Looks like price action stopped working! :eek:
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sudden drop in average trade size on emini S&P 10/5?
- Thread starter dcriese
- Start date
http://blog.marketdelta.com/ Waited to see if anyone was going to catch on
Quote from enochbenjamin:
has this thrown anybody else "off"?
weird week thus far....
I'm thrown off. Now have to figure out new filter size. But not only that, how exactly will trades be reported. Meaning, will large prints be broken down to show the smaller orders absorbing the large order.
after scouring around i think the new ticks are approx 2.5 x's less than they were last week. So for tick charts multiply whatever you use by 2.5 and for block trade filters divide by 2.5 and everything should look like it did.
worked for me today - but it took me 4 shitty days to figure things out. we'll see if it works next week.
in my humble opinion its BULLSHIT! but who am i?
worked for me today - but it took me 4 shitty days to figure things out. we'll see if it works next week.
in my humble opinion its BULLSHIT! but who am i?
The law is not relevant. All but the most religious (the volume of those who wouldn't work on chol hamoed is a trivial and completely insignificant amount - 99+% of jews who work or are actively involved in the markets are people who would work in the middle days) work on the middle days.
Quote from munnyhunny:
Wow so many people who think they know about my religion better then me, truly a delight. And actually, all days are observed as non working days. The in between days some people observe some do not. But if you look at the actual "law", a person is not supposed to work any of the days except in certain circumstances.
But thank you for trying.
Quote from enochbenjamin:
after scouring around i think the new ticks are approx 2.5 x's less than they were last week. So for tick charts multiply whatever you use by 2.5 and for block trade filters divide by 2.5 and everything should look like it did.
worked for me today - but it took me 4 shitty days to figure things out. we'll see if it works next week.
in my humble opinion its BULLSHIT! but who am i?
You got it backwards. There are 2.5 times more ticks than before.