Search results

Is this part of the new "stable" TWS 963.3n that dropped yesterday? I haven't check out any of it, but haven't noticed any issues so far. re: new vega columns: haven't seen them yet, either, but they sound useful. I believe the biggest utility will come from an expected-move calculation...

Okay, aside from buying AAPL immediately after constructing my bamboo cannon, I would go nuts on zero. https://yaleglobal.yale.edu/history-zero Zero built base-10. Base-10 rocked the world. (At least til hexidecimal came along. Bastards. :mad:)

The utility of *any* technical indicator depends on 1) the constancy of the market, with respect to history [the market-lagging inputs] 2) the intention of the indicator to draw attention to trend or to trend-breaks (as in, BBs) 3) the look-back parameters (which 90% of traders leave as...

You need not only an ATR, but a range of ATR levels. For the ES, I found that with 1) an ATR with a 6min look-back, and 2) a minimum level of 0.50, I would get trapped less often. But too, 3) if the 1minATR(6) got above ~1.0, I'd start to get more nervous, and would pay more attention to...

With no appreciable bid-ask spread, the market slipped down, your LIMIT-BUY hit the market and was executed at the first hit above BID. Since it was also below your 8950 trigger, that order too went to market, again at the first available bid below the market ASK at the time -- 5999. "Good work...

There is a boring ol' Cart&Horse thing of which to remind you: IV cannot be "accurate" -- it is an outcome, not a quote. It is derived from option premiums in the market, not quoted from some source and used to produce option prices. So, "IV" cannot be *accurate* -- it was never meant to be...

Or, another way to put it, that the 90¢ pricing expects a 50|50 shot of $1.80 on the call side, alone, bringing the price to $267.80. That $1.80 movement becomes the target, the 50|50 odds bringing it to an instantaneous value of E(V) = $1.80*50% = $0.90.... A different way to say the same thing.

Hate you! ((:)))

Remember that things are a mite bit funky in the commodities space: if you double-click on the CLJune line, you'll find it expires in May. Does that help? (Haven't played with this new TWS toy yet, myself. Oh, and while I *believe* the TWS values derive from the standard BSM PDE, I don't know...

Something to consider: a One-Cancels-Other, with the sale of the underlying cancelling an order to sell the option above it, or the sale of the call cancelling the sell order on the underlying. This would gain you some flexibility in a thin market, where your desired price might trade but once a...

VERY nice. Straight-ahead work? Data provided? Conclusions supported by data? Suh-weet stuff. AND, IT'S INTERESTING!!! :wtf: "Nice!" :D

And right in the ol' neighborhood, too. Dang. But the commute from Indy is a bitttttttttttttttch, and I've done it too many times.

In a word: "yes." You are vying for a transaction -- your terms are price, and then all the other parameters on that contract (like quantity, DAY or GTC, etc.) so, a new "term" is a new *contract*. Same with anything like Pause Execution or not..... :( Yeah, but it's fair, too.

high

Two things: 1) You example has you selling the far option to enter the trade, and then selling the farther option again to exit. Good work if you can find it. But, 2) What your describing is a calendar spread -- whether long or short depends on that sell-to-close/buy-to-close question. 3) If...

It's not that it differs per se, but that BSM (et al.!) models were constructed to represent derivatives over their greater lifetimes -- within that last few days, they don't do nearly as well as what supplanted them: the binomial model. And in turn, binomial models do not do so well as the time...

Not sure of your question, but I *think* you're describing any oscillator (Lane's stochastic, Money Flow Index, et al.) -- they're not so much *giving* H/L, as *utilizing* them as an overall package. And if you want it all on one graphing? Wilder's ADX/DMIs do great things.

I apologize for the laziness of not responding more directly earlier, but that statement is 180°, 100%, wrong.

Compare the headline with the rest of your assessment (immediately above).

He wanted to name it Lemon, and showed it to his wifie, who overruled him. "No, honey. No. Not 'Lemon'......." :D