tucciotrader

molto divertente :haha:

I think they should be better off using IDs instead of timestamps.

I'd like to know if the CME accounts for the 100% of the market share for futures like ES / NQ / YM. I mean, if I place a BUY order to long a ES future do you think I might be executed by the broker (playing the market maker) first, thus without showing up in the book nor in the T&S? I think the Nasdaq market works like that. Thanks

Non posso postarteli perchè non li ho più in quanto ho disistallato tutta la cartella VT perchè mi dava problemi con l'antivirus e poi non uso più. Fare presente queste cose a Directa e company non cambierebbe niente...a loro poco importa, il loro business va già bene così (l'amministratore delegato di Directa una volta è intervenuto sul fol dicendo che questa dei volumi è solo una moda passeggera). Non esiste nessun Volume Bias per VT. Continuiamo la discussione sul fol prima che ci caccino da quà...

Non è una questione di "Ferrari", ma vuoi davvero paragonare il flusso dati di Zen-Fire a quello di Directa???? I codici per VT li ho postati una volta sul forum di investireoggi e poi ho fatto un paragone tra una giornata di trading monitorata contemporaneamente su VT e Multicharts entrambi con gli indicatori caricati e a fine giornata mi sono messo a ridereeeee....Inoltre se metti VT a 1 tick e carichi il PVP dopo 15 minuti crasha...questa anche perchè il linguaggio di VT è limitato...non è un linguaggio di programmazione completo come quello di Multicharts..per non parlare del VWAP su VT...una barzelletta ahahahahah...

allora non vuoi capire...quel grafico su VT è approssimativo e non ha la precisione di Multicharts...ma credi che se il prezzo su VT si trovi su una deviazione standard non vuol dire che si trovi veramente li!!! con VT è tutto sballato perfino il PVP e anche il VWAP...se fai trading usando quest indicatori su VT ti farai molto male...perchè gli indicatori su VT non rispecchiano la realtà di quello che sta succedendo sul mercato....

ma quale Visual Trader a quale Milano :crap::crap: Sto pubblicando una guida sull'analisi dei volumi con Multicharts sul fol :missy:

a bomberone lascia perde che sul fol sto pubblicando tutto! http://www.finanzaonline.com/forum/trading-line/1274959-la-guida-su-multicharts-e-lanalisi-dei-volumi.html

Hi, I was wondering if ELCollections 1.05 works on Multicharts v6 as well as TICKPVPVWAPSD.ELD (I have tried them with v5.5 and they work great!) thanks evere so much!

Well, I can always buy the underlying using the leverage then I'll be able to sell the underlying thru the put option...

Well...why not? who ever would buy a deeply ITM option near the expiration date? Also, Market Makers could provide a large spread so that I don'y really capitalize on that...

Hi, I was wondering if the following may sound fine to you as a way to go short on a stock. Suppose XYZ is trading at 12,50$ I will buy a put strike 13.00 expiring in december and the premium I pay for that options accounts for the max risk I may encouter. Now, the break-even-point is around 12. If the underlying reaches 11 or so I can buy the underlying at that price and then sell it right away thru the put options...can this actually be done? What If I sold the put option when the underlying is trading at 11 instead of going about like above? thanks

Does the above go for buying put contracts too when having bearish feellings?

ok, thanks! so I'd better long an out-of-the-money call instead...it's by far less expensive and it can turn out to be a great deal in the short run, provided some high volatility takes place...

Hi, suppose I have bullish feeling for a given stock on a twelve months time basis (from now to twelve months from now). What is the main difference between purchasing a call at-the-money for that stock instead of purchasing the stock itself? I have come to think that buying a call option ATM can be less expensive that buying its underlying. The only drawback is that I won't get any div-hields and I'll be cut off in twelve months. Also, the break-even point will be strike + premium paid... Having said that, is still buying a call option a good way to make money if my bullish feelings turn out to be true? thanks

