OK, I am seeing a couple of things on DAX with IB that concern me. DAX is pretty thin so should have no problem keeping up. Every now and then...
Hi Jack, I wondered how much 'confirmation' you need before a reverse. I know you look at a hole bunch of stuff (Stretch/squeeze, DOm, a couple...
Thanks Martin, Finding my way round slowly....ironicaly I used to be a software engineer many years ago. The whole environment takes getting...
A question for Bill if he's still around. When you are using ACV for simple scalps you mentioned you tend to shoot for a couple of ticks. What do...
Martin, Thanks very much for sharing all this. If you read the IB blurb it suggests that they have a sample spreadsheet with ActiveX controls....
Ahh Ok originaly you asked about upticks/downticks rather than upvol downvol. They are still different just because a trade is on the ask...
Hi DC, Nice charts. How are you calculating order book delta? It looks like you are 'normalising' it from 0-1? I guess you prefer that to...
Im not getting a link there amni? Still unsure what they mean by covers currencies. Isn't it currency we have on deposit? I was thinking take an...
Feb (or anyone else), Maybe I'm being dense but the only sample spreadsheet i can find on is for getting data in is via DDE. Could someone...
Thanks, I'll have a play with this a bit later (providing the pub dosent take too heavy a toll!). Should be easy to see what's going on while...
DC very interesting thank you for sharing! I have emailed you as I wanted to ask a couple of things that aren't apropriate to the thread. Hope...
Hehe I always liked the word "anticipate", however there seems to be a variety of definitions there. Perhaps "expect" is better. The more...
Hi Martin, Are you taking quotes in to excel in real time and then using your code to timestamp them and shift them down a row? Or more likely...
You know I was just checking this as I have rather more in my IB account than I'm prepared to loose righ now. "Futures, options on futures, and...
Do good traders loose millions and millions over and over again? Extraordinary man and he clearly had some remarkable market skills. It seems...
Some intresting replies guess people have time to think weekends :-) To make any sense of the question It would help to define what "TA" is and...
I used to watch the two main MP lines and it was clear that lots of others did too, cant remember what the instrument was, probably ES. You've...
An Uptick is a higher tick a Downtick is a lower tick. A side tick is the same as the last one (though it is usually asigned to be the same as the...
Some of the most rigerous work on this sort of stuff was done by Dunnigan (look for his books Gains in Grains and The One Way Formula). The one...
Mind you dont, some exchanges (Globex for example) aggregate ? Cheers, Nick P.S. I was filled by IB 5 ticks higher than the highest print I...
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