When Market move steady

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Post Reply
Roundtable Knight
Roundtable Knight
Posts: 364
Joined: Thu Nov 20, 2008 3:02 am

When Market move steady

Post by marriot » Sun Jan 01, 2012 5:24 am

Time to times, but very often, we see simbols go steady up or down.
Range seem to reduce and.... What they have in common this movements?
cc.JPG (10.77 KiB) Viewed 1535 times
RR.JPG (13.31 KiB) Viewed 1535 times
corn.JPG (13.13 KiB) Viewed 1535 times

Roundtable Knight
Roundtable Knight
Posts: 130
Joined: Sat Aug 02, 2008 2:32 am
Location: London, England.

Post by jas-105 » Sun Jan 01, 2012 7:02 am

I have often wondered about this very same thing. It usually occurs on low volume markets or during quiet periods such as out-of-hours or holiday periods. Computer market-making (HFT) is most likely the reason of the pattern, kicked off by a single or small number of relatively large orders. I am guessing though.

Happy New Year to all at Trading Blox !

Post Reply