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Search: Posts Made By: brakkar
Forum: Emini and Emicro Index June 9th, 2022, 03:57 PM
Replies: 2
Views: 1,090
Posted By brakkar
Why is the limit book getting counter imbalanced on strong price move?

I notice this almost systematically: the stronger a move on NQ for example the more imbalanced the first 4 levels of the limit order book get.

For example, in case of a strong move up, the 4...
Forum: Emini and Emicro Index June 1st, 2022, 02:32 PM
Replies: 7
Views: 1,878
Posted By brakkar
Thanks for your answers guys. I do understand...

Thanks for your answers guys.
I do understand roughly how arbitrage works. But understanding this doesn't make it less incredible.

I mentioned a "force"... well nothing esoteric of course. But...
Forum: Emini and Emicro Index June 1st, 2022, 11:24 AM
Replies: 7
Views: 1,878
Posted By brakkar
Precisely, who is "someone"? Who's that someone...

Precisely, who is "someone"?
Who's that someone that has enough force to pull several quotes together with an almost ticking level precision?


To the other dude: Thanks for the book...
Forum: Emini and Emicro Index June 1st, 2022, 05:40 AM
Replies: 7
Views: 1,878
Posted By brakkar
It is difficult to grasp the immensity of the...

It is difficult to grasp the immensity of the arbitrage system. Yet, it seems to remain in the shadows with little information or even interest in it.
Let's take NASDAQ for example.

If you trade...
Forum: Emini and Emicro Index May 27th, 2022, 05:13 AM
Replies: 9
Views: 1,765
Posted By brakkar
Sure 2 lots is no problem. But I would say it...

Sure 2 lots is no problem. But I would say it becomes problematic once you reach 10 lots size on NQ and plan to hold for seconds to minutes.
Particularly if you trade premarket.
Forum: Emini and Emicro Index May 27th, 2022, 04:58 AM
Replies: 9
Views: 1,765
Posted By brakkar
I used to trade the ES, but just started changing...

I used to trade the ES, but just started changing my setup to trade the NQ because I find the wider range in absolute ticks makes it easier to spot accelerations, consolidations, and continuous...
Forum: Emini and Emicro Index May 26th, 2022, 12:37 PM
Replies: 9
Views: 1,765
Posted By brakkar
Very interesting post it seems we are exploring...

Very interesting post it seems we are exploring the same kind of operations: spotting heavily biased order flow move on very short term scale.

Why do you prefer the NQ over the S&P or other...
Forum: Emini and Emicro Index May 25th, 2022, 12:45 PM
Replies: 9
Views: 1,765
Posted By brakkar
Hi, I'm looking for factors influencing very...

Hi,
I'm looking for factors influencing very short-term intraday price moves on stock indexes futures.
If you have experience with the following points please share your experience:

1) Other...
Forum: Sierra Chart February 3rd, 2021, 12:10 PM
Replies: 6
Views: 2,926
Posted By brakkar
Yes, this is what happens, but concretly, it is...

Yes, this is what happens, but concretly, it is hard to imagine how the price can go constantly up on a majority of orders hitting the bid.
This would imply in this case buyers lifting the bid. But...
Forum: Sierra Chart January 20th, 2021, 08:24 AM
Replies: 6
Views: 2,926
Posted By brakkar
Incomprehensible divergence between price action and cumulative delta bars

Hi,
here is a chart of stock GRTS on the date of January 19 2021. 1mn chart.

As you can see the stock goes straight up, but the cumulative delta bars straight down.
How can it be? Those bars are...
Forum: Emini and Emicro Index January 11th, 2021, 03:50 PM
Replies: 4
Views: 1,374
Posted By brakkar
I like the ATR concept. I was already doing...

I like the ATR concept. I was already doing something similar with volume.... might as well do it with ATR or just HL range.
Forum: Emini and Emicro Index January 8th, 2021, 01:03 PM
Replies: 4
Views: 1,374
Posted By brakkar
Better relative strength ranking criteria than % from open ?

Hello,
I like to rank 4 major US indices futures (ES,NQ,RTY,YM) by relative strength using % from open.

