[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: RE: CME Tick Aggregation



PureBytes Links

Trading Reference Links

Marc,
 
I agree with not being able to tell how much of the tick differential that we are picking up on now is from the holiday period,
or from the change or a combination of both. Nonetheless, dropping the tick charts down to a fraction of what they were before
will fix it in either case.  
 
They can run, but they can't hide.....
 
mike

----- Original Message ----
From: marc miller <marcmiller@xxxxxxxxx>
To: omega-list@xxxxxxxxxx
Sent: Friday, December 30, 2005 2:34:46 PM
Subject: Re: RE: CME Tick Aggregation


I tried the 'volume' based bars.  no good....

I have changed my 1200 tick chart to a 600 tick chart,
I have changed my 600 tick chart to a 300 tick chart-
This is working for me better than the volume bars-
But I will wait until post holiday environment for final judgment,
but so far I don't like the way things are behaving.


----- Original Message ----- 
From: "Phil Bailey" <baileyp@xxxxxxxxxxx>
To: "'Omega'" <omega-list@xxxxxxxxxx>
Sent: Friday, December 30, 2005 1:34 PM
Subject: RE: RE: CME Tick Aggregation


> It will never change. Its almost like big SP now.
> Packet size can always match demand. Variable tics!!
> Their best attempt yet, and this one is legal.
> Wait til the big boys get back from holidays.
> By the time the indicator starts turning, the move is over and start
another
> 2+ hour wait, lol.
>
>