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EOT Automated System

  #48 (permalink)

Paris, France
Trading Experience: Advanced
Platform: Market Delta & Ninjatrader
Favorite Futures: ES
cunparis's Avatar
Posts: 2,565 since Jun 2009
Thanks: 1,162 given, 2,070 received

Richard View Post
What I tried to explain to people many times on traderslaboratory is that predicting turning points is not what the splitter is all about. I think you were even participating during that time, cunparis.

Yes I was participating in that thread. I used some of the code to write a volume splitter for Tradestation and also adapted my volume indicators to use only large trade sizes. I found what you have stated, that the majority of the time the large trader activity mimicks the small 1 lot trader activity. And sometimes when one lead another, the small traders would be more correct and sometimes the other large traders would be more correct.

In theory I said it should not work because of the reasons I've mentioned in this thread and others. But I wanted to prove it to myself. So I did. And I found zero edge with it. Maybe it's something everyone needs to prove to themselves. And if that's the case I don't mind helping out by asking for a few days of charts.

Last edited by cunparis; December 5th, 2009 at 02:51 AM. Reason: Sorry I didn't see that you replied in two posts..
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