I would like to expand this ranking to include non Indice instruments.
Problem is that...
Forum: Emini and Emicro Index December 14th, 2020, 02:43 PM
Replies: 5
Views: 1,990
Posted By brakkar
Are arrangements between large participants causing high volume balances zones?

Real information from real, large trading desks are rare.
Considering the volume profile theory, and more specifically Volume profile analysis and the formation of high volume nodes, also called...
Forum: Emini and Emicro Index October 5th, 2020, 09:47 AM
Replies: 10
Views: 4,679
Posted By brakkar
Thank you for that answer bobwest... it really...

Thank you for that answer bobwest... it really helps.
Forum: Emini and Emicro Index October 5th, 2020, 03:55 AM
Replies: 10
Views: 4,679
Posted By brakkar
Thank you for your answers. The reason I was...

Thank you for your answers.
The reason I was asking this, is because I asked myself if It was not better to trade commodities futures than stock indexes, as I suspected the supply / demand game flow...
Forum: Emini and Emicro Index October 3rd, 2020, 09:10 AM
Replies: 10
Views: 4,679
Posted By brakkar
So it's possible for the future quotation to...

So it's possible for the future quotation to diverge from the underlying index because of large orders and stop hunts?
Then who is going to catch up to sync? The future, or the index trough...
Forum: Emini and Emicro Index October 3rd, 2020, 02:14 AM
Replies: 10
Views: 4,679
Posted By brakkar
What if someone sells 10 000 NQ contracts with an iceberg order....

Let's take the hypothetical (or not so hypothetical) scenario that a large trader has 10 000 contracts of Nasdaq Emini NQ to sell.

He puts an iceberg order at a level, let's say 11 000. The order...
Forum: Emini and Emicro Index October 3rd, 2020, 02:01 AM
Replies: 20
Views: 9,242
Posted By brakkar
There is nothing mystical about backtesting. It...

There is nothing mystical about backtesting. It is just testing what you would have done if you were 100% disciplined with your plan.

It is true that a winning backtested strategy may fail or...
Forum: Emini and Emicro Index May 15th, 2020, 07:38 AM
Replies: 5
Views: 1,863
Posted By brakkar
yes, indeed, the belief that they place thousands...

yes, indeed, the belief that they place thousands of trades per second, is to be taken in market wide arbitrage scale, not individual asset. This is not what I believed.
On the s&P emini, the...
Forum: Emini and Emicro Index May 15th, 2020, 06:40 AM
Replies: 5
Views: 1,863
Posted By brakkar
Ok you say that the fast algos are placing...

Ok you say that the fast algos are placing themselves on the limit orderbook, but it doesn't explain the discrepancy between common saying that high freq algos transacting thousands orders per...
Forum: Emini and Emicro Index May 15th, 2020, 04:38 AM
Replies: 5
Views: 1,863
Posted By brakkar
This observation is worth for stocks, eminis.... ...

This observation is worth for stocks, eminis....
Looking at the tape, the times and sales list of transactions..... where are the high frequency algo trades?

It's common to hear that algos...
Forum: TradeStation March 20th, 2020, 01:19 PM
Replies: 7
Views: 2,389
Posted By brakkar
Thanks a lot. And do you know if it screens...

Thanks a lot. And do you know if it screens premarket ?
Forum: TradeStation March 20th, 2020, 12:40 PM
Replies: 7
Views: 2,389
Posted By brakkar
Come on guys, can someone please check and tell...

Come on guys, can someone please check and tell me if Radarscreen allows sub minute, seconds resolution for instruments to scan? Screenshot welcome
Forum: TradeStation March 16th, 2020, 01:51 PM
Replies: 7
Views: 2,389
Posted By brakkar
Radar screen questions

Hello,
I have some questions about radarscreen, please answer only if you are 100% sure.

1) Does radarscreen works premarket? If yes, at what time does it start scanning? 4AM east or 8am?
2) Can...
Forum: Emini and Emicro Index March 3rd, 2020, 09:08 AM
Replies: 12
Views: 4,768
Posted By brakkar
Thank you for your answer. This picture old...

Thank you for your answer.
This picture old order book picture of the ES is very interesting. One of the reason of the thinning of the order book could be also due to the fact that the price of the...
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