically I will reload the historical data from DTN market access. I have not noticed any significant different in the transact data & DTN. I'm talking about the bid/ask data. However, with the dax it's a...