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NYSE $TICK AND $ADD


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NYSE $TICK AND $ADD

  #61 (permalink)
cedar
New York
 
Posts: 44 since May 2011
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good entry tiger.

you must have shorted around 11:55AM as the mkt was testing the previous high.

for me defining an entry point is still somewhat problemetic, I would have shorted a few bars later around 1244

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  #62 (permalink)
 
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 tigertrader 
Philly, Pa
Legendary Market Wizard
 
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$TICK daily

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  #63 (permalink)
 etmtrader 
Charlotte
 
Experience: Intermediate
Platform: NinjaTrader
Trading: e-mini
Posts: 8 since Apr 2012
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I'm looking for a data service for $TICK. I use NinjaTrader and trade the e-mini S&P. Kinetick looks like a good deal.

Who do you guys recommend?

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  #64 (permalink)
Nkny
New York new York
 
Posts: 1 since Oct 2012
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Fat Tails View Post
Thank you for this post. I think that watching market breadth indicators in parallel with index futures produces a real edge. Unlike the usual bunch of indicators, which is derived from price, the TICK, ADD and TRIN use information from a different source.

I agree on everything that you have written on the TICK, it is a very valuable information on short term sentiment. I use a 20-period SMA with fixed bands. When the ticks exceed those bands I am getting an acoustic signal. I have also experimented with a center line instead of a moving average (center line of Donchian Channel), and this gave similar results.

It is important to adjust the bands to the trend in order to catch the retracements and not the unwanted countertrend signals. This is what you have also done, as I can see the asymmetry between the two lines plotted on the chart.

The chart below shows six signals that were generated during the first two hours today, when the bands were violated. When using the SMA(20) as a trendfilter, five of the six signals were confirmed, one of them was invalid. The invalid signal, although it had one of the highest tick readings in absolute terms was dangerous to take.


Hi, very interesting ... I use a 3 min on the tick with a 11 sma and bollinger bands set at 1.5 std off of a 150 sma....

Could you tell me what your settings on the keltner bands are... I'd like to play around with your way and compare the two..

Thanks

Have a great day...

Nick

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  #65 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Swing Trader
 
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etmtrader View Post
I'm looking for a data service for $TICK. I use NinjaTrader and trade the e-mini S&P. Kinetick looks like a good deal.

Who do you guys recommend?

Kinetick is likely the best choice.

Mike

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  #66 (permalink)
 
Zondor's Avatar
 Zondor 
Portland Oregon, United States
 
Experience: Beginner
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Maybe something I should be paying more attention to.

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  #67 (permalink)
kavklov
curitiba
 
Posts: 34 since Aug 2012
Thanks Given: 2
Thanks Received: 7


Fat Tails View Post
Thank you for this post. I think that watching market breadth indicators in parallel with index futures produces a real edge. Unlike the usual bunch of indicators, which is derived from price, the TICK, ADD and TRIN use information from a different source.

I agree on everything that you have written on the TICK, it is a very valuable information on short term sentiment. I use a 20-period SMA with fixed bands. When the ticks exceed those bands I am getting an acoustic signal. I have also experimented with a center line instead of a moving average (center line of Donchian Channel), and this gave similar results.

It is important to adjust the bands to the trend in order to catch the retracements and not the unwanted countertrend signals. This is what you have also done, as I can see the asymmetry between the two lines plotted on the chart.

The chart below shows six signals that were generated during the first two hours today, when the bands were violated. When using the SMA(20) as a trendfilter, five of the six signals were confirmed, one of them was invalid. The invalid signal, although it had one of the highest tick readings in absolute terms was dangerous to take.

Hi there,

I am using NJ for about a month and I would like to know how did you add BB on the TICK chart under the ES chart. Thanks a lot

K

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  #68 (permalink)
sammiawad
dallas, tx
 
Posts: 2 since Jan 2013
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hi,
I have tradestation $TICK and CQG NinjaTrader 8 ^TICK. When I compare both, they have different data value. Similar movement but different value. Both firms told me they getting the data straight from the feed. Any ideas why the differences?
Sam

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  #69 (permalink)
 
ClearLog's Avatar
 ClearLog 
Athens Greece
 
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sammiawad View Post
hi,
I have tradestation $TICK and CQG NinjaTrader 8 ^TICK. When I compare both, they have different data value. Similar movement but different value. Both firms told me they getting the data straight from the feed. Any ideas why the differences?
Sam

Yes this is right have compared too. I dont know the answer.But do we really care? Set the exteme settings accordingly . I mean for me the extremes on transact are around +600 -400. Tradestation comparing +1000 -800. What is your setting for extreme readings on tradestation?

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  #70 (permalink)
sammiawad
dallas, tx
 
Posts: 2 since Jan 2013
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depending on the day. If big down day -1000. on big up day +800 on Tradestation. Have you used Kinetick? is it different than Tradestation for $TICK reading. I wonder if there are no 2 feeds a like. I called NY stock exchange and got the run around. The data should be the same unless it is filtered somewhere. Sometimes CQG and Tradestation are similar and other times far a part. maybe big mike knows the answer.

Sam

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