Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

MiniFlowTrader

Members
  • Content Count

    8
  • Joined

  • Last visited

Everything posted by MiniFlowTrader

  1. When I backtested - I found that values that were older then 5 days could usually be ignored.
  2. For bullish setups there is almost always instant satisfaction, bearish can last for days or can get wiped out from short covering (at least that is what backtesting has shown, but I tested on a bull market). I think a lot of it has to do what the long term trend is. How do you define standard vs hidden div?
  3. Have you noticed how much better these divergences work with bullish divs vs bearish divs?
  4. A common trick by these larger traders, often the opposing ladder will look weak and continually reload (which can be detected through a footprint or DOM that accumulates the volume). From what I have seen (depending on time of day). The difference in size between the inside bid and offer of all the underlying cash constituents usually tells the real story of where the size is, regardless of what the DOM is doing.
  5. How can intensity help you if you don't know what the underlying is doing, intensity is simply intensity it can be a blip or something important. As they say, Cash is king.
  6. Would still like to know what your definition of delta zone implies.
  7. Amazes me, you always find someone who thinks that someone can predict the future. Shame on you.
  8. FT, The behavior you describe I've observed several times. Not only on a macro level but even on a micro level i.e. in a true pullback. If one follows CD, they will notice that when the market pulls back, it will eventually resume the intermediate trend once price and delta diverge to a level that is within a 1-5k contracts on the previous swing high or low (on RARE occasions, I've seen delta continually become increasingly negative yet price continued to move up). Your claim of 70% of orders being @ market is bold, but I will say that CD is not nearly as useful in markets that are not as liquid as the ES, such as the 6E so with that said, I can see truth to this statement purely based on my observations that I have seen CD work time and time again on the ES where as it's utility on the 6E is not nearly as strong. I appreciate your macro outlook on this data and truthfully, I've never been concerned with it beyond the day time frame since I usually go home without any positions. Previously I have only been concerned with the volume profile in determining my support/resistance levels and as it stands, I have around 60 days worth of tick data, so going forward I'm going to monitor how price reacts in these areas. I recall you mentioning terms such as "Delta Zones" previously. Could you please define what you mean by this terminology.
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.