Inverted head and shoulders on the SPX?

If possible, could someone give me the total bid volume and total ask volume on a one minute chart of the ES for 9:56 PST.

Thank you:)
 
Quote from manlycure:

There's a serious geektalk parade going on here... lol

Just to let everyone that's using I/RT know, the latest version 9.2.5 that supposedly fixes the DTN/MA tick stream problem is being recalled, use 9.2.4 I'm told.

FYI.
More...

AMT,

That new fix was designed especially to correct the incorrect huge bars in delta that you mentioned for spy and q's. Now you can fight on the globalists. ;-)

JW
 
IRT/IQ chart attached. Upgraded to IRT 9.2.6 midway through the day so that may affect the comparisons.

Squares indicate divergence areas where price was overextended beyond CD.

Circle indicates divergence area where CD was overextended beyond price (which produced the big move).

I've been looking for price overextensions, not sure how to play the CD overextensions yet.

Once the feed/platform issues are resolved, I will start tracking the two types of divergences to see which produces the best moves, most reliable, etc

Anyone have any feedback or preference of the two?
 

Attachments

Quote from gomifromparis:

This chart ( http://www.elitetrader.com/vb/attachment.php?s=&postid=2355542 ) got my attention !

I coded a Cumulative Delta Vol using Ninja and eSignal feed and here is what I got live :


This was nothing near foreverstudent's chart (no lower lows in the afternoon), so I played a replay, and here is what I got :


Spot on !

chuckt or AMT4SWA, could you confirm the second one is the correct one, with lower lows on CD in the afternoon ?

Have you CD guys already experienced this kind of discrepancy between live and replay with ZenFire, or any other feed ?

Thanks a lot.
More...

As extra confirmation, I can tell you that my Replay data based on NT/Zenfire matches your replay chart. I wish I still had my Live Data based Chart available. I will make further comparisons next week during live trading.
 
Quote from chuckt101:

interesting. Ok, I just check my connection and it looks like NT/zen is running the TCP protocol so reliability is built in. It's been a while since I studied the TCP protocol but I believe the sequencing capabilities allow for data to arrive & be assembled in the order it was sent (correct me if i'm wrong). This means whether the timestamp is correct or not, your ticks will still be constructed in the same, chronological order.

Now if this is not correct, the ticks will be received regardless (unless you experience a packet drop), and merely constructed out of order on the timeframe of milliseconds to maybe seconds. Since it's all cumulative in the end, I don't believe these minor deviations should alter your view in any significant way (unless you're watching a 1 second chart).

Also note the indicator posted on NT forums was incorrect at that time. We should make sure we're comparing apples to apples. I posted a snippet of the correct logic, which I believe sbgtrading has incorporated. I have not verified it.

Thoughts?

OK EDIT: sorry i must be having a brain lapse this morning, yes having data arrive out of order would matter because you need the correct sequencing to properly grab bid/ask/sales levels.
More...

correct chuckt, TCP will resequence out of order packets to correct the order, so if there is any data sequence issue, it will be at the application layer - the algorithm used by the application.
 
Quote from gpzany:

correct chuckt, TCP will resequence out of order packets to correct the order, so if there is any data sequence issue, it will be at the application layer - the algorithm used by the application.
More...

Exactly; as I mentioned I don't see NT using anything but a queue type data structure to achieve FIFO operations.

Unless NT is multithreaded, there is pretty much 0 chance of ordering issues occurring on the NT side
 
610 tick IRT/IQ chart attached for comparisons. Also ran NT with the most recent version of the cumulative delta indicator from the NT support forum and there were some major differences from the IRT/IQ version.
 

Attachments

Quote from CBpasQ:

610 tick IRT/IQ chart attached for comparisons. Also ran NT with the most recent version of the cumulative delta indicator from the NT support forum and there were some major differences from the IRT/IQ version.
More...

Here's my NT/Zenfire CD for the day 1 minute chart.

How is it we broke 800 without the net shorts being taken out? We neutralized the 800 level supply from 3/19 during a moment im time where prices were around 810 !!!???
 

Attachments

Hi AMT

I was a bit confused today with my trading and I hope you could shed some light. As price approached 800 today, I have a net short bias of roughly 40k contracts. However 800 did not hold and as price rose past 800 the delta reading was still lower than the last time we visited this price. Was there anything that would have gave us a clue to this? Maybe when Delta was neutralized at the end of last Friday when price and delta both returned to previous levels establish on last Tuesday?

Thanks

JW
 
You must log in or register to reply here.
Back
Top