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fearless, My wife often refers to me as a rat - but i'm not sure it is my cunning that she has in mind. rgds

5P, What do you mean nice! I promise not to let it happen again. Thanks for the charts - most informative. All the best, bolter

jl12, Indicator of what jl? Gotta think about what the data is telling you. If they just loaded the boat and then the market turns around what do you think is going to happen, and how can you take advantage of it? bolter

5P, Thank you for that. Can you post one of your fancy charts to demonstrate the "delta shift" concept? Much appreciated, bolter

5P, Good to hear. As the originator of the "delta shift" concept could you find 5 minutes to describe it for us? It's a very novel and interesting approach and I'm sure we'd all gain something from it. Thanks and regards, bolter

Here's my thoughts on MD divergnces .... There is problem inferring divergences on a time series of discrete values that is not smoothed/averaged in some fashion - IMHO. Traditional volume divergences are a great example of this. However, the VB has a far greater dispersion of values...

MK, MK you know my views on this - but since nobody else is chiming in - I'll state them again in order to perhaps draw some debate. You cannot use delta FOR entries. And similarly there is NO trigger to be found. A footprint chart is an excellet tool for helping you fine tune (and by...

dcraig, You won't get one from me. If you have a decent trading system/method MD can add significant value in terms of timing entries/exits. However, it is no substitute for a system/method. Having said that I imagine that in certain markets a skilled scalper could just trade from MD...

hi pitbull, I'm happy for this thread to take any course that is constructive, particularly if involves some original ideas (eg: VWAP bands). So knock yourselves out. Besides I have very little time to post at the moment. The best laid plans of mice and men ..... Regards, bolter

dcraig, I like the VWAP bands - great idea. Definitely worthy of further investigation. Nice work. bolter

cj, Do me a favour if you will so kind - please post your Guppy Line chart for todays entire session. Thanks, bolter

cj, I've seen you mention the Guppy line previously and it piqued my interest. Primarily because it's originator (presumably Darryl) hails from my own native Oz. I believe he lives, or used to, in Darwin. Now there's place to visit. I used to wonder why they would name a city after the man who...

Trend following funds traditionally deliver strong returns in Nov & Dec. The first 7 trading days of this month have been the best start we've had this year, although April 06 was close. And our strategy is fairly indicative. All the best, bolter

Eric, A quick eyeball will give you a rough idea of how normal they are. Or, as I suggested skew and kurtosis will help. If you are using targets and/or stops fat tails shouldn't really be an issue - but it is wise to check. You could also do a rough non-parametric VaR. That is, sort your...

EFP = Exchange for Physical http://www.cme.com/trading/prd/ag/res/exchange3329.html

dcraig, Obviously the currency futures markets do only a tiny fraction of the volume that goes through the cash market - even the majors. The cross-rates - forget it. Arbing ensures the futures pricss never get too far out of line, but anybody who has studied these markets with Market Delta or...

A market exists for one reason and one reason alone - to facilitate trade. And, generally, markets that are more efficient at facilitating trade attract more participants/business. That is, they are more successful. In order to efficiently faciltate trade the market (ie: prices) must...

Found it: http://www.elitetrader.com/vb/showthread.php?s=&threadid=77743

fearless, Whister mentioned the same idea of measuring pre-market volume to get a heads-up on what's in store. It's an excellent idea, and top of my pre-market checklist. In fact there was a thread on this very subject a while back where someone presented some really interesting ideas on how...

Here's a chart to demonstrate my last post - delta (net volume) versus raw volume. This is today action on the Bund.