It's daily closing value isn't of any value since where it closes in relation to the closing price has no correlation. IsNaN close then advnDecl else Double. DefineColor "Up", Color. DefineColor "Down", Color. SetDefaultColor Color. Use RTH Only. SetStyle Curve. Points ; zeroLine. SetLineWeight 2 ; zeroLine. HideBubble ; zeroLine. TakeValueColor ; End Code. Last edited: Dec 27, I know the forum participants would find this a very helpful tool!
San Member Donor. Yup tomsk I don't know how a day trader can operate without it. Knowing the daily bias is important to know whether to work the put or call side.
Trading51 Active member Donor. Click to expand Last edited by a moderator: Jan 3, The FIF Tick Size Pilot WG is working with Plan Participants on the implementation details necessary for Trading Centers to meet data collection and reporting obligations as well as changes in market practices related to quoting and trading in Pilot securities. Each Monday morning, this alert provides national and international news in the financial world to FIF members that have elected to receive Weekly News.
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These Terms will be governed by and interpreted in accordance with the laws of the State of New York, and you submit to the non-exclusive jurisdiction of the state and federal courts located in New York for the resolution of any disputes. Proper guidance with ample time for mapping of fields, programming and testing is imperative. Will the existing values for account type indicators continue to be valid for EBS, even though the NYSE will only be using the specified 4 values? Add the value of R for Riskless Principal 3.
Keep the values of A, P and Q A Regulatory Notice is anticipated to be issued in the next few weeks specific date unknown. Q Submitted March Regarding the Branch Office field in Blue Sheets, is the requirement that it reflects the physical location of either the rep or the branch? For example, we use the prefix of the client account in this field. A client or rep may move from one branch office to another, but maintains the original account number, in which case we would continue to use the original account prefix in the branch field.
Q Submitted January Are trades done by U. Q Submitted January Are journal entries and internal money movements among accounts considered EBS-reportable transactions? What should be reported if the submitting firm acted as prime broker? Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks. J Financ Markets. Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange. Lepone A, Wong JB. Pseudo market-makers, market quality and the minimum tick size.
Int Rev Econ Finance. Chung KH, Chuwonganant C. Tick size and quote revisions on the NYSE. Zhang Y, Zhang W. Can irrational investors survive? A social-computing perspective. The effect of genetic algorithm learning with a classifier system in limit order markets.
Eng Appl Artif Intell. A multi-agent system for policy design of tick size in stock index futures markets. Syst Res Behav Sci. Examining the effectiveness of price limits in an artificial stock market. J Econ Dyn Control. Dieci R, He XZ. Heterogeneous agent models in finance. Handbook of Computational Economics. Amsterdam: Elsevier Google Scholar.
Social simulation of stock markets: taking it to the next level. J Artif Soc Soc Simul. Investor structure and the price-volume relationship in a continuous double auction market: an agent-based modeling perspective. Phys A Stat Mech Appl. Investor structure and stock price crash risk in a continuous double auction market: an agent-based perspective. Sornette D. Physics and financial economics — : puzzles, Ising and agent-based models. Rep Prog Phys. Zhou WX, Sornette D.
Self-organizing Ising model of financial markets. Eur Phys J B. Sornette D, Zhou WX. Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets. Multifractal analysis of financial markets: a review. Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations. Europhys Lett. Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns.
Comput Econ. The mechanism and solution for the liquidity stampede crisis in stock markets. J Manag Sci China. Adaptive asset allocation and commonality in multi order books. The impact of heterogeneous trading rules on the limit order book and order flows. Markowitz H. Portfolio selection. J Finance. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Price dynamics, informational efficiency, and wealth distribution in continuous double-auction markets.
Comput Intell. Keywords: tick size, market quality, agent-based modeling, multiple order books, market capitalization.
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No use, distribution or reproduction is permitted which does not comply with these terms. Introduction As one of the fundamental transaction requirements, tick size i. Methods 2. Agent-Based Multiple-Order-Book Model We introduced three types of stocks with variations in capitalization to construct an agent-based multiple-order-book model. Market Design 1 Asset Design In the Chinese stock market, there are three types of boards: the main board, the SME board small and medium enterprise board , and the ChiNext board growth enterprise market board.
Table 1. Asset setting in the agent-based multiple-order-book model. Table 2. Order-placing rules of investors.
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