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Everything posted by Dael

  1. An example, to be more specific. I want to analyze CL movement during 10th April till 15th May. Open (04/10) is 95 Close (05/15) is 94.50 High (05/03) is 97.50 Low (04/15) is 86.50 Up move was 97.50-95.00=2.50 Down move was (in mod) 86.00-95.00=9.00 All I need is this 2 bold digits.
  2. Hello, guys. I'm trying to analyze price movement within its' contract lifetime window on some commodities futures. I'm interested in how much the price can go up or down from the defined start point (i.e. new contract starts) till end point (contract expires). It's some kind of OHLC data, where O is price on open date (for example, CLQ3 starts on Jun 17th), C is price on close date (Jul 17th), H/L are high and low for this 30 days. So, the first part will be to retrieve such OHLC data, ths second - to analyze maximum movement ranges by doing H-O and L-O math. Any ideas? I've got thinkorswim live money account, but TOS has no export of daily data.
  3. I would highly recomment ThinkOrSwim platform. Download, create demo account, use it for free. Margin in TOS is calculated via SPAN method so usually this is what you really get in real life. Examples attched: margin for short naked put and short spread put varies 5 times.
  4. What kind of option trades you make in the morning? Selling what exactly? Calls, puts? In-, at- or out-of-the-money? I mean how can you day trade options if they're some kind of mid-range deals...
  5. Why that? Is it more noisy? How about the state that there's more info (price, volume, moves and action) on lower TF?
  6. Really appreciate your input, VJ, thanks. I've marked up that test, but in the post itself, not in the chart. Thanks for KRB definition. And... what's that NR4 refer to? Is it an acronym?
  7. Hi guys. I'm doing first steps in VSA, so this is just my 2 cents on FOMC rate last night. Is it OK? We see a large volume thrown after FOMC rate decision. #1: This is wide range down bar with very high volume, so demand might came in here. After such bars we're looking for signs of supply's weakness. #2: But instead of No Supplies we've seen this - narrow range up bar with volume less than last 2 bars. Classic No Demand. Would you go short on the very next bar? #3: Same as #1, down WRB with high volume. Looking for No Supplies, tests, etc. #4: Yeap, it is. Narrow range down bar (yeah, close NOT lower, but anyway) with less volume - No Supply. And we've seen test on even less volume after that NS bar (big boys were testing the market to go short, but there was no interest). Would you go long?
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