a*****e
发帖数: 1717 | 1 I chose ESH1 as an example, 23.25*60 = 1395 minutes per day. All values
should be times around $50 as implied dollar value.
I used one min bar data since 2011-01-01 till 2011-03-18 (settlement day),
Should have used roll over day of ESH1 cause it has huge liquidity since,
that should bring two extra weeks)
Most liquid minutes:
Time Value
15:59:00 1763905170.75 — this is most liquid one, no surprise, just
before daily settle
16:00:00 1710474733.25 — same reason, but last minute
09:30:00... 阅读全帖 |
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g*****u
发帖数: 14294 | 3 What's your SR?
Excellent post! |
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C*G
发帖数: 7495 | 5 我老也顶一下大牛，虽说没怎么看懂，唉--，四级不过害死人呀！
哭死哭死 |
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d********0
发帖数: 5142 | 6 我那天也想把future操作记录贴出来给大家看，不过我用鼠标四处画了半天也没找到能
给懒人用的。
死活copy不出来。 |
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a*****n
发帖数: 89 | 8 虽然小蝌蚪都知道 开盘青蛙跳 收盘MM笑
但是还是要赞用数据说话，赞学术精神，赞精确到分。
对于DT and/or BOT的确是好贴。。。 |
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a*****n
发帖数: 89 | 9 Daylight saving time adjusted? 天朝股市开盘收盘时间影响如何？ |
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a*****e
发帖数: 1717 | 10 I planned to write a series, this is just preparation for the following.
but I am not sure whether to post more. No one really cares. |
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m*a
发帖数: 48 | 11 I care.Thanks for the post! Somehow I found the first 1-2 hours offered the
best trading opportunities. Reversals and pullbacks. But you got to act
extremely fast. The setups usually don't look that "perfect"but it can run
further and faster. And most of time the High and Low of the days are
settled in the AM session.
I try not to trade in PM session. Somehow my productivity is PM session is
disapointing.
Btw, I am still demoing and finetoning my method and rules..I trade 5 min
chart
Thanks for... 阅读全帖 |
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w******s
发帖数: 16209 | 12 虽然占少数，但关心的人还是不少的。
有人不会appreciate，但也有很多人会的。
至少现在你还没被拍砖头。 |
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z****g
发帖数: 4616 | 13 非常感谢楼主的分享，非常富有科研精神，有你的带领，我们股版的FUTURE一族们必将
所向披靡。你可不能停啊！！！！
不过，以后能不能尝试用中文？ |
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f********n
发帖数: 1560 | 15 我很在意，这样的好帖在股版实在难得。给你发两个包子，作为鼓励。 |
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m*********n
发帖数: 6098 | 17 发信人: boylover (虎子), 信区: Stock
标 题: Re: some intrady data for ES
发信站: BBS 未名空间站 (Wed Mar 23 23:38:02 2011, 美东)
小牛奖小牛奖 |
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w********1
发帖数: 3492 | 18 intrady seems done the drop.
not powerful enough. |
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u****d
发帖数: 23938 | 19 ☆─────────────────────────────────────☆
kingcrown (小母牛过生日) 于 (Sun Mar 27 16:39:16 2011, 美东) 提到:
每届提名不超过5个，每周日EST 10：00PM截止并颁奖。欢迎大家进行点评！
寄信人: deliver (自动发信系统)
标 题: 本站转帐通知单
发信站: BBS 未名空间站 (Mon Apr 04 01:04:19 2011)
来 源: mitbbs.com
kingcrown，您好：
您转给 mikeandlily,现金(伪币):500,收取手续费:5
同时附加了如下留言给 mikeandlily.
第九届“小牛奖”得主：mikeandlily
站务
到现在为止得票情况：
1. superdmv ：
2. mikeandlily ： 10
3. lucan ： 2
4. babycrynot ： 1
5.
1. 发信人: ... 阅读全帖 |
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Z****g
发帖数: 13731 | 20 intrady, it is a short on bounce game. |
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l******n
发帖数: 521 | 21 叔的意思是回调一下就要勇敢进？timeframe是intrady？
真忍不住崇拜一下叔啊。叔天天就忙着数钞票了吧。。。 |
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l*******e
发帖数: 309 | 25 Could anyone recommend a free website to download intrady volumn and price.
I checked NASDAQ NLS, the volumn added together doesn't agree to the
reported valumn?
Thanks in advance. |
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g*****u
发帖数: 14294 | 26 看了一下NOK。MHP看，这个股票做我的shit桶在6个月尺度有edge。intrady暂时没有能
力做。不过1-minute bar都有，看以后是否值得。
总体感觉，NOK不是low hanging fruit.
Fund搞法很多。 即使Macro与long-short也有trader呀。我想trader不建模，或不会用
基于模型的自动工具，可能不够专业吧。 |
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w*****y
发帖数: 2182 | 27 谢老帅，ITOUCH上一般什么炒股软件比较好呢？ 我有时可能需要看OPTION INTRADY
CHART，好像比较困难的说 |
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w***y
发帖数: 2537 | 28 来自主题: _pennystock版 - 转载好贴 发信人: aripple (aripple), 信区: Stock
标 题: some intrady data for ES
发信站: BBS 未名空间站 (Wed Mar 23 23:23:14 2011, 美东)
I chose ESH1 as an example, 23.25*60 = 1395 minutes per day. All values
should be times around $50 as implied dollar value.
I used one min bar data since 2011-01-01 till 2011-03-18 (settlement day),
Should have used roll over day of ESH1 cause it has huge liquidity since,
that should bring two extra weeks)
Most liquid minutes:
Time Value
15:59:00 1763905170.75 — this is most liqu... 阅读全帖 |
|
