Kreslik.com - traders community since 2006

i can not understand with Paltalk :S
at their site i see that Paltalk "2PERCENT" room is open and 2 people online.
but i can not see TWO PERCENT CLUB in the Paltalk client.
the time i checked was London open.
Anybody can help me?

BRGDS, Dan

Hi Michal! I suppose you collect the ticks with MS SQL? i've read your topic about that so would you be please so kind as to share the final SQL table format for quotes? Do you collect Level II data? if so please be aware that demo and real Level II data at least for MBT/EFX does not match. BRGDS, Dan

it seems forex levelII data at demo and real at MBT(EFX) does not match. so you can not test your strategies with demo account. i did not check for stocks because i do not have real account for stocks. if you want to read more about using of level II in strategies - please google for "penn lehm...

Hi Avery!
do you still handle the "2% club"?
i am trying to trade Milk The Cows and the BZ on "real", so -30 pips after 3 weeks (
please tell me - do you use fixed stoploss? is it 5 pips? what the average time are you in the trade?
BRGDS, Dan

Hi Max! as i understood you are familiar with MBTX API. would you tell me if "price vs speed" parameter is usefull while placing the orders for this strategy. i suppose you already created the trading bot for this impeccable hedge. what's the perfomance of it? P.S. i did not find any FIX a...

Hi Michal and everybody! i want to try to code this strategy for MBTX API because i suppose it is the fastest way to execute orders. it seems you can place non-standard lot sizes with API (not 10'000, 100'000 but 33'333 for example) - so it is the right thing that we expect from Impeccable Hedge. So...

you can GOOGLE for "static order book imbalance" some links: http://www.cis.upenn.edu/~mkearns/projects/sobi.html http://homepages.cwi.nl/~robu/cima2005.pdf i found that the price definitely goes the way of imbalance value (treshold value you can find in above links), but not ususally star...

OK i refreshed my C++ skills and also learned C# i've coded some test program which calculates Bid/Ask imbalance from Level 2 orderbook and autotrades at MBTX. i am testing it with tight Sl's /Tp's (4/5). The average result till now is average 3 winners against one looser. Who's interested? BRGDS, Dan

Ha Ha! it is simple for sure! but Avery tells you to look at Level II behaviour, does not he? But he does not tell you where to look at this Level II, he tells you to read books about it
So i suppose adding SOBI is not the complexation or modification of BZ, but it is the BZ.

of course i've downloaded the software... look maybe it will be helpful for you to use this SOBI while trading. of course the WEIGHTED AVERAGE ASK and WEIGHTED AVERAGE BID must be computed in REALTIME but you can visually check where the most volumed asks and bids are located. for example you entere...