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ochie

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Posts posted by ochie


  1. I believe the reason you are receiving the "unknown symbol" errors is that you are most likely missing the 3 code functions mp_str32, curletstr and nutpstr. They were part of the original ELD as I remember. Getting it to compile in OEC would be a separate issue.


  2. After reading what you wrote again it's clear you must be confused. Why would IB flip this value over to the "Intraday Initial' under certain volatile conditions? Margins go UP under volatile conditions not down.

     

     

    Under certain volatile conditions IB has in the past moved the Overnight Initial Margin (which is higher) to the Intraday Initial Margin (which is lower). The Margin went up. Maybe “flip” wasn’t the best word to use but not confused.


  3. Well, OK then. The $2813 Initial Intraday Margin for the ES is the same as day trading margin, as there is the word "Intraday".

     

    Yep. And the IB 'Overnight Initial' is the margin set by the exchange which for ES is currerntly $5625. IB in the past will flip this value over to the "Intraday Initial' under certain market conditions.


  4. There isn't any that I'm aware of. Have you investigated using the 10-year (ZN) futures contract for inverse correlations/trade strategies?


  5. I find that some of the best entry opportunities often occur right after a thrust/shakeout. I don't know what sort of strategy you use, but you may look at entering a trade only after a test/rejection of the opposite direction.

     

    -bbc

     

    Yep. If price approaches a level without any kind of test or violation, it's tough to know if the level (top or bottom) is in and if your stop will live. It's better to see a 'peek' through the doorway and let PA show a rejection. Tim Morge (of MedianLine fame) spent some time documenting what needs to be seen and coined the term "Good Separation." He wrote a pretty good doc imo, which can be found here.


  6. Another thing I do (and I think Jerry might be more disapproving of this one :)) is look at a larger data sample for 'context'. Pretty similar to more traditional 'TA' where you look to a larger time frame for context.

     

    Yes. And it's also similar to the way a trader using MP might reference the previous day POCs from a 30 min to a faster TF (as I did in the past) although Jerry's previous session HUPs offer the levels but not the true context nor was there a step up in TF if memory serves. That said, it's still the best work on practical market stats I've seen.


  7. There is an architectural issue (which Andrew Kirillov confirmed) reported to the TS Support forum in 2009. It appears it has to do with the async reading of the CurrentBid/CurrentAsk while incoming ticks are still being processed. It was originally thought that the problem was with IntraBarPersist. Don’t know the current status of this and it may still be an issue. I moved to an alternative. Here is the link to that thread. Post subject: Why I don't trust "IntraBarPersist"


  8. No vendor would have wanted to hang around for long after seeing the rubbish we used to post.

     

    Rubbish? Really? My time there was anything but….! Adding two additional markets to my daily trade possibilities put a damper on my participation early last year (or there about), or else I probably would have still been active.


  9. Just curious if anyone else uses other markets as an indicator for oil or whatever they trade and if anyone sees any legitimacy to employing such a method.

    ]

     

    I'll post this one since you mentioned whatever someone else may trade, here is an example of inverse correlation between the Treasuries (ZF) and the Equities (NQ).today. BTW, Your Oil - Gold is a good one.

     

    attachment.php?attachmentid=20793&stc=1&d=1272421543

     

    attachment.php?attachmentid=20794&stc=1&d=1272421543

    chart1.jpg.5570b4db3ee6fe681574bd7513e5346b.jpg

    chart2.jpg.0e8ee8b718ea3e2f7b128ff4f854eebd.jpg


  10. Follow up from my previous post:

     

    Today NQ made a LH (within 4 points) from that high on 8/15/08 previously mentioned. That POC (also mentioned at 1964.00) appears to have had influence becoming today’s High VOL Level (magenta line) and producing two nice reactions later in the session.

    Reaction appears strong off that high as we are currently trading below yesterdays low.

     

    I see possible support levels tomorrow around 43.50 (prior POC), 40.75 and 35 but not thrilled about longs from what I see so far this evening.

     

    attachment.php?attachmentid=20337&stc=1&d=1269557351

    chart1.jpg.213652161293a6ab2f65a36c5d15ac6c.jpg


  11. Just a quick note: NQ is near a high dating back to 8/15/08. A 2-day range (14th, 15th) has a midpoint of 1964.00 which also is a prior POC which is virgin. The high for that day is 1977.25 according to my chart. May or may not come into play today.

     

    attachment.php?attachmentid=20181&stc=1&d=1269001407

    chart1.jpg.877501dfa094c0b9faaf32c6363f67ac.jpg

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