There are "upstairs" trades/pre-arranged trades which do not go through the order book at all. They are, however, printed as trades. For...
I appreciate the points of "Ghost of Cutten", "T_Geithner", and "Mav88". As far as "misterno", "what does being married have to do with getting...
Until recently, I worked for a company which built a trading platform which excelled at Level II based trading. Think of automatically tracking...
I don't know the answers to your questions, but there is a related thread here.
It is a basic fallacy that wealth brings safety and stability. The more one has, the more one has to lose, the more risk it too to get it, and...
I don't want to be accused of revealing anything confidential so all that I can say is the basics. I know that the graphics are for equities, but...
So is Characteristic A, that they are in the group of 29. Is Characteristic B, that they are profitable in the direction of the trend? If...
Pretty sure that you can get the TRIN through your real-time feed without bothering with a website. Even if not, one can apply a trend metric...
I am thinking about things like non-trade specific circuit-breakers. Something like, if this managed account goes down 5% in a week, flatten all...
Level II / Top of Book / Depth of Book data is not limited to stocks. If you want to understand the auction market, you can't pass-up the order book.
Since TRIN is a market-wide indicator, have you looked to see if these even-time events correspond with broad indicator movement? Such as if a...
Determining the degeneracy of the two characteristics is easily determine by counting the sample set. Take 100 stocks. Categorize how many have...
Thank you LeeD for helping mcgene4xpro. The thing that worries me is the money management/risk/trade management. I don't know the...
The point of Collective2 was to connect system vendors and retail investors. I don't understand what you are thinking, RobertG.
It has certainly been done before. When Jesse Livermore was very long coffee during WWII, the shorts couldn't deliver. The government was...
I haven't seen the behavior described.
NinjaTrader, Interactive Brokers TWS, Blackwood API, Laser API. These are just a few of the automated trading platforms. TradeLink is good,...
Noticed the following Job Alert myself this morning. [img]
Ugh, let's not start-up another language war! Let's all make some money!
I haven't really heard a question. I take it that you are talking about daily-position trading. PHP is a fast interpreted language. I have...
Separate names with a comma.