S&P 500 & other indexes - intraday. Plus chat

[scose-no-doubt]

You know guys, I learnt a lot from people on here over the years. I'm glad to be putting something back in.

Code up an excel sheet that auto-updates and iterates by cell by ticker from yahoo or google or msn or whatever else. I still can't do it. That's the pro quo for my quid of lulz.

 

[Pat494]

Code up an excel sheet that auto-updates and iterates by cell by ticker from yahoo or google or msn or whatever else. I still can't do it. That's the pro quo for my quid of lulz.

If you find the answer, let me know.
Sierra Charts does excel sheets but the coding looks a nightmare.

 

[Pat494]

Clear as mud?

well I wouldn't be that harsh - just a bit mirky though I have to admit. Have to look up T&S sometime.

 

[robster970]

Code up an excel sheet that auto-updates and iterates by cell by ticker from yahoo or google or msn or whatever else. I still can't do it. That's the pro quo for my quid of lulz.

Here's your quids worth

Excel VBA Programming for Dummies: Amazon.co.uk: John Walkenbach: Books

No serious development shop uses MS products. MS is for retail.

 

[robster970]

Clear as mud?

well I wouldn't be that harsh - just a bit mirky though I have to admit. Have to look up T&S sometime.

Take a look at this. The DOM is the ladder but the flow of orders coming through on the right is T&S

X Trader on Emini SP - Still the fastest trading platform ..with Rithmic LLC ( Zen Fire) - YouTube

 

[Pat494]

Thanks.
The column on the right seems to be going south all the time. Is that because the index is going up ? It's so small I can't read the figures.

 

[robster970]

Thanks.
The column on the right seems to be going south all the time. Is that because the index is going up ? It's so small I can't read the figures.

It always goes south - it is the flow of market orders being fulfilled. What happens in slo mo is:

a) A market order comes in, say it is for 150 contracts to buy at market

b) You will see this order executing on the DOM on x_trader as 150 highlighted with a white background depleting the available liquidity at the ask

c) Once the order has executed it shows up on at the top of T&S, probably as a 150 with a wholly blue background.

d) The next market order comes through, the process repeats thus causing previously executed orders to scroll down 'south'

It is very intuitive when you see it in action for real.

d) For orders under 50 contracts they show up as just blue font

Sell market orders do the same thing except they deplete liquidity on the bid and show up in red/red background.

 

[Pat494]

I had a look at the U-tube bigger size version ( + hot chicks).

really don't understand it tbh. Looks too high powered for my wallet.

They are selling X-trader software.

 

[Pat494]

Just came unstuck after 11 straight winners. Because I scalp small winners , 1 loss takes a big chunk out of winnings.

Have to do 1 thing at a time imo

 

[robster970]

Whether it gives you any benefit really? Well who knows. I think so but maybe I'm just the kind of mug punter they are after.

 

[Pat494]

I think it might be more helpful if it showed say 6 points either side statically. Then one could see how the volume is building up.

 

[robster970]

I think it might be more helpful if it showed say 6 points either side statically. Then one could see how the volume is building up.

You can set the depth on display for the order book to that if you want but after a while, I think you'd realise that's not what to look for and it is the activity on the inside market and just either side of it that is primarily of interest.

This is probably what drove DT's question on how I use DOM and where it fits for me on wider market behaviour. Both T&S and DOM tell me about what's happening 'now' which then shapes what I think about the wider context of the market.

In my mind it is a giant interlinked, unexplainable, spiders web of relationships, assertions and experiences.

Anyway, 5mins to open. Good luck today chaps.

 

[wackypete2]

You know guys, I learnt a lot from people on here over the years. I'm glad to be putting something back in.

We all like the lulz here but it's too bad there aren't many people who do give back or contribute quality material.

Peter

 

[Pat494]

Just came unstuck after 11 straight winners. Because I scalp small winners , 1 loss takes a big chunk out of winnings.

Have to do 1 thing at a time imo

I am going to try a longer time frame ,like er 3 minutes.

 

[robster970]

We all like the lulz here but it's too bad there aren't many people who do give back or contribute quality material.

You're quite right Pete. I better start writing some

 

[robster970]

Just came unstuck after 11 straight winners. Because I scalp small winners , 1 loss takes a big chunk out of winnings.

Have to do 1 thing at a time imo

Nice run Pat :cheesy:

 

[Pat494]

Long weekend in the US.
So volume is down. A lot of traders have taken off for the beach.
Lower gas ( petrol ) prices.

 

[JT_MOT]

No trading for me today, but finally have time to look at some charts now and formulate a plan for tomorrow

 

[Pat494]

Crunch time will soon be upon Obama.
What to do about Iran and Europe.

Thank goodness Bush has gone or he might be invading Europe and handing out loans to Iran.

 

[Pat494]

LONDON (ShareCast) - Security: Support/Resistance IBEX35: 6,357/6,700. FTSE100: 5,253/5,408. S&P 500 (SNP: ^GSPC - news) : 1,290/1,329. NIKKEI 225 (Osaka: ^N225 - news) : 8,135/9,380. HANG SENG INDEX: 17,821/20,035. DOW JONES (DJI: ^DJI - news) : 12,250/12,680. NASDAQ 100 (Nasdaq: ^NDX - news) : 2,474/2,562. CAC (Frankfurt: 924169 - news) 40 Fut.: 2,932/3,070. DAX XETRA Fut.: 6,206/6,447. EURO STOXX50 Fut.: 2,085/2,188. JR