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Haven't defined "top" yet. I don't suppose there'd be any use in asking for a definition of "buy" volume....?

Thank you for elevating this, Chubbly. It is not a trivial matter, when it pinches us like it does. This does not need to be a "secret" -- IB could easily publish *exact* protocols for this and other duration rules that they've encoded, rather than having their customer base ferret it out. (And...

Look for a webinar from IB. They tend to be solid.

Sorry. Not much help in that direction.

Get thee to IB's webinar page, hit the API tab, and have a look around. There is also a new, IB sanctioned Python wrap of C++ (POSIX) on which there is a webinar and Youtube vids, in case it's not obvious. As well, there is an R wrapper (Java?) and a popular IBPy (Java) wrappers out there.

In increasing likelihood, I'd go with: A long red candle body, A long top-side wick with a red candle body, A long top-side wick with a green candle body.... An inverted doji (no candle body, open and close are ≈ same). Ewww. Did I just write "doji"?? Eeeks.

Sig, you've got an entire thread as to why. That said, I'd be interested in the reply "straight from the horse's mouth."

In what language do you code?

What have you tried? What have you liked, not liked?

Nope -- you weren't missing anything: no real magic to the much-hyped candlesticks. 1) Candles only represent 4 trades in whatever time period is defined for them. In their development (some 4 centuries back), the candle break (an overnight) was meaningful. We violate that (all the time!!!) at...

Awwww. Cut to shreds by Occam's Razor.

Pooh. "Doing size" means anything large enough to justify a Chicago seat -- and any number of individual traders *could* choose to do that. But there are other costs that come with that -- *fixed* costs, that would benefit from further business (read: "non-individual") development. So? But at...

This sentence needs some serious help.

I know there's a full sentence in there, waiting for an English translator...... But to remind everyone of the context: 1) Unless you define "top" this is a useless discussion. 2) "200dma" is a reference to a calculation; it does not define a top. Put the phone down, and write a full sentence...

"IB now charges 53% more margin for ES than the exchange & other brokers. ES overnight exchange margin = $5,225, IB's = $7,969.78! LOL." You can guess why. I mean, I know they make money and all, but *Jeez* if I were them (and were thinking about 98% of ES traders), I'd be shaking in my boots...

Outside RTH trading is trading in thin markets, and it's always hard to generalize about trading thin markets, except to note that any errant behavior tends to be *bigly* errant. That said, as you note, if you're content (let's say) with $80, then you're good to go! If it opened at $83.50 after...

"Hel-looooo," she said. She waved her hand into and out of his gaze. He remained transfixed, his eyes a'pooled in wonder, a bit of drool beginning from his slack jaw. "HEY!" she yelled this time, attempting to break the spell. He straightened slightly, and gave enough of an inhale to suck up...

Two additional thoughts: 1) capital efficiency generally favors shorter legs, *but* 2) longer legs allow you to get further away from the flame, reducing your delta and 2*delta exposure, thus (likely) reducing your costs-of-roll. 3) big difference between holding-to-expire and...

Not familiar with Amibroker (besides their ET ads) but, re matrices in general: Very big in arrays of data -- dealing with seeking parameters of movement in that array. (Think: "multivariate regression") Also, in any sort of cohort analysis (actuarial/insurance data): Take any probabilistic...

"...Seriously misled..."?? I don't get it. For good or ill, this is a new engagement. It gains a big "Yeah?" I've really begun to hate this phrase but, how is this not "fake news"??