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Old 11-28-2009, 05:07 PM   #17

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Re: Order Flow Analytics

Quote:
Originally Posted by FulcrumTrader »
.BTW, there are MANY who know me personally in the trading community that will refute your false assumptions.
I suppose your videos are also false assumptions.

10 contracts in SIM.

Carry on Mr. Vendor.
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Old 11-28-2009, 05:35 PM   #18

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Re: Order Flow Analytics

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Originally Posted by ZOSO »
I suppose your videos are also false assumptions.

10 contracts in SIM.

Carry on Mr. Vendor.
No false assumptions at all....they show various set ups perfectly and FULLY WITHIN all NFA/CFTC current guidlines.
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Old 11-28-2009, 06:08 PM   #19

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Re: Order Flow Analytics

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Originally Posted by FulcrumTrader »
No false assumptions at all....they show various set ups perfectly and FULLY WITHIN all NFA/CFTC current guidlines.
I love when a vendor tries to explain why they never show real trades.

There is absolutely NOTHING in the CFTC/NFA regs that prevents anyone from showing live trades in a real, not sim, account. But, of course, you know that.

Good luck with your sim trading.

P.S. I think you should step up your sim size to 100 contracts. Be a heavy hitter.
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Old 11-29-2009, 02:32 AM   #20

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Re: Order Flow Analytics

FulcrumTrader can you add some words to my questions?

i)Can you confirm FESX leads UE morning Market?
ii)An "inventory grab" event is more important than a persistent divergence of a different sign?

Thanks

P.S.Please ZOSO let the Vendor and the Buyer continue the conversation.


Quote:
Originally Posted by paolfili »
FulcrumTrader, I' m following your posts from months.
With UrmaBlume' s posts I think you express some of the more interesting ideas of the last months in TL forum.
Anyway in yesterday (as in some other days) market dynamics from a CumulativeDelta only prospective there are a lot of question mark.(from MY point of view).

Let' s try to open a little the timeframe view for the ES.

You talk about a grab inventory event in the UE morning.
Probably I' m on a wrong assumption, but I' think in UE session begin the FESX leads the Market till the 13.00/13.30 CET when (usually) ES take again (in term of $/timeframe)
the leadership.
I think that +5k in the ES night session (institutional market) cannot balance the FESX Cumulative Delta persistence in the morning.
.. probably I need to use renko 0.75 bar visualization and buy your delta course ....
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Old 11-29-2009, 09:19 AM   #21

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Re: Order Flow Analytics

Quote:
Originally Posted by paolfili »
FulcrumTrader can you add some words to my questions?

i)Can you confirm FESX leads UE morning Market?
ii)An "inventory grab" event is more important than a persistent divergence of a different sign?

Thanks

P.S.Please ZOSO let the Vendor and the Buyer continue the conversation.
When the EU markets are trading live the DAX will frequently have the most impact on the ES movements during that period (in the after hours session for the ES market). Once the US pre-market "news release" time periods trade then at times you can see ES price movements lead other instruments according to the news reaction. There are also times when you will see the ES trade directionally while the Asian markets are trading flat (but the EU markets are not yet trading).....this will happen when some commercials are driving price to levels where they are willing to add more inventory to positions they have already started building previously. There are multiple ES behaviors/patterns in the after hours session possible according to the recent context of price/volume action.

Inventory Grab events can be greater or less prominant than an intraday or multi-day Delta Divergence....it usually comes down to the amount of inventory neutralized and how that held inventory zone was developed prior to getting fully neutralized. Before a trade day even starts, I already know what zones of resting inventory if neutralized will be very significant inventory grab events to trade from.

As far as compliance issues go, there are definitely guidlines that need to be followed when trading funds for others or for those who are a CTA (and who also provide trading education to included live trading of funds demonstrations for clients). Just last week I was talking with NFA reps in Las Vegas at the Online Trade Expo...I always like to know what their current "hot" issues are for compliance.
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Old 11-29-2009, 12:26 PM   #22

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Re: Order Flow Analytics

Are you a CTA? If so, what is your NFA number?
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Old 11-29-2009, 02:03 PM   #23

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Re: Order Flow Analytics

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Originally Posted by ZOSO »
Are you a CTA? If so, what is your NFA number?
I do not currently utilize the CTA (setting that up for myself at this time though) but I do and have traded funds other than my own over the years. I am currently going through the set up process to trade funds in a manged futures arrangement as a CTA with a new fully automated system (based on Cumulative Delta).
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Old 11-29-2009, 02:49 PM   #24

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Re: Order Flow Analytics

Hi

sad telling this but
night and day European markets are driven by USA futures ,and when open ,by the USA markets .

try it with matlab this Kolmogorov-Smirnov Test
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