Don't go to the market, girls ;) - page 10

 
ZZZEROXXX:

or better still - night, eurofrank, loonie, spread

I don't understand where the numbers are coming from either.

Sanyooooook, how did you determine from the table of all deals which deal is limit and which is the market one? I'm afraid that in the table of all deals there are only market deals

.

More precisely, there are limit and market bids, and the trades are all market bids. If there is a trade it means that the market bid has found a limit bid, but the market bid can also be absorbed by the market one.

The "net position volume goes to zero, i.e. there are no positions in the market (relative to the beginning of the day)" - you can plot the open positions to see if this is true.


In the table of all trades, they're all market trades.
 
sanyooooook:

When you have an open long and you still open a long, it is called a fill-in, if you were in longs and you open a short with the same volume, it is called a close position.

If you went long and opened a short with a larger volume, this is a flip, if you opened a short with a smaller volume, this is a partial close.


that's understandable, whose position is it?
 
ZZZEROXXX:

or better still - night, eurofrank, loonie, spread

I don't understand where the numbers are coming from either.

Sanyooooook, how did you determine from the table of all deals which deal is limit and which is the market one? I'm afraid that in the table of all deals there are only market deals

.

More precisely, there are limit and market bids, and the trades are all market bids. If there is a trade it means that the market bid has found a limit bid, but the market bid can also be absorbed by the market one.

The "net position volume goes to zero, i.e. there are no positions in the market (relative to the beginning of the day)" - you can plot the open positions to see if this is true.

If you've got a queue, then the deal that was the first is considered a limit deal and the last one is a market deal.
 
sanyooooook:

I was going the same way but in a different way )

And if the equity graph goes down, nothing special happens, as soon as it goes up, it starts bouncing and the total equity of the crowd goes down.

It would be logical if the price remains in a narrow range for some time, it usually results in a sharp breakdown. Generally speaking, spread trading requires choosing such tools so that charts are predominantly above zero. And preferably there should be less sell-through.)
 
So in other words, in the first few charts you just have a tick chart of the Eurobucks futures for the day?
 
ZZZEROXXX:

The "net position volume goes to zero, i.e. there are no positions in the market (relative to the beginning of the day)" - you can plot the open positions to see if this is the case.


not quite correctly expressed, the number of positions in the market becomes equal to the number of positions at the beginning of the day or so
 
ZZZEROXXX:
Sanyooooook, how did you determine from the table of all deals which deal is a limit deal and which is a market deal? I'm afraid the table of all trades only shows market trades

.

Just so you know, there are no limit trades :) There are limit orders. And here we're talking about trades. A trade is the intersection of two counter bids. One of them is usually a limit order and the other is a market order that crosses the limit order. But it can also be both limit bids, not the point. The only question may be who covered who: the buyer covered the seller or vice versa.
 
ZZZEROXXX:
i.e. in other words on the first charts you just have a tick chart of the eurobucks futures for the day?

there's a calculated movement chart of the day's crowd balance (lat price)
 
sanyooooook:

not quite right, the number of positions in the market becomes equal to the number of positions at the beginning of the day or so
Yes, that's how I understood it. At the beginning of the day you can also see the number of positions. See the Number of open positions parameter in the quote parameters.
 
Meat:
But it could also be both limit, not the point.
both market must mean, the price does not move from the limit ones.
Reason: