Search found 48 matches

by TomB
Thu Jul 30, 2020 7:32 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Re: Liquidity Tracker Initial Research

This is an Ex of a Continuation Trade using Vol Profile for Context and Trade Location and fine Tuning Using SI/LT Tracker. Entry was against Liq/LVN of Upper Distribution with Target NVPOC 3248 ish..
by TomB
Thu Jul 30, 2020 4:37 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Re: Liquidity Tracker Initial Research

This is a illustration of a short term ES Mean Reversion trade using SI/LT Tracker and Volume Profile for Context. The SI/LT provides good insight as to the underlying market dynamics. The profile provides the context and potential location to stalk the trade. Hope it is helpful.
by TomB
Wed Jul 29, 2020 8:47 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Re: Liquidity Tracker Initial Research

Tx Bruce for the encouragement and kind words. Here is a look at a short term rotation sequence from FOMC Day 7.29.20 One of the things to observe is how the behavior of the book changes in relation to the context of the market. At times the LT will indicate that the market is exhausting in various ...
by TomB
Sun Jul 26, 2020 7:18 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Re: Liquidity Tracker Initial Research

Here is some further research on the ES using LT with some alignment with the SI Detector. I have put some of the variable values/data points in to try to see what is significant, what has alignment and what is noise. Also, I am considering divergences when market returns to an area and the behavior...
by TomB
Thu Jul 09, 2020 12:58 pm
Forum: General forum
Topic: Information Iceberg detector
Replies: 4
Views: 4136

Re: Information Iceberg detector

I use the underflow with MBO data.. It is a synthetic detector which alerts when icebergs are detected above the threshold you set. I also have the SI MBO bundle so I track both. The iceberg detector seems to alert in alignment with the SI detector most of the time except the iceberg detector is not...
by TomB
Tue Jul 07, 2020 4:44 pm
Forum: General forum
Topic: Rithmic latencies - HW,windows or rithmic? possible workaround
Replies: 17
Views: 20132

Re: Rithmic latencies - HW,windows or rithmic? possible workaround

Hi: This might seem basic since my level of understanding is basic but I had similar issues with continual latency in active markets and 10-20 sec delays and found the issue, at least for me, was Cpu throttling. I am running a I-7 3.40Ghz, 32Gig Ram Win 10 64 Bit. 4 monitors + R-Trader Pro connected...
by TomB
Mon Jul 06, 2020 9:47 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Liquidity Tracker Behavior/Skew

Here is a Screenshot of behavior between the Bid/Ask and the LT-Imbalance. I have switched the colors of the Ask to Green and the Bid to Red. That seems more aligned to me. The White LT-Imbalance is White and moves counter to market direction - hopefully that will be able to be adjusted so it moves ...
by TomB
Mon Jul 06, 2020 4:43 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Re: Liquidity Tracker Initial Research

I have reversed my colors going forward after the above example for the bid/ask so it is more intuitive. I think some ability to color the LT-Imbalance like the CVD might be useful as well as being able to flip it 180 degrees so it moves along with the market direction vs opposite. It just makes it ...
by TomB
Sat Jul 04, 2020 4:03 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Liquidity Tracker Initial Research

Hi All: I have been reviewing the LT for several days and at this time I have not seen any examples of how to apply it in confluence with BM. This is my initial attempt to make sense of how this tool might be used. I have no idea if this example is meaningful or even a representation of how to use t...
by TomB
Thu Jul 02, 2020 11:31 pm
Forum: Bookmap Ltd.
Topic: Liquidity Tracker Initial Research
Replies: 14
Views: 13035

Practical Application of Liquidity Tracker

Hopefully there will be some user/developer examples of uses for this data. I have been watching it and have not seen how I can apply it. It does not lead the market or indicate a potential condition developing. It seems to change value with a slight lag. How can this be applied and what edge might ...