<r>Hi,Need inputs on the followign two indicators. Pseudo code or code (in MS format, TS format etc)1. Hindenburg OmenRefered Wiki. Is this the only criteria mentioned there.<URL url="http://en.wikipedia.org/wiki/Hindenburg_Omen2">http://en.wikipedia.org/wiki/Hindenburg_Omen2</URL>. Parabolic SARRef...

<t>A mechanical trader might have different tools to be used, can take that as exception. In other forms of traders; I would say simple numerical accuracy is required a lot. If you go by what neuro finance has to talk about the heuristic decisons, you would agree with the firms recruitment process o...

May be a bit out of the context to your question. But how about Spline Curves. Would it make sense for volume forecasting.

Hi!Any one worked on Anti-gamin logics for darkpools. What kind of trading models are applied here to prevent information leakage from darkpools.Regards,

http://advancedtrading.thewallstreetwik ... ools.phpIs a useful link.

VWAP := Volume Weighted Average Price and TWAP:= Time Weighted Average Price. He is referring to the Algo trading in which intraday volume pattern forecasting is relevant.google them.

Hi!Please suggest on modelling Volume Pattern for Intraday movements of liquid stocks/ indices. If you can suggest some reference material/ or book that would be great. I have gone through Kissel: optimal trading.Thanks in advance.Eshan Ahluwalia

What specific Algo you are looking at ? Which markets you are interested in..

Thanks. Just got this book. Looks useful.

Any one using Mathematica software? How is the reviews for modelling in quant. finance.Thanks

Tradestation has the usermanual and the EZEE language to write the syntax. Available on net just google.

<t>Refer to The Econometrics of Financial Market by John Y. Cambell. Chapter -3 Market Microstructure. You may read the author has modelled these spread biases. Though where the securities are heavily traded, you Might ignore them and take the VWAP or LTP as it is in the quote. Depends on kind of wo...

<t>Generally speaking TA is being used in any form of the trading. But its recommended to use the TA where the volume of the data is high. Means where the stock/ commodity or index is heavily traded. As TA tends to track the mass psychology. The Bullions, Agros, Metals all charts and anlayst reports...

That is because most of the traders are familiar with TA indicators. While there are other trading strategies like Quarter Delta, Pair trading etc. which can be implemented in Algo trading.

Are there any resrources/ pseudo code for creating good fit VWAP smile curves. I am looking modelling projected volume and logic of dynamically replacing the lot quantity of asset in a VWAP tradeRegards,Eshan