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Let me explain my workspace layout that appears on page 2 of this thread. Starting from the top left hand corner and going clockwise, I have the following charts: 1. Standard 60 minute candle chart. 2. Volume candle chart. 3. 5 min candle chart – this is my main chart. 4. 100 tick...

Discussion about pivots however belongs elsewhere. Thanks to kiwi for wading in with his usual aplomb.

Hi Pitbull, Absolutely discussion about T&S is relevant for this thread. I'll post some thoughts on this subject next week. But if you have some specific question be my guest. All the best.

mokwit, Every exchange uses different matching software, and it appears to me that some exchanges use different software for different markets (eg: Dax vs Eurostoxx - both on Eurex). The is due in part to the spate of global exhange integrations. Of course different software means...

ntk, Perhaps the impact of arbing is best understood by thinking about a really thin contract that has a cash market. Let say 90 trades in the future. The spot market ticks up to 91, then 92, then 95. No trades in the future since 90. The spot market moves up to 96, then 97. So if you...

I'm going to repost something from an older thread which I feel is relevant .... There are several things that I've observed that impact how useful delta is on a particular market. 1. If the futures market is subordinate to the cash market and there is sufficient liquidty for arbs to be...

Subq, Very astute observations. This is exactly the sort of dialogue I hoped this thread would eilicit. Here’s an chart example of what you mean: There’s two things to look at here. Firstly, the footprints. You can the see the market was in an uptrend until 2:27 with significant...

I’m going to have post things is a piecemeal fashion in order to minimise impact on my trading. So apologies in advance. Here's a screen print of my MD workspace. I'll describe each of the charts in my next post and then talk about the Market Delta specific stuff. cheers, bolter

ticktrade, Will be great if you can add to our pool of ideas as the thread develops. And I'm sure 5P will be offering his thoughts in the form of limited, focused, relevant and non-redundant posts [Hint!]. bolter

newbie, You raise a good point. Given that so many people struggled with making sense of T&S all these years you'd have to ask yourself the question why didn't somebody think of this sooner. It's such a no-brainer. I think the answer to that question is - they did but it has only recently...

Here's my thread.... http://www.elitetrader.com/vb/showthread.php?threadid=78980 bolter

I promised to start a thread on how I’m using Market Delta. I’m rather hoping some other competent MD users will pitch in and we can kick around some ideas. Market Delta as a tool hasn’t been around very long, and indeed only several months in the Investor/RT guise, so I think we’re all...

The new thread I promised will have to wait a few more days I'm afraid. Too much on my plate right at the moment. bolter

vigal, I think it is widely acknowleged that IB data is not real tick data. It might be ok for approximations of T&S (at best) but certainly not a serious tick applications such as MD/MP in I/RT. Ultimately in this life you get what you pay for I'm afraid. bolter

commanderco, Don Jones at Cisco Futures, who has done more reserach than anybody on the planet in terms of MP, suggests that over time term value as defined by price and value as defined by volume converge. Now that I have a tool that can produce longer term composite profiles (price and...

Ok guys - I'll kick something off on Monday. Look out for the thread. bolter

After 17 pages this thread hasn't lived up to it's promise- there have been precious few Market Delta strategies actually presented. 5Pillars has demonstrated his "delta shift", which is a good one, but not much else. xxxskier had some very perceptive comments (as he usually does), but clearly...

5Pillars, It's a nice gesture to share your steups with others, and we all know by now you're are a big supporter of market delta. However, I think perpetually bombarding threads on ET with you're idealized trades is misleading and irresponsible. I've looked at your posts and your setups...

At the risk of appearing to be a complete dick - the Footprint problem was actually a parameter setting. Dooooooooh! If you want deltas consistent with the old platform ensure the "Breakdown by" is set to Bid vs Ask and NOT Up vs Down Ticks in your Footprint charts. I am recanting my earlier...

Chad is doing a great job getting the delta inconsistencies resolved. The Volume Breakdown now agrees with the numbers from the old platform. He's now looking at the footprints as we speak. Hopefully we'll have this sorted in the next day or two. Full credit to Chad for his excellent...