The volatility is tremendous this morning but the $TIKUSC $TICK and $TIKRL are all down through the 195 level so at least this is straightforward !
Trev
The volatility is tremendous this morning but the $TIKUSC $TICK and $TIKRL are all down through the 195 level so at least this is straightforward !
Trev
GGT Forum Manager
Agreed. I'm long with a trial balloon in QID since $TIKND is having such a hard time moving up. I do note that it is staying level with the 0 line, so it appears that the algos that impact stocks on the NDX-100 are switched off.
I've not found a good place to enter TWM or TZA despite the $TIKRL and the cumulative tick clearly favoring the bears.
Regards,
pgd
I have the answer to volatility and HFT: don't watch the screen!
Once again I can naively report that my grandpa account at Vanguard is completely out performing Thinkorswim and all its pyrotechnics.
Entry points on TZA? Without lights blinking, I just enter the order and quietly and calmly it is filled.
But the question about sample size remains. I wish I could backtest this, but like many things in life I/we are out there alone at the point of making an order...
Last edited by nickola.pazderic; 09-01-2011 at 12:58 PM.
I/we are out there alone at the point of making an order ---- and without the support of The Robot yet !!!!Originally Posted by nickola.pazderic
Trev
GGT Forum Manager
I grabbed 100sh near the VWAP on TWM, so off to the races we go. It turned right at the VWAP and bounced up, so I couldn't resist. :)
Regards,
pgd
GGT Forum Manager
Sample size of what ...?
What exactly would you like to backtest?
Regards,
pgd
Posting Permissions
Reply With Quote
