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The last post on this subject was in March 2003 IB has changed a lot now. Is scalping easier now on IB?

rdemyan if you dont mindplease tell no of contracts. thanks

I tried a scalping strategy using ZeroLineTrader as the simulator, I too use IB, I was going for 0.25 to 0.5 points on ES mini, I discovered the strategy didn't work as well as I though it would, but do the comments on this thread imply that if I had somehow a top notch setup, using some...

Thanks Skdoyle1 for the great links you have given in your post I will be reading them and be more educated. I am happy to say all of you are very helpful on this thread.

I've been trying to read through the various links and I know there is a lot to get through, but would anyone be able to summarise how to use volume intraday for YM, and specifiy the time interval. I suppose what I am asking is what are the main rules that connect price and volume so that you...

I had said in my earlier post that commission was 2.40 each leg. That was a mistake, the commission with IB is only $1 per leg. Is there a difference in BOX and Iron codor. Looked few textbooks but could not find the answer. Explanation much appreciated. Thanks

Thanks optioncoach for the explanation. Little knowledge is not good. Thanks it is only one contract. I assumed that only one spread call or put can go wrong so the margin would be the higher of the two. Next time I hope I will do the right thing. Thanks

I have now also done a credit spread on the call side, SPX at 1241.48 Oct 1300 call 0.70/1.00 1350 call 0.10/0.30 I got net credit of 0.60 I thought no margin would be required. but I have paid extra 2700 GBP. I donot understand this. Please explain Thanks

Thanks optioncoach for your reply. The month is Oct.The trade was with IB. I also wanted to learn how to do combination strategy with IB. I think the commission is 2.40 per leg. I have enough margin to do 10-20 contacts but I was testing how everything will come out. I am looking forward...

I normally do naked puts but after reading this thread I wanted to do a credit spread . SPX was about 1240.82 put at 1150 was 1.90/2.15 put at 1115 was 1.05/1.25 I got 1 contract fill at net credit of 0.80. Please tell me how I could have done better. Comments much appreciated...

Thanks

Hi Stalker, Thanks for the reply, but I just can't seem to find this thread, could you perhaps post a link? Thanks

Thanks, been reading through the first thread and the author of the thread would like to keep it to stocks and eod trading. I would specifically like to know what people think of using volume intraday for YM , S&P etc, perhaps they could post a chart?

I know there is another thread on volume which I am trying to read through, but is intraday volume for YM (or any index for that matter, not stocks) at all important, or is price more reliable? Could someone post an intraday index chart and mark on it how they use volume? Thanks

Optioncoach Thanks for your reply. It is nice of you that you answer all the querries. I would like to try credit spread. Have you considered any other instrument other than spx. I would like to try something with lower value per point. I was thinking of YM. Your comments much appreciated...

Is intraday volume important in deciding when to trade or is price more reliable? Could someone post an intraday chart of YM or S&P showing how they use volume to buy and sell? What are the things to look for in intraday volume in terms of volume and price relationships? Many Thanks

Thanks I am trading intraday and trying to go for longer moves, not trying to scalp a few points on a 100 trades or something similar, so in this scenario learning about Market microstructure would be less important ?

Thankyou for the replies In general terms how is it important for automated trading ? Do you mean scalping and hundreds of trades a day, or large number of contracts ? Many Thanks

So not useful to applying intraday trading, is it academic theoretical stuff? But what is it, could you please provide a definition or summary ?

Hello I've beed reading about something called Market microstructure on these boards, I know there are some books on the subject but can someone please offer a summary of what Market microstructure is about? What does it measure ? I trade YM intraday, is Market microstructure helpful for...