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Re: [RT] PROGRAM TRADING



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Thank you Ben...........
----- Original Message -----
From: Ben
Sent: Thursday, February 03, 2005 12:56 PM
Subject: Re: [RT] PROGRAM TRADING

that  idea of just cumulative adv-dec vol is valid  for overall market, it leads  2-4 days sometime as much as   2-3 weeks, in predicting market direction, when it makes a new high and sp500 does not, it means it will make it soon,
the fine tuning of :  "if  close is above open AND close is above yesterdays close"  worked better for INTRA day trading  and the dd was decreased,
the one the  STILL has dd but  only 5-10 min  is up volume/up issues minus  down volume/down issues, that works best  for intra day trading 
----- Original Message -----
Sent: Wednesday, February 02, 2005 12:59 PM
Subject: Re: [RT] PROGRAM TRADING

Hello Ben-
 
Thanks for your valued contribution.  I think you are saying that you dropped the idea of using cumulative volume using
paramaters of "if close is above open and up volume is above down volume" when you switched to using advances and
declines?
 
Chas
----- Original Message -----
From: Ben
Sent: Thursday, February 03, 2005 10:41 AM
Subject: Re: [RT] PROGRAM TRADING

Hello Charles
 
My original  volume study  show that just taking the up volume each day and deducting the down volume (cumulative)  will show the overall trend in the market,
later I refined it to only add volume to cumulative if the close is above open  and  up volume is above down volume,
when trying to apply it to intra day trading, i.e. nq or es, I find it leading by 10-15 min
and had large dd  (4-6 points before making 4-6 points)
to refine things
I took  up volume/up issues minus  down volume/down issues
that did a MUCH  better job with less  dd and same good results
----- Original Message -----
Sent: Wednesday, February 02, 2005 11:23 AM
Subject: Re: [RT] PROGRAM TRADING

Alex-
 
Looks like you've thought about this issue too?  Tks for your response.  Perhaps the best I can do is to FORGET ABOUT
making an issue of trying to use volume as an indicator.  Wordon wrote a great paper (I no longer have a copy) about why
his tick volume made it's way onto the rubbish heap of volume indicators; expecially as applied to the overall market and
indexes.  The service his sons run I think are still big on volume regards individual stocks.   I don't do individual stocks.
 
BTW; does anyone know where I can run this by Ben of RT fame?  I think volume is important in his decision making. 
 
Chas
----- Original Message -----
Sent: Wednesday, February 02, 2005 9:58 AM
Subject: RE: [RT] PROGRAM TRADING

Pure volume has very little meaning for the reasons you state.  In stocks it has been quite some time since you could get genuine directional volume data.  It's worse in derivates where probably two thirds of the trading is hedge relayed.  Some people try to filter back to public only, but that data is rarely realtime.


-----Original Message-----
From: Charles Meyer [mailto:chaze@xxxxxxxx]
Sent: Wed 2/2/2005 9:55 AM
To: REAL TRADERS
Subject: [RT] PROGRAM TRADING
 
Group-

I was wondering if I can get some feedback on the subject of program trading; as it relates to volume analysis.  I've been doing a lot of studying on this subject and here's the issue.  In the old days; total volume of shares traded was just that; insofaras it accounted for all the exchange trading.  Today; end of day volume of shares traded on both the NYSE and the NASDAQ is greatly influenced by program trading.  It is said to account for about an estimated 50% of all volume.  Stated simply; program trading greatly influences total volume.  Now; it seems to me this has to greatly impact the INTERPRETATION OF VOLUME BASED INDICATORS; because we are no longer seeing the pure forces of supply and demand as in the days when program trading didn't exist?

To further complicate matters (if it is necessary to do so; but I am getting ahead of myself here) of all program trading;
only 10% is the index arb variety where stocks are sold; and futures are bought simultaneously; and vice versa.  However;
there are OTHER and perhaps MORE IMPORTANT types of program trading strategies which must impact the analysis
of supply and demand vis a via volume based indicators?  If I may provide an example.  Last Friday sell programs drove the Dow down about 50-points when sell price levels were hit and program trading came into the market.  For DAYTRADING purposes this was valuable information since one could have front run these orders on the short side.  However; on some days one would lose money and the correct strategy would be to fade a sell program by buying into the market at those levels and times.

Daytrading impact aside; is there a way to modify volume based indicators which would provide a clearer representation
of pure supply/demand market generated information for the purposes of swing and end of day trading?  If someone could
please share their experiences and there are no answers to this dilema; it will at least save me a lot of wasted time and energy trodding a worthless path. 

If you have been with me this far; thank you for your time and attention; and any feedback.

Chas









for by program trading




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