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Mmmmm, that's 2% down from the high (give-or-take) there, Fe-Chef.

Your description is unclear; your set-up seems short-term (non-investment) biased, and possibly going long at 'local' bottoms, and "adding to" these positions, unless it continues downward .3%-.5%. The thing is, if you've put on 3 positions, and the thing continues down another 0.3333%, your...

We are poised to drop 3%-4% in a flash, IMO. Nothing graphical or T/A magic, just a "Good News = Bad News" re the FED, plus geopolitical garbage/uncertainty. • Unemployment kissed 200k (this morning) • Durables @ 2% (this morning) • Major U.S. indices at ATHs. • earnings doing fine, fine, fine...

Your original post sought ideas/explanations about a relationship between bid/ask spreads and trade volume. You introduced "size" without defining it, so I'm unclear on the question.

:wtf: :D:D:D :rolleyes: (That cracked me up...) But to clarify, these 'thicker' tracks -- are they the whole set of your prior graphs now represented on the single graphs? (Just not 100% clear.) And is "Bid/Ask Size" the spread? (Again, just to make 100% clear.) If so, I'm glad -- but maybe...

Whoa -- them are some brass ones he's totin'... I think this is about the only sane response....

That, or a single tick value -- you make the call. But what you want is apples-to-apples so you can put 'em on a single screen, "time" included. At that point, patterns in spread roller-coasters will be much easier to discern -- and that is a good thing.

Ehhhhh, there are a LOT of things "not hard to do" in financial markets, that still go on, and on, and on, and...... :rolleyes: Mehhhhhhh, you might want to think about that 'volume' and 'SPY and all those other ETFs' thing again. :confused:;):D

No it won't -- what is a AUS/NZD contract worth in $US? Take that, multiply by volume, and now your volume bars are US$Volume-Traded. One column. Do that for the other 6{?}, and you've got an equivalent scale by which to put them all on the same graph. THEN do Spread/Volume (as vertical axis...

• As an index, the SPX ("^GSPC" in Yahoo land) has not volume, and cannot have an MFI computed. :( • Volume for an index depends on the construction of the index -- the S&P is capitalization-weighted, so summed-constituent volume is not meaningful. :(

A lot depends on the specific underlying and DTE, but you're thinking flexibly enough (IMO) -- in particular, in thinking about it as a separate trade. I would add "at a separate time" as well -- perhaps a put condor at the next expiry might prove handy. Just spit-ballin'.

The IC's B/E is $26 wide, but the underlying has moved ~$40/month since its IPO? That's about $10/week then. And now you've got earnings (which were "underdone" that first time out, if I recall my headlines?).....? So, the expected move right now is well beyond that. :confused: This is a...

Unsure of what I'm looking at, but rather than volume, would it be possible to take your data and calculate US$ of each trade? That would make all studied trades have an equivalent value. Then, you could put all spreads on the same graph, and see the spreads from an equivalent basis. ("Yayyyyyy!")

1) "That's All, Suckers!" 2) Thomas Allen Schmidt (he was the guy delivering pizza, and they promised him a mention.) 3) TAS -- pronounced, taze -- it's the opposite of "Don't TAS me, Bro." It's the last thing you hear before the pain starts. 4) ______________.

https://en.wikipedia.org/wiki/Johnny_Clegg https://www.cnn.com/2019/07/16/entertainment/johnny-clegg-dead-trnd/index.html one of my favorite songs of the last 30 years a fair hit... And this one! From 2018!! Never heard it before -- lovely. (And a tune for you runners & hikers, if you can find...

Nothing to contribute, just "+1" for science.... :)

Ooops. Your OP said that. My bad. :rolleyes: In any event, as long as the underlying is the same, they should add up. I wonder if that Global Config/Display/"contract lines"{??} setting is fouling you? You might switch that on/off (with your monitor showing Portfolio page and the Portfolio Delta...

I'll admit that I just don't feel well-informed in this area at all -- with what I see going on around me (Indianapolis, Indiana, USA), I see these withdrawals as indicators of "Better_Things_To_Do" and not "Stuff_Cash_In_Mattress" maneuvers. Midwest real estate is *finally* moving somewhere, as...

So, from Wikipedia, look up: Futures = f[basic math of equation(s); backwardation; contango] ...and you'll pretty much have it. Options: • profit graphs {"at expiry" and "as entered"} • Black Scholes Merton and BSM "greeks" delta, theta, gamma, vega, and being able to graph each of them with...

"Bingo!" Yeahhhhhh, there's a lot going on here. "Yipes!" works, too. A lot of textbook stuff. You've got to wish some clear perspective, and then let it be. (I guess.)