Profile Help Forum Rules Advanced Help Last 1|3|7 Days Search Forum Tree View

Thread   Start New Thread   Last Poster Posts Pages Last Post

Author Message  hailoh Member Username: hailoh Post Number: 237 Registered: 04-2003 Rating: N/A Votes: 0 Sunday, June 03, 2007 - 06:24 pm:     I hadn't realised that algorithmic trading accounted for such a high volume of international trading. A recent Reuters review suggested that it accounted for 40% of trades and was responsible for the very obvious surge in volumes on the major (US) indices. Brokers actually move their trading computers close to the exchanges to limit transmission delays in a field where the standard is millisecond trading. The algorithms are said to mainly target micro-variations in prices. Which leads to my question: how are indicators based in part on volume movements eg TMF affected by this new trading platform? An algorithmic trade can theoretically be in and out within a second, but it still contributes to volume. Colin?  colin_twiggs Member Username: colin_twiggs Post Number: 2905 Registered: 09-2002 Rating: N/A Votes: 0 Monday, June 04, 2007 - 01:21 pm:     Hailoh, We would need to know more about the trading tactics. Scalping over very short time periods (seconds or minutes) would increase volumes in both an up and down market but not affect TMF at all. Trend trading, on the other hand, would increase the signal strength of TMF. Regards, Colin  tbreak Member Username: tbreak Post Number: 101 Registered: 06-2004 Rating: N/A Votes: 0 Tuesday, June 05, 2007 - 12:06 am:     http://www.aaai.org/AITopics/html/bank.html Is an interesting read.  hailoh Member Username: hailoh Post Number: 238 Registered: 04-2003 Rating: N/A Votes: 0 Tuesday, June 05, 2007 - 08:48 pm:     tbreak, thanks for the reference. High powered and interesting! Looks like Hilarius' holy grail could ultimately be the coat tails of the sharpest computer freak! By contrast,my needs are really quite simple. All I want is a virtual heavy wooden ruler that SNAPS down across my knuckles whenever I want to trade against the trend! That would do wonders for my kill rate.  hilarius Member Username: hilarius Post Number: 2296 Registered: 04-2004 Rating: N/A Votes: 0 Tuesday, June 05, 2007 - 09:37 pm:     Five Stars for correct apostrophe use Stan Weinstein would also be proud of your post Never trade against the trend = another Five Stars Hilarius' approval rating = 10 out of 10 but Colin Twiggs only allows 5 stars Pass the ruler when you finish with it please I come in peace to share my thoughts and to shine my candle light on possible long term opportunities

Add Your Message Here Post: -Color- Black Red Green Blue Yellow Purple Orange Cyan Gray White -Font- Arial Courier Symbol Times Verdana -Size- Smallest (-2) Small (-1) Normal Large (+1) Largest (+2) Username: Posting Information: This is a private posting area. Only registered users and moderators may post messages here. Password: Options: Enable HTML code in message Automatically activate URLs in message Action:

Other Threads     Last Poster Posts Pages Last Post Moving Averages ingot54 2  1  25-Nov-07  06:39 pm OBV barneyw 3  1  08-Nov-07  09:46 am Using the Scale's Numerical Values nihonjin 1  1  21-Sep-07  01:30 pm Volatility Ratio glennc 1  1  26-Jul-07  11:03 pm Stock Screener Help Please colin_twiggs 5  1  19-Jul-07  03:08 pm Point and figure display pic1 1  1  18-Jul-07  05:50 pm Chart display trouble colin_twiggs 2  1  17-Jul-07  12:26 pm Handy E*Trade Pro feature sway 1  1  05-Jul-07  10:47 am Count back lines coyotte 2  1  04-Jul-07  09:49 pm Pending orders on stocks gregmorris 5  1  29-Jun-07  09:38 pm Price Filter colin_twiggs 2  1  27-Jun-07  03:06 pm The Hindenburg Omen visions 56  1  23-Jun-07  02:23 pm Colin, How is the Force Index Calculated colin_twiggs 2  1  06-Jun-07  05:40 pm Screening RSI colin_twiggs 2  1  05-Jun-07  02:34 pm

Threads by Last Post Time:

First Previous 84 85 86 87 88 89 90 91 92 93 Next Last

Administration   Log Out     ««  Previous  Next  »»