Re: [ob] Re: [meta-noia] Market View
Add On ? Nih ada banyak Add On : http://www.4shared.com/account/dir/17915888/6cdbf549/sharing.html?&; -Original Message- From: Gombal Suwek Date: Fri, 1 Jan 2010 00:13:35 To: Subject: Re: [ob] Re: [meta-noia] Market View *Pak DE* . Kalau ada rencana untuk mengembangkan add-on Raja Copetnya tolong dilengkapi juga dengan algoritma2 berikut yang sudah diimplementasikan ke Robot nya BD. Dari pengamatan, BD sukses meng-engineering index dan harga2 saham dengan algoritma2 berikut: Saya yakin implementasi algoritma2 ini cukup rumit ... maka mungkin diperlukan kolaborasi dengan pakar2 yg laen seperti Pak Tasrul, dll. Nanti saya bersedia bantu2 nulis codingnya di C++ dan MetaStock SDK nya. Dengan algoritma2 ini ... nanti yaa suka suka robot apakah mau mengikuti hukum Idiot Wave atau melanggarnya (yang penting cuan thoh) ... he he he he... *AQUA* is a rapid execution algorithm for liquid securities. It aims to help you seek and extract liquidity when you need to execute quickly and decisively. *Aqua* automatically participates in dark liquidity venues. *ARID* is an implementation-shortfall algorithm designed specifically for less liquid securities. It will post liquidity discretely, take liquidity of advantageous size or price and try to effect trades within the spread without moving the market. The behaviour of the algorithm is modified according to the characteristics of the security being traded and the urgency level set by the trader. *Arid* automatically participates in dark liquidity venues. The *CLOSE* algorithm aims to achieve the closing price for the current day. If expected liquidity is sufficient, your entire order will be placed into the closing auction. If not, the algorithm will work the order into the close starting as late as it can to complete the order with minimum impact. *IS* helps you to target your chosen price benchmark (Arrival, Open or Previous Close). *IS* will dynamically adjust the rate of execution of your order based on its size, your own view of the market and where the market is relative to your benchmark. *IS* automatically participates in Dark liquidity venues. *ICEBERG* will display an appropriate amount of your order to the exchange at your chosen limit price. Either specify your own display size or let the algorithm choose. Iceberg automatically participates in dark liquidity venues. *Iceberg* automatically participates in Dark liquidity venues. *PEG* is a passive algorithm which will allow you to join and track the best bid or offer automatically. *PEG* will place passive orders of discrete size, replenishing when filled, until your order is complete. *POV* executes your order in line with market volume. It will use a mixture of passive and aggressive orders to try to receive the spread whilst keeping up with the specified rate of trading. *POV* automatically participates in dark liquidity venues. *TWAP* will trade your order between the start and end times given. It will aim to achieve the market time-weighted-average-price between those times. If a start time is not selected it will start trading immediately. If an end time is not selected it will trade until the start of the closing auction. * TWAP* automatically participates in dark liquidity venues. *VWAP* will trade your order between the start and end times given. It will aim to achieve the market volume-weighted-average-price between those times. If a start time is not selected it will start trading immediately. If an end time is not selected it will trade until the start of the closing auction. * VWAP* automatically participates in dark liquidity venues.
Re: [ob] Re: [meta-noia] Market View
*Pak DE* . Kalau ada rencana untuk mengembangkan add-on Raja Copetnya tolong dilengkapi juga dengan algoritma2 berikut yang sudah diimplementasikan ke Robot nya BD. Dari pengamatan, BD sukses meng-engineering index dan harga2 saham dengan algoritma2 berikut: Saya yakin implementasi algoritma2 ini cukup rumit ... maka mungkin diperlukan kolaborasi dengan pakar2 yg laen seperti Pak Tasrul, dll. Nanti saya bersedia bantu2 nulis codingnya di C++ dan MetaStock SDK nya. Dengan algoritma2 ini ... nanti yaa suka suka robot apakah mau mengikuti hukum Idiot Wave atau melanggarnya (yang penting cuan thoh) ... he he he he... *AQUA* is a rapid execution algorithm for liquid securities. It aims to help you seek and extract liquidity when you need to execute quickly and decisively. *Aqua* automatically participates in dark liquidity venues. *ARID* is an implementation-shortfall algorithm designed specifically for less liquid securities. It will post liquidity discretely, take liquidity of advantageous size or price and try to effect trades within the spread without moving the market. The behaviour of the algorithm is modified according to the characteristics of the security being traded and the urgency level set by the trader. *Arid* automatically participates in dark liquidity venues. The *CLOSE* algorithm aims to achieve the closing price for the current day. If expected liquidity is sufficient, your entire order will be placed into the closing auction. If not, the algorithm will work the order into the close starting as late as it can to complete the order with minimum impact. *IS* helps you to target your chosen price benchmark (Arrival, Open or Previous Close). *IS* will dynamically adjust the rate of execution of your order based on its size, your own view of the market and where the market is relative to your benchmark. *IS* automatically participates in Dark liquidity venues. *ICEBERG* will display an appropriate amount of your order to the exchange at your chosen limit price. Either specify your own display size or let the algorithm choose. Iceberg automatically participates in dark liquidity venues. *Iceberg* automatically participates in Dark liquidity venues. *PEG* is a passive algorithm which will allow you to join and track the best bid or offer automatically. *PEG* will place passive orders of discrete size, replenishing when filled, until your order is complete. *POV* executes your order in line with market volume. It will use a mixture of passive and aggressive orders to try to receive the spread whilst keeping up with the specified rate of trading. *POV* automatically participates in dark liquidity venues. *TWAP* will trade your order between the start and end times given. It will aim to achieve the market time-weighted-average-price between those times. If a start time is not selected it will start trading immediately. If an end time is not selected it will trade until the start of the closing auction. * TWAP* automatically participates in dark liquidity venues. *VWAP* will trade your order between the start and end times given. It will aim to achieve the market volume-weighted-average-price between those times. If a start time is not selected it will start trading immediately. If an end time is not selected it will trade until the start of the closing auction. * VWAP* automatically participates in dark liquidity venues.
[ob] Re: [meta-noia] Market View
V-R itu Volume Ratio, rumusnya V dibagi SMA20-V... nah silahkan disimpulkan sendiri... Rgds 2009/12/30 Tjhauw Hoa > > > > Maaf Pak,nanya..,jd yg msh berpotensi naik yg V-R nya tinggi atau kecil > ya?tks.. > > > > - Original Message - > *From:* Saptono Widhi > *To:* meta-noia ; > obrolan-bandar; > saham > *Sent:* Wednesday, December 30, 2009 12:33 PM > *Subject:* [meta-noia] Market View > > > > Semoga Window Dressing-nya jgn nanggung-nanggung... :) > > Rgds > > -- > ::BCA:: > > -- > :BCA: > > > >
