Have some interesting trading data...

[TraDaToR]

Quote from bwolinsky:

That's probably useless information, and not anything the average person could ever use.

True. It's much more useful and convenient to test and retest OHLC datas with every combination of overoptimized indicators under the sun...

 

[eusdaiki]

Quote from elliotwave:

any suggestion on what stock might work better with this type of data?

Mid caps with 1-5 mill shares printed per day. They have a lot less noise, usually 1 or 2 buyers/sellers at a given time (not a few hundred…)

Sure you can find patterns in the super liquid stocks or derivative etfs. But they buried in a lot more noise.

 

[bwolinsky]

Quote from TraDaToR:

True. It's much more useful and convenient to test and retest OHLC datas with every combination of overoptimized indicators under the sun...

There's really only three indicators I know of that work on everything.

 

[Rodney King]

Quote from bwolinsky:

There's really only three indicators I know of that work on everything.

ProfLogic's, Jack's, and Surf's?

 

[bwolinsky]

Quote from Rodney King:

ProfLogic's, Jack's, and Surf's?

No, two are mine, and even ProfLogic's is my own version of his Price Physics theories.

Jack's doesn't work or qualify since it hasn't had a trade since April 2011.

Surf never had a system. He fabricated trades and deleted bad ones. He never discussed any backtests, expectancy, or performance summaries, meaning he never had a system to begin with. If he did, he would have discussed these things.

 

[spider348]

I see where you are going and appreciate the offer but because the data sample is from such a small time window how do you know if the data contains anything relevant to how the symbol normally trades and the players ?
In other words, was this a time period of exception ? Was it lunch or Open , close ?
I would think if you had a sample of same time from many days you could possibly glean some info like frequent players and preferred sizes, etc. Why not just read the tape, TS, Level2, matrix and try to ID the possible entries that way ?

 

[eusdaiki]

Quote from spider348:

I see where you are going and appreciate the offer but because the data sample is from such a small time window how do you know if the data contains anything relevant to how the symbol normally trades and the players ?
In other words, was this a time period of exception ? Was it lunch or Open , close ?
I would think if you had a sample of same time from many days you could possibly glean some info like frequent players and preferred sizes, etc. Why not just read the tape, TS, Level2, matrix and try to ID the possible entries that way ?

What is the Matrix?