Here is that video from last Friday that I re-recorded....Hopefully my new microphone helps with the sound. I also recorded one from today's trade basically showing the same concepts of evolving volume and how it becomes attractors.
and here is today:
PA
PAUL9
Rep: 14,898
Posts: 1,170
Yes, Lorn, thank you, it does answer my question.
It was a curiosity to me because even though I am not running software like yours, TS has what they call an activity bar. produces virtually the same volume profile as you post on virtually everyday, but not last night, Today the HVN on that TS (just for O/N price traffic) came in at 1329-1328.25 area.
BTW TS has a pretty good article about times of day and most useful measures.
https://www.tradestation.com/support/tslabs/default.aspx?report=21
worth reading the PART1 (referrenced in the report), Part1 divides the RTH day into 3 130minute segments and then graphically shows what most of us already know, first 130minutes most active.
It was a curiosity to me because even though I am not running software like yours, TS has what they call an activity bar. produces virtually the same volume profile as you post on virtually everyday, but not last night, Today the HVN on that TS (just for O/N price traffic) came in at 1329-1328.25 area.
BTW TS has a pretty good article about times of day and most useful measures.
https://www.tradestation.com/support/tslabs/default.aspx?report=21
worth reading the PART1 (referrenced in the report), Part1 divides the RTH day into 3 130minute segments and then graphically shows what most of us already know, first 130minutes most active.
DR
DRob
Rep: 407
Posts: 38
Nice article, similar to how I already trade, but it's nice to see more thorough graphs and research as confirmation.
Originally posted by PAUL9
Yes, Lorn, thank you, it does answer my question.
It was a curiosity to me because even though I am not running software like yours, TS has what they call an activity bar. produces virtually the same volume profile as you post on virtually everyday, but not last night, Today the HVN on that TS (just for O/N price traffic) came in at 1329-1328.25 area.
BTW TS has a pretty good article about times of day and most useful measures.
https://www.tradestation.com/support/tslabs/default.aspx?report=21
worth reading the PART1 (referrenced in the report), Part1 divides the RTH day into 3 130minute segments and then graphically shows what most of us already know, first 130minutes most active.
LO
Lorn
Rep: 16,037
Posts: 1,406
Interesting article Paul.
I find the results on mean reversion fascinating...
I find the results on mean reversion fascinating...
In evaluating the mean reversion results, we can see that mean reversion signals improve in the exact opposite fashion of momentum signals. The mean reversion performs the worst from 9:30 to 11:40, improving as the day progresses.
Originally posted by PAUL9
Yes, Lorn, thank you, it does answer my question.
It was a curiosity to me because even though I am not running software like yours, TS has what they call an activity bar. produces virtually the same volume profile as you post on virtually everyday, but not last night, Today the HVN on that TS (just for O/N price traffic) came in at 1329-1328.25 area.
BTW TS has a pretty good article about times of day and most useful measures.
https://www.tradestation.com/support/tslabs/default.aspx?report=21
worth reading the PART1 (referrenced in the report), Part1 divides the RTH day into 3 130minute segments and then graphically shows what most of us already know, first 130minutes most active.
KO
koolblue
Rep: 48,651
Posts: 16,032
FROM SENTIMENTRADER:"One of the possible props underneath the market the past few days has been seasonality. The first four trading days of April have been quite positive, as we discussed coming into the month. But that runs out today, and then for the next week SPY has been positive only 37% of the time. QQQ (Nasdaq 100) was up 33% of the time."....AND HERE ARE THE STATS REGARDING THE RECENT RISE IN OPTIMISM...
DR
DRob
Rep: 407
Posts: 38
I couldn't tell, I was watching paint dry...I mean the market =)
Originally posted by palmer
Market is extremely slow



