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Old 06-17-2009, 03:14 PM   #17

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Re: Measuring Pressure

Ok, but if have posted your concept here maybe you could give us some hints about this method. I don't think it could impact your trading results. It's very interesting to know how do you calculate the order flow? I'm trading by volume only and your concept is very interesting for me. Are you using bid-ask calculations for the indicators, or maybe the number of contracts flow/minute, 10 seconds, etc, or maybe you filter from the tape last size > than 10-20, or maybe you filter same bid/ask size from the tape per minute ( for example then funds try manipulate price you could often see bid or ask like this bid: 7-8-7-8-7-8-7-8-7-8-7-8-7-8-7-8 and etc. ). I have shared main concepts of analyzing volume and tape reading, so maybe and you could share some secrets of your indicators? Anyway, we do not ask to share the indicators!? You wanted to discuss this so, let's discuss it!
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Old 06-17-2009, 03:39 PM   #18

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Re: Measuring Pressure

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Originally Posted by boomerangas »
I have shared main concepts of analyzing volume and tape reading, so maybe and you could share some secrets of your indicators?
Research my previous posts and you should be able to answer most of your questions. But with that in mind - Where did you share anything? You have only made 2 posts to this board and both of them on this thread asking for something.

My group is always looking to collaborate with creative thinkers - If you think you have a concept that has value in short term trading and that is your original work and not already known by everybody post it or PM me and we might talk about further collaboration.
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Old 06-17-2009, 03:52 PM   #19

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Re: Measuring Pressure

No, i don't ask for the advice and i simple do not like to post something on the boards so that's why it's mine 2 post. But my trading expirience of 8+ years is worth something. Surely, i have some succesful concept, but your last posts isn't infomative at all. And as i have looked over all of your posts - everywhere same images, no concrete answers to any of traders and a lot of theory, no advices. So why are you posting, if you are not even ready to help with a simple advice? I wrote what i'm looking for when i analyze the volume ( last trade big sizes, contracts traded/second, same lots ) and what about you...?
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Old 06-17-2009, 04:40 PM   #20

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Re: Measuring Pressure

Most of the 'meat and potatoes' of the discussion went on on the 'Trade Intensity' thread. Seek that out and I think you will find most of your questions answered
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Old 06-17-2009, 05:31 PM   #21

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Re: Measuring Pressure

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Originally Posted by UrmaBlume »
My group is always looking to collaborate with creative thinkers - If you think you have a concept that has value in short term trading and that is your original work and not already known by everybody post it or PM me and we might talk about further collaboration.
I might take you up on this. I have come up with a few things you will not have seen anywhere.
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Old 06-17-2009, 08:11 PM   #22

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Re: Measuring Pressure

UB,

I have read all of your posts and I have seen no discussion of how dark pools affect your method? I would think that they do or an iceberg for that much?
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Old 06-17-2009, 09:32 PM   #23

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Re: Measuring Pressure

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UB,

I have read all of your posts and I have seen no discussion of how dark pools affect your method? I would think that they do or an iceberg for that much?
Some decades ago I worked at one of only 2 serious firms that did equity trades away from the NYSE. As a broker there I was able to provide a bid or asked to my clients in any NYSE or London stock 24/7, unheard of in those days. At that time we did about 5% of US equity trading off the floor - so it was all "dark pool" trade but was still "printed" on the consolidated tape, albeit sometimes a bit late.

Today we look to the behavior of certain derrivatives to reflect this "dark pool" trade. Also worthy of note is that a significant amount of this trade happens outside normal day-session hours. Still another reason to pay attention to the overnight session in such instruments as ES.

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Old 06-17-2009, 11:08 PM   #24

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Re: Measuring Pressure

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Originally Posted by UrmaBlume »
Some decades ago I worked at one of only 2 serious firms that did equity trades away from the NYSE. As a broker there I was able to provide a bid or asked to my clients in any NYSE or London stock 24/7, unheard of in those days. At that time we did about 5% of US equity trading off the floor - so it was all "dark pool" trade but was still "printed" on the consolidated tape, albeit sometimes a bit late.

Today we look to the behavior of certain derrivatives to reflect this "dark pool" trade. Also worthy of note is that a significant amount of this trade happens outside normal day-session hours. Still another reason to pay attention to the overnight session in such instruments as ES.

cheers
Thanks for taking the time to share your experience and your knowledge.
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