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    price action trend detection with no lag or repaint

    Now we call be winners. THANKSYOU.
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    New market making algo in action

    All your comments are just so funny. Hope to trade against your algos in da mkt. hahaa.
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    Market Order

    I don't trade AMEX... Generally you can use a limit order but add on a few cents / ticks so your bid is above the offer. This way you'll get filled at the offer most of the time but they'll also be some protection against a very bad fill because your "limit" is there.
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    Weird stuff

    Lead Market Maker. Usually there's more than one quoting any given market.
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    Markets perception of events - risk

    I appreciate your answer, Thanks.
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    Markets perception of events - risk

    I disagree. The market is you, me and every other participant -bidding, offering, or taking liquidity. Further... In a fast semi-illiquid market as I described in my first post; what happens at key levels define value and thus the levels that we compete at. I mean offered at 10006 in...
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    Markets perception of events - risk

    The market trades at 10000 and you agree that this is fair value. Then you see it bid at 10001 and 10002 gets hit on the offer. It's quickly bid at 10004 and then 10005's trade in size. The offers at 5 and 6 vanish ...but 5 isn't bid. I want to sell. I don't want to hit the bid at 4...
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    Weird stuff

    ICE in control atm although it was so blatant in WTI a few weeks ago I think they must have been asked to tone it down somewhat. Hey CME; instead of rewarding LMM'ers with such advantages... Why not make it a bit cheaper for retail to trade, huh? CL contract is just used as a risk disposal...
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    What are the rules of your trading system?

    I think it's true to a certain extent. For example; some systems use particle filters and try to catch only small -badly priced- market orders. I think the relationship between price/volume also depends upon volatility/availability of hedges also.
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    hmm.no edges in the markets

    If everyone got smart and used these methods then there'd be some good money to be had from being dumb.
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    hmm.no edges in the markets

    Edge? Algorithms have the edge. They are blunting every market and are providing very good liquidity at the margin. It's a shame that most on here are still scratching their head trying to get the edge. Fact is that bots already have limit orders at these prices, based on some complicated...
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    What are the rules of your trading system?

    So you're saying that volume is the independent variable that leads price ?
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    What are the rules of your trading system?

    Sir; Let's say that we can value a security at its last traded price of "v". No one wants to quote this price but there is a two sided market either side. Say, a possible next trade occurrence at v+1 or v-1 has re-priced the market. Further; that after either a +1 or -1 trade...
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    Brokers with their own Bank?

    Macquarie, ABN AMRO, JPM... Take your pick !
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    Using a hedge instead of a stop

    Good thread and thanks to all posters. The best way forward for newbies (3< years full time screen time) is to get as many outright trades done as possible, on something that has decent volatility, like the aussie$. All you need is a 5min chart for your intra-day entry and a separate...
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    ZH article - redenomination risk

    Redenomination would imply the introduction of a "New Euro". Your "Old Euros", whilst still a fully legal form of exchange, be worth a 10th, 100th etc of the new unit.
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    how to quantify SPY bar ?

    Did you you try the software from sierrachart ? or perhaps Multicharts ? ( http://www.elitetrader.com/vb/showthread.php?threadid=263988 )
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    ping IB server

    You cannot know the path from the remote server to yourself; unless you can get someone at the remote end to ping you. When you do traceroute; you are only finding out the route from yourself to the remote server. I think it was You on another message board, regarding ping times from...
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