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e-mini futures trading


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e-mini futures trading

  #21 (permalink)
nirvikalpasamadhi
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paps View Post
thanks for your inputs. However that is not true. Limits are equally if not can be more aggressive than Market Orders. Limits could be passive or aggressive.
Limit Order aggressiveness is determined by the rate at which they arrive or cancelled. It is also with Limit order that (Hidden Liquidity is refreshed...aka iceberg or hidden Limits)
thnx for your discussions and sharing. And what you state may well serve your trading style.

However since many read these posts and hoping some contribute. Wanted to point out that Limits are not solely passive when it comes to discussions revolving LOB.

well, dont really understand you now, but limit side is always passive (awaiting to be filled) vs. market side is always active (filling the limits)

when it comes to iceberg or other things, it is a different story, but still, iceberg is a passive limit order waiting to be filled by active market side

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  #22 (permalink)
 
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 paps 
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nirvikalpasamadhi View Post
well, dont really understand you now, but limit side is always passive (awaiting to be filled) vs. market side is always active (filling the limits)

when it comes to iceberg or other things, it is a different story, but still, iceberg is a passive limit order waiting to be filled by active market side

I think what you say hold in the traditional sense.

Aggressiveness in the LOB Micro structure will always be dictated by arrival/deletions of Bid/Asks, MO/Limits. If one delves into what drives LOB by HFTS or MMs or anyone able to influence the Book....we get into specifics of how Limit Orders drive markets passive or otherwise aggressive. There would be a multitude of whitepapers available on google...if you wish to refer.

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  #23 (permalink)
nirvikalpasamadhi
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paps View Post
I think what you say hold in the traditional sense.

Aggressiveness in the LOB Micro structure will always be dictated by arrival/deletions of Bid/Asks, MO/Limits. If one delves into what drives LOB by HFTS or MMs or anyone able to influence the Book....we get into specifics of how Limit Orders drive markets passive or otherwise aggressive. There would be a multitude of whitepapers available on google...if you wish to refer.

still confused about what u are talking about.. never mind


today´s long on ym futures. timing entry based on the reaction of high sellers

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  #24 (permalink)
nirvikalpasamadhi
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not very interesting week, nonvolatille sessions - just to mention one thing here.. yesterday nasdaq (ab)used the predictible sellers liquidity in intermarket divergence to move to higher prices, and after that on contrary was the first one to start abusing deep buyers liquidity to move lower..

tricky..

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  #25 (permalink)
nirvikalpasamadhi
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timing entry

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  #26 (permalink)
nirvikalpasamadhi
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..this time on nq..

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  #27 (permalink)
nirvikalpasamadhi
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already risk free... the footprint chart shows the predictible sellers

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  #28 (permalink)
nirvikalpasamadhi
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we might have one..

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  #29 (permalink)
nirvikalpasamadhi
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  #30 (permalink)
nirvikalpasamadhi
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stoprun on the daily low with exhaustion of post-breakout sellers.. i am in...

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Last Updated on July 31, 2017


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