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Re: Bars Based on Contracts' Volume As % of Open Interest
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Tresor - really fascinating idea ... and how cool is it to get OI that is so much more up-to-date than what is offered on US exchanges!
I am going to look more closely at your chart ... great thread thanks. |
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And following on from Mister Ed and BlowFish, I think it sounds a great idea, and I'm very interested to hear more as I trade the Eurex. Please could you explain more on how you incorporate it into your trading.
Cheers
Blu-Ray
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Remember - Take the path of least resistance.
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