Hi I would like some help understanding how to trade the vix options. This is where I usually get informations about vix options. Suppose I have the feeling the vix volatility index may increase in the future... Since I am still a newbie with option pricing I must understand what I could be doing wrong by dealing with call options. Originally my idea was to buy call option near the money or ATM. Yet, the premium is really costly! So, I decided it'd be better for me to buy the vix thru a call options with a strike deeply OTM and mar/2011 as expire date, you can check them here: http://finance.yahoo.com/q/os?s=^VIX&m=2011-03 The vix is now trading at 19.00 and I thought I'd buy a call option at strike 60.00 which is 0.50$ Having said that, I know I could be facing time decay eventually, mostly because the more time passes by, the more the option extrinsic value will decrease...on the other hand the moneyness could affect option price too, for instance the more my option gets ATM the more its extrinsic value increase. Now, I am stuck at this balance between moneyness versus time decay...Also, probaly there are more factors to take into account! What do you think it would best way to long the vix thru options? Is there anyway to simulate options price evolving? Thanks

so, in a nutshell, those who are shorting the calls are making millions while the market maker is paying them that millions! unless the call option is in the money by the expire day...is tha correct?

well, if it's an active trade..the short seller might be hitting the bid whereas the market maker is forced to quote some contracts (both at bid & ask)...so, the trader could be short selling call contracts to the market maker. thus, increasing the open int that was my take too! Needless to say, changes in the open int. series are not provided. At any rate, I noticed that the open int. have increased a lot, lately. So..offhand, I'd say that call contracts are being bought (long) insteadof bought back (short close) Yet, that could be new shorts beign opened by hitting the marker maker at bid as the last traded price is equal to the bid!! Still, I wonder why the market maker is not quoting options with price strike below 1$ as well as why are call contracts being bought at price strike 1$ while the underline security is trading at 0,38$?? I have both good and bad fellings. Good: the security might be trading over 1$ in the near future. Bad: a Reverse/Split is around the corner... Thanks

Ok, thanks. Now, it makes more sense to me! That could merely be a buy back as they are short them. I wonder what "Open interest" means. Does that mean "traded" or just "bought" ?? I mean, if call options are being naked shorted, say, hitting the bid...someone must be buying them...right? that could be the Market Maker as well...will that increment the value of Open Int? How can I tell when an call option is being bought or sold?? http://finance.yahoo.com/q/op?s=CTIC&m=2011-01 I'm sorry, I must admit I'm quite new to option trading...

I have a few difficulties understandig why the market maker is not going to quote the call option at price strike below the dollar...what I don't uderstand is that the security is trading at 0,38$ on the nasdaq and its call options is trading at price strike >1$ and the open interests for this call options is huge (yet, I don't know for how many stocks a single call contract accounts for...maybe 1k?) Why is anybody buying call options instead of buying the security itself? http://finance.yahoo.com/q/op?s=CTIC&m=2011-01 http://finance.yahoo.com/q/op?s=CTIC&m=2012-01 Strike: 1.00 Last: 0.02 Open Int: 47,331 Expire at close Friday, January 21, 2011 -- Strike: 1.00 Last: 0.08 Open Int: 73,660 Expire at close Friday, January 20, 2012 thanks

I have a few difficulties understandig why the market maker is not going to quote the call option at price strike below the dollar...what I don't uderstand is that the security is trading at 0,38$ on the nasdaq and its call options is trading at price strike >1$ and the open interests for this call options is huge (yet, I don't know for how many stocks a single call contract accounts for...maybe 1k?) Why is anybody buying call options instead of buying the security itself? http://finance.yahoo.com/q/op?s=CTIC&m=2011-01 http://finance.yahoo.com/q/op?s=CTIC&m=2012-01 Strike: 1.00 Last: 0.02 Open Int: 47,331 Expire at close Friday, January 21, 2011 -- Strike: 1.00 Last: 0.08 Open Int: 73,660 Expire at close Friday, January 20, 2012 thanks

is there any Volume Profile version similar to this?

do you think this indicatory would be better applied to 1tick chart o 1contract chart?? this is what I have run across:

I know, I know...I only wish I had more...time! My Multicharts demo version is expiring in a week...

Hi, I have just found this great code and was wondering if there was any way to modify the code in order to have a second Volume bias compute day trading total volume bias. So, basically we'd get two volume bias inticators on the same chart, one showing current volume bias from the current bar (2 min in my case) and another one showing volume bias since the beginning of the trading day... thanks!