ES Journal - 2012

[gmst]

Quote from ammo:

i think if you subscribe to wsj,you won't get the delay,i look at the 1st ten on the sell and the 1st 10 on the buy and look at the money flow column 3rd in from the right,the buy side outweighed the sell side ,havent made a trade today,waiting for the layups, dec is a tough month,last chance to make the books look good for 2012...the crossover days on the uvol dvol probably have a 75% chance of not making a new high/low in the afternoon, meaning you can fade em when we get there,with a stop of course

webpage says they updated it every 15 minutes, so I think it doesn't make a difference whether you subscribe to it or not.

When you say "the crossover days on the uvol dvol probably have a 75% chance of not making a new high/low in the afternoon, meaning you can fade em when we get there,with a stop of course" - is this anecdotal OR did you make a study on this? Thanks.

 

[ammo]

Quote from gmst:

webpage says they updated it every 15 minutes, so I think it doesn't make a difference whether you subscribe to it or not.

When you say "the crossover days on the uvol dvol probably have a 75% chance of not making a new high/low in the afternoon, meaning you can fade em when we get there,with a stop of course" - is this anecdotal OR did you make a study on this? Thanks.

i havent kept any stats but if you use that comparison chart on a multiple times a day, day in day out for a few years, you notice about 4 patterns, crossover is one of them, trend days another,the odds might be higher ,but for those two patterns its a very reliable repeating setup

 

[Trvlwanderer]

demboyz got da werd to spend 'em.

 

[ammo]

10-11 is a fade in cash with a stop

 

[ammo]

spy went from 209 mill to 1 mill on block trades buying on this list http://online.wsj.com/mdc/public/page/2_3022-mfgppl-moneyflow.html

 

[Trvlwanderer]

How about some lines Mr. Spectre?

 

[gmst]

Quote from ammo:

i havent kept any stats but if you use that comparison chart on a multiple times a day, day in day out for a few years, you notice about 4 patterns, crossover is one of them, trend days another,the odds might be higher ,but for those two patterns its a very reliable repeating setup

alright understood thanks.

Btw, just saw on wsj page that they have historical tables for buying on weakness etc. going back to 2007. However, they only have the values around 5:30 EST for all the historical days. So, not sure how moneyflow indicator can be formally backtested on an intra-day basis.

 

[ammo]

Quote from gmst:

alright understood thanks.

Btw, just saw on wsj page that they have historical tables for buying on weakness etc. going back to 2007. However, they only have the values around 5:30 EST for all the historical days. So, not sure how moneyflow indicator can be formally backtested on an intra-day basis.

you can change the date and get the end of day,go look at a few big trend days on your charts and go back and see if the buying or selling was contrary,it lends a little creedance to the manipulation theory

 

[gmst]

Quote from ammo:

you can change the date and get the end of day,go look at a few big trend days on your charts and go back and see if the buying or selling was contrary,it lends a little creedance to the manipulation theory

Interesting thought I don't know how to write a script to peel out information from a webpage - I have heard that python can be used to do such a thing. Get data from wsj kind of website into excel. If somehow I can get daily eod data from wsj in a spreadsheet, I will run the results and share them over here.

Do you know the definition of the block trades? How does NYSE determine if a trade is a block trade or not? Where does this block trade gets done and how much is the time limit to report such a block trade - like within 10 minutes of getting done or so? Do you have a link where they define these?

 

[ammo]

Quote from gmst:

Interesting thought I don't know how to write a script to peel out information from a webpage - I have heard that python can be used to do such a thing. Get data from wsj kind of website into excel. If somehow I can get daily eod data from wsj in a spreadsheet, I will run the results and share them over here.

Do you know the definition of the block trades? How does NYSE determine if a trade is a block trade or not? Where does this block trade gets done and how much is the time limit to report such a block trade - like within 10 minutes of getting done or so? Do you have a link where they define these?

i don't but they have a million journalists with email addresses, i'm sure it wouldn't be hard to find out ... mdcfeedback@wsj.com.