Iterative Refinement

[romanus]

Quote from Spydertrader:

...
permission to seek a change in market mode.
...

http://www.elitetrader.com/vb/showthread.php?s=&postid=2025618#post2025618

http://www.elitetrader.com/vb/showthread.php?s=&postid=2017795#post2017795

http://www.elitetrader.com/vb/showthread.php?s=&postid=2017732#post2017732

http://www.elitetrader.com/vb/showthread.php?s=&postid=1996811#post1996811

 

[romanus]

Quote from Spydertrader:

Looks like you just answered both questions now didn't you.

- Spydertrader

You mean the first question being: why at the end of 14:05 [close of] bar a Traverse level trader on the 5 minute ES did not receive permission from the market to seek a change in mode?

EDIT: Got it, just saw your edit

 

[Spydertrader]

Quote from romanus:

You mean the first question being: why at the end of 14:05 [close of] bar a Traverse level trader on the 5 minute ES did not receive permission from the market to seek a change in mode?

14:05 did, but 14:20 did not.

- Spydertrader

 

[tobbe]

Chart for today .

 

[Spydertrader]

Quote from romanus:

EDIT: Got it, just saw your edit

And, once again you see that you already knew the answers to the questions. You simply didn't realize it.

- Spydertrader

 

[treeline]

ES

 

[tobbe]

Quote from Spydertrader:
...
14:40 has the market showing what we know as Peak Volume
...

This is surreal. I even checked to see that I was annotating ES . Are you sure about the 14:40 [close off] being PV? I can see 14:45 have "peakish" volume, but there wasn't an acceleration over three bars (unless two equal bars are considered acceleration). Maybe it's a feed problem (for me)?

Thanks for any clarification.

 

[esjockey]

.

 

[romanus]

Quote from tobbe:

... Maybe it's a feed problem (for me)?

Thanks for any clarification.

Data provider A:
1435 close of - 14772
1440 close of - 14875
1445 close of - 42719

Data provider B:
1435 close of - 14678
1440 close of - 12590
1445 close of - 42714

With 'data provider A', I think, the peak volume was evident early in the bar (PRV).

 

[tobbe]

Quote from romanus:
With 'data provider A', I think, the peak volume was evident early in the bar (PRV).

Thanks romanus.