Market Structure definition

Market Structure. Filter – Filter out trades that go against the market structure. • Momentum Filters – Apply fast and slow momentum filters and Overbought/Oversold signal filters. What follows is a detailed explanation of each component of the Algo Engine.
Market Structure. Filter Show Zig Zag On/Off Default = Off This enables/disables display of the Market Structure Zig Zag lines. Show Bias Strip On/Off Default = On This enables/disables display of the Market Structure Bias Strip. Require On/Off Default = Off This enables/disables the market Structure filter. When set to On, this applies the Market Structure filter to the trade signals. Market Structure filter functionality is subject to the values of settings Swing Strength and Include ▇▇▇▇▇ shown below. Swing Strength Integer > 0 Default = 3 This sets the minimum number of bars considered in determining the range of each Market Structure Zig Zag line leg. Include ▇▇▇▇▇ On/Off Default = On This determines whether price ▇▇▇ ▇▇▇▇▇ are considered in market structure calculations. Neutral Zig Zag Color Any Available Color Default = Black This sets the color of the market Structure Zig Zag lines, when the Market Structure logic has not determined a clear market direction. Uptrend Color Any Available Color Default = Cyan This sets the color of the Market Structure Zig Zag lines, when the Market Structure logic has determined the market direction to be in an uptrend. Downtrend Color Any Available Color Default = Magenta This sets the color of the Market Structure Zig Zag lines, when the Market Structure logic has determined the market direction to be in a downtrend. Zig Zag Thickness Integer >= 0 Default = 2 This sets the thickness (in pixels) of the Market Structure Zig Zag lines that are overlaid on the price bars (only applies if Show Zig Zag is turned On). Bias Strip Thickness Integer >= 0 Default = 12 This sets the thickness (in pixels) of the Bias Strip at the bottom of the price panel (only applies if Show Bias Strip is turned On).
Market Structure. Filter – Apply a directional filter based on the structure of the market • Momentum Filter – Apply momentum filters to prevent trading against momentum The fact that all these Signal Filters can be optimized makes it possible to improve profitability, customize the strategy for different trading instruments, and adapt to changing market conditions. Optimization can provide a good starting point for forward sim testing as a key step in the process of deploying the algo. What follows is a more detailed explanation of each component.

Examples of Market Structure in a sentence

  • In the event of a Change in Law or Market Structure, the Parties shall make such amendments to this Agreement as are necessary to accommodate such Change in Law or Market Structure, provided that any such amendments shall preserve the economic and business arrangements embodied or referenced in this Agreement.

  • This can be displayed regardless of whether you have chosen to enable the Market Structure filter.

  • Market Structure is determined by applying a Zig Zag function to the price bars and then using the following criteria to establish a directional bias: • Up Structure – A series of Higher Highs (HH) and Higher Lows (HL) • Down Structure – A series of Lower Highs (LH) and Lower Lows (LL) • No Structure – Any period where neither an Up Structure nor a Down Structure exists Market Structure can optionally be displayed on the chart to provide a visual indication of the directional bias.

  • For avoidance of doubt, a Change in Law or Market Structure shall include any event described in clauses (a), (b) or (c) above that results in BECO not being able to sell the Contract Energy purchased hereunder at a price greater than or equal to the Energy Payment prices (excluding the Support Payment) paid to NEA hereunder.

  • For avoidance of doubt, a Change in Law or Market Structure shall include any event described in clauses (a), (b) or (c) above that results in CECO not being able to sell the Contract Energy purchased hereunder at a price greater than or equal to the Energy Payment prices (excluding the Support Payment) paid to NEA hereunder.

  • No action taken by a Market Structure Committee shall be binding on the Company unless approved by the Board.

  • This simple price structure filter is generally superseded by the more comprehensive Market Structure filter (see above section).

  • Market Structure Competitive Participant Behavior Competitive ARRs and voluntary participation.

  • The Equities Market Structure Committee may be comprised of Directors, Alternate Directors, Board Observers and/or other representatives of Nominating Members.

  • A Market Structure Committee shall have the authority to make recommendations to the Board.


More Definitions of Market Structure

Market Structure. Filter – Apply a directional filter based on the structure of the market • Momentum Filter – Apply momentum filters to prevent trading against momentum The fact that all these Signal Filters can be optimized makes it possible to improve profitability, customize the strategy for different trading instruments, and adapt to changing market conditions. Optimization can provide a good starting point for forward sim testing as a key step in the process of deploying the algo. What follows is a more detailed explanation of each component. Time Controls allow you to define time windows through the trading day where trading is allowed. You can define the Trade Start Time and Trade End Time. You can also define up to 3 time windows where trading is halted. Here are the options: • Trade Start and End Times • Up to 3 trading halt periods You can also instruct the software to immediately close out any open position when the Trade End Time is reached. Here are the settings which control the time of day signal filters: In the above example, trading is allowed from 8:30am to 3:00pm (15:00), and trading is halted during the Pre- Open from 9:00am to 9:30am, during the mid-morning from 10:30am to 11:00am, and during lunch from 12noon to 1:00pm (13:00).
Market Structure. 2.2(l) “NASD” Recitals “New Shares” 1.3 “NMS Plans” 1.2 “No-Action Letter” 4.9 “▇▇▇▇” 3.13 “OptiMark” 1.1 “Other Necessary Approvals and Consents” 5.1(a) “PCX EEP Participation Agreement” Recitals “PCX Equities” Preamble “PCX Equities Business” 3.1 “PCX Equities Intellectual Property” 3.16(a) “PCX Excluded Liabilities” 5.4(c) “PCX Indemnified Parties” 5.4(d) “PCX Material Adverse Effect” 3.1 “PCX Regulatory Functions” 5.1(a) “PCX Newco” Recitals “Pending Undertakings and Responses” 3.13 “Person” 3.1 “Regulatory Approvals” 3.5 “Reports” 4.8 “Revised Market Rules” 5.1(a) “Rights” 4.5(b) “Rules” 7.5(d) “Securities Act” 3.6(b) “Securities Laws” 4.8 “Self-Regulatory Organization” 4.4 “SIPC” 5.1(a) “Subsidiary” 7.15 “Subsidiaries” Recitals “Taxes” 3.15 “Tax Return” 3.15 “Third Party Claim” 5.4(e) “Transaction-Related Agreements” Recitals “Transferred Revenue Streams” 1.2