PROOF of BUY/SELL Exchange Routing being used to manipulate GME for illicit gains today
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Did somebody say 'Murica?
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- By - katarinawinemixer
GME today vs. AMZN on June 3rd the day before it split
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- By - katarinawinemixer
Finished another 50k prop funding evaluation in 1 hour today 🎉
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- By - katarinawinemixer
Took a new edge I had been backtesting live on NQ yesterday, +$5.8k Day P/L
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- By - katarinawinemixer
Fun Fact: The S&P is currently bouncing off the low it made during the Jan 21' Sneeze 🤔🤷‍♂️
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- By - katarinawinemixer
NFT Giveaways: Temperature Check
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- By - goldielips
Honestly some of you need to hear this, especially people who are just getting started with trading. The social pressure to jump on meme stocks in the most popular forums here is pretty high.
Aside from how cringe it is, the claims in the email are literally false haha like “Wasn’t GME supposed to hit $250 by now? (Never traded above $87 and currently sits in low $40s)”. These clowns apparently don’t even understand stock splits lmao.
Hey you said puts were sold to open - long position
Just trying to simplify for people who don't understand options that a short put position benefits the same direction as being long the underlying. Most people see put and automatically assume it means "price go down make money"
I will do anything if you could let me/us know how you got the data for dark pools (first screenshot) - what software/app/website are you using? Thank you so much!
whalestream.com , it's a paid options flow service
What time chart you using? How were you able to remove the part where amazon drops $20/share 10 days after split and only show the part where it goes up? and that a month and a half later, amazon just went above its split day price?
A 5 minute chart, only thing I am referring to is the highly similar price action that seems to be algorithmic, not making any allusions to what happens post split
With an R of 1.2 this edge was making 3.9k but some simple backtesting shows that tightening my stop 2 points increases expectancy to $6k (+33%) even though it brings R down to 0.8.
What software are you using for backtesting?
Google Sheets and TradingView
V9?
Tradovate & Trading View 100%
If by pass, you mean win, no, it would only be 85%, assuming independent events. If you flip heads 10 times in a row, you still only have 50% chance to flip tails on the next attempt.
How does that make sense though if there is only a 3% chance of an event with a 17.5% chance happening twice in a row
1 loss has a 17.5% chance to occur. But if you already know that you lost, the probability is 1. The chance that you hit loss, loss, win is indeed about 3%, but in your problem, we’re assuming that we’ve already lost twice. The probability that we start with 2 losses when we already know we started with 2 losses is 1. This just leaves the probability of winning the 3rd event, which is 0.85
Hmm okay thanks for the input, I guess I just can’t wrap my head around the “gamblers fallacy” in this circumstance
Hey, where can i get this chart?
The spread? I made it specific for this backtest, the cell formulas won’t really work for anything plug and play sorry fam
sorry if it's a noob-ish q, kinda new to all this, but i'm struggling to understand what / how probabilities are derived from a trading price data set - would you be able to elaborate in a general sense? thank you!
If you have a clearly definable setup you can go through and track the different variables you are interested in knowing the probabilities of.
So, that's 1 hour and 40 minutes?
1 hour and 10 minutes
The real question that no one seems to be asking is: Have you replicated this on a real, cash account yet? If you’re scalping like this there’s no way in the world you’d be worried about commissions, even if they are high. Slippage is another story altogether though.
Yes, for my personal account I use tradovate with the zero commission membership tier which obviously has a huge impact given the volume that I do. There is realistic slippage on the prop sim accounts as well although I notice I tend to get stop sniped in lower liquidity less often on the sim account which is somewhat of an exploitable edge.
So do you think the 2-lot stop/auto-breakeven part of your edge is only applicable to these fair-value gap retracement-fades, or is it something that could be more generally used whenever trying to catch a biggish move, even based on other strategies?
I think you would have to backtest and calculate the probabilities based on any given setup to optimize the amount of ticks to set your SL/BE that would allow you to stay mostly flat (minus commissions) while you wait for the move. FVG retracements were just ideal for this idea because they have very clear setup parameters and they happen very frequently every day.
Who is your broker / data feed provider? What software platform do you use?
NinjaTrader, prop firm provides the CME data for Ninja but I actually chart with Tradovate/Trading View and just execute on Ninja since the firms trader management software doesn’t support Tradovate
FYI for others looking to go here (OP probably knows this), You can drive there and park 100 yards away with 4WD.
The gates are always closed now :/
IIRC you can always get in via Donner Memorial State Park; you can drive by split rock and bypass the gate to access Cold Stream Drive when the gate is closed. There is private property and things back there which require 24/7 access so there should always be a way in. In my experience also at Donner SP if you tell them you are passing through to access Cold Stream Drive they won't charge you the park entrance fee, but YMMV.
Yea the gate by split rock was closed this last time as well and even when it's open it is a dice roll trying to get through that tunnel under the railroad if there is any sort of water flow. It's a bummer ha
✋ i’d like to start the petition for a “Tinfoil Analysis” flair
Here we see a huge bid get taken out with an immediate snap down. There is a good chance IMO that not all those bids wanted to get filled. Looks to me like someone that can swing 2-3K contracts decide to sweep it, and probably got out at the next few prices.
Have you read Flash Crash? Sometimes I wonder if, due to the concept of algo spoofing being so prevalent in markets for so long, instances like this video are like reverse psychology spoofs if that makes sense.
Options are risky because it is time based (amoung many other variables) and you don't have anything left if they expire after that time.
The best way to do this would be shorting S&P futures. /MES or /ES.
what is this from pls
3
What? Each 5 minutes represents 30 degrees. 8:15 means the minute hand is pointing at 3 and the hour hand at 8. There are 5, 5 minute interviews between that. Therefore 5 *30 = 150 degrees.
If the minute hand is pointing at :15 then the hour hand wouldn't be pointing exactly at 8 it would be pointing 1/4th of the way between 8 and 9 which would add an additional 7.5 degrees.
That IV hurts so good am I right boys
I use them for a few different plays.