morawski |
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Monday, April 4, 2011 |
Monday, May 27, 2019 9:19:57 AM |
4 [0.00% of all post / 0.00 posts per day] |
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While worden has made consistent steps in improving their services and offerings by listening to customers, this latest move seems like a torrential leap in the wrong direction.
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There may be liquidity between the spread. Just because the order isn't displayed on Level II doesn't mean its not there. A spread of 11.80 and 11.89 may have a bunch of orders in between (i.e. BATS hidden/BATS dark, or various dark pools). I have been able to take advantage of these situations by testing different dark books to get price improvement.
There is an overall advantage to this in that dark pools don't hold levels on level 2. The price level can break before all of the shares are taken from the dark pool. Buying a block at the market will probably drive the price (and ask at 11.89) on the aforementioned stock several cents, wheras the order may be taken care of on a dark book between the spread while having little or no affect on the ASK.
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wow,
thats exactly what I was looking for.
Thanks for the quick response.
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Hi,
I would like to export the Bollinger Band Data (Upper and Lower Band data i.e/ 20 SMA +/- 2 stdev) from my chart. However, when I check the option to export the Bollinger Band Data from the stock pane, I don't get any data for this indicator.
As I am not familiar with Realcode and I don't want to have to manually calculate it in Excel, would anyone know how to create two seperate plots:
one that plots only the upper bollinger band
the other to plot the lower bollinger band
I figure this would be able to get around this problem.
Thanks
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