Market Delta strategies

Quote from steenbab:

Hello Elite (and not so elite) Traders,

Those of you on this thread who integrate the MD sentiment data with an understanding of the Market Profile are, IMO, very much on the right track. The two together show you if sentiment is shifting as you move away from value, which can help you gauge the likelihood of breakouts vs returns to the mean at bracket edges.

Hope this makes a small contribution to an excellent thread. Thanks for the opportunity to participate.

Brett
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I could not agree more;

A delta divergence with then a "shift" off a MP level..............

Priceless
 
I have been testing a whole new method for the use of MD after reading a few threads here at ET 4 days ago (combined someones interesting concept with using the "delta" as the driver, where they are currently having to guess for directional choices).

EXPLOSIVE potential from the initial testing I have done for 4 days straight......I am finding 2 points of profit after slippage and commissions within the first 30 minutes of trading for everyday I have tested so far (only tested the ES at this point). :eek:

Bolter I highly encourage you in the start of any new thread that will pass on new ideas to be shared.....great idea! :)


.........ok, back to the testing..........
 
Quote from 5Pillars:

I have been testing a whole new method for the use of MD after reading a few threads here at ET 4 days ago (combined someones interesting concept with using the "delta" as the driver, where they are currently having to guess for directional choices).

EXPLOSIVE potential from the initial testing I have done for 4 days straight......I am finding 2 points of profit after slippage and commissions within the first 30 minutes of trading for everyday I have tested so far (only tested the ES at this point). :eek:
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High 5P...

can you post one of your nice charts showing this - I am not sure how it is different from your other 'Delta' line postings...

thanks...

cj...

:)

_________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
Quote from EdgeHunter:

High 5P...

can you post one of your nice charts showing this - I am not sure how it is different from your other 'Delta' line postings...

thanks...

cj...

:)

_________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
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1) NO.........LOL

2) Completely different usage and mentality (right in front of my own eyes for many many months.....took reading a thread here at ET 4 days ago to have the light switch flipped on).

CJ....If I can prove out the concept to myself with backtesting (and then a period of forward testing). After this, I may then be willing to give out some ideas as to what I am doing myself. This way I will be able to share what I am actually trading myself with real funds (like my current opening bracket, news release, and MD trades).

I am so confident at this point with the backtesting, I will trade some real funds starting tomorrow as the initial forward testing of the mechanics of the trade execution.
 
Forward testing day one, with just over +2.0 pts (after commissions) by 09:00 CST (worked out as I thought it may, and was in the exact fashion the concept seemed it should work in realtime....so far so good).
 
Hi to all,

Anyone uses IB feed for MD? I've just downloaded MD and it seems that there is no hist. tick data available from IB feed??????? also IB sends its data as a "snapshot" Does it really affects MD that much?
 
Quote from fearless9:

As always, excellent thoughts Brett.

If I might add that it is interesting to accumulate the delta over time to smooth out the arb wrinkles etc.
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Hi fearless. Yes I accumulate for the day with a size filter weeding out the small fries. Gives me a 'theme' to use.

Kind regards,
MK
 
Quote from MidKnight:

Hi fearless. Yes I accumulate for the day with a size filter weeding out the small fries. Gives me a 'theme' to use.

Kind regards,
MK
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is your filter part of Market Delta or another program all together?
 
Quote from lumberjack:

is your filter part of Market Delta or another program all together?
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Hi lumberjack. The filter is part of market delta. It's just a size filter no different then one would expect on a time & sales.

Kind wishes,
MK
 
Good morning all,

Here is a question for you.

You may recall from my earlier MD posts (another thread) that each morning I simply produce a whole series of meaningful horizontal lines,( well, meaningful to me). These become my moments of hesitation (s&r) for today and then I simply lurk around at my filtered T & S gate and trade from there.
I am not a big TA follower as such.

Anyway, last night I run out an MP using price instead of vol and found that the vah ,poc and val can vary dramatically from those levels created using vol. ( same calculation using +/-70%)
Some days they are the same, some days very different. On the different days, vol leads price on some occassions and on other days it does not, the reverse applies.
My software is not clever enough (but then again, neither am I) to reach back 100 days and run some comparisons.

So, I would be interested to know if anyone else has considered MP on a price verus vol basis.
 
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