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I just realized that I have inadvertently become a seeker and a student of the 'Market Profile', the term was first used by Steidlmayer. I programmed the real time histogram based on the intuition that useful information should be buried in price/volume relationship; and the histogram over time...

5Pillars, I am not 100% sure what you mean by market delta that you speak so often of. Is this a generic term that covers a whole range of indicators? I am assuming at least one of them it's the difference between the traded volume on the bid vs ask? This past Wednesday(7/19) in the...

here is what I am thinking: Over a longer period of time, > 10 trading days (just a random guess), the distribution of the price/volume histogram should resemble a gaussian profile. Any deviation from that profile should get adjusted eventually. This means I need to consider trading on a...

I remember a saying, "Gaps are all filled eventually". The context is for market opening price gap. I think that concept might apply for volume histogram. At 12noon, the gap at 1252 is filled somewhat. Now I just need more data to verify that theory.

I think there is a correlation that I noticed. The gap at 1252 today (7-21-2006 10am), corresponds to yesterdays' low. How to trade this finding is another story...

No problem at all today. Well...

5Pillars, That's a very interesting idea, but definitely worth a try. It might take me a week or so to code, but I think I can do it. Thank you.

Traden, Thank you for the useful comments. Stacking up the 0 to 5 min plots will help visualizing the movement of the price, as the X-axis of the charts have the same limits now. The distribution of the volume of the 5 minute window is indicated by the red line, and the 15 minute window, the...

I am in the process of learning how to day-trade the ES. I am using Matlab with IB's datafeed to look at the data in different ways in real time. The very first tool I designed is the real time histogram plots of the traded volume, updates every 5 seconds, at different time frames, < 1, 1, 3...

Battle, How did your ISP screw up the connection? I am still having the same problem more or less up to now. The datafeed has been alive all day long, it's just the IB to TWS connection.

This is what I am getting today. I never noticed so many lost connections before today. The datafeed has never stopped working during the lost connections. But my concern is that I can't place or cancel orders when the connectivity between IB and TWS is lost. Am I the only one with this...

Hi Dan, Do you know how the eSignal generates the prediction for the price movement for the rest of the day? what are the basis for the model? Or if anyone can shed some light on how to compute such a prediction. Thank you. Harry

I was able to log in on my first computer around 9:10am, the second one at 9:14am can't log in until 9:20am. -h

My friend is looking for a trading firm that can offer him H1 visa so he can continue to trade in the US. He has been trading though Etrade Professional and has been doing well for about 1 year. He will pay for the cost of getting the visa. Does anyone know if this can be done through a prop...

The instruction from http://www.fairmark.com/traders/mtmelec1.htm states the election is made by attaching the statement to the tax return. I have already filed the return electronically and it's been accepted by the IRS. Are there other ways to declare the M2M status? I hope I have not missed...

Polee, I heard Taiwan govt does not charge tax on profits from the US stock market. For example, if you are not an US citizen or legal resident, and you reside in Taiwan, and trade US stocks through IB, you don't pay tax to the US nor the TW govt. Yes, there is a transaction charge if you...

I remember mksummny posted that he does get rebates from trading LU. This does not mean he does not scalp at the same time. Just want to point out that a portion of his profit on LU is from rebates. mksummny is an exceptional trader in any case.

traderstatus, Thank you for the post. It is very informative. Yes, my naive thinking was that trade records or trade matching does not have to be reported to the IRS with the M2M status. Although using software like Quicken to report trade records was not too painful, I was not pleased...

I have obtained quotes from $0 to $250 a month on the Laser platform. The quotes are from phoning people working for Genesis, I assume sales rep, not traders with Genesis. So what do you as a trader pay for the platform? Please PM me if it can't be openly disclosed. Thank you. -harry

The real issue is that, as a retail trader, I have to report literally thousands of trades to IRS every year even if I had a loss. That was a dreadful experience....