EOT Automated System | Trading Reviews and Vendors


futures.io - futures trading strategies, market news, trading charts and platforms


Trading Reviews and Vendors


Discuss and review vendors of commercial trading products, trading rooms and services, trading indicators or third-party paid add-ons




 

EOT Automated System

  #48 (permalink)

Trade with the flow
Paris, France
 
Futures Experience: Advanced
Platform: Market Delta & Ninjatrader
Favorite Futures: ES
 
cunparis's Avatar
 
Posts: 2,565 since Jun 2009
Thanks: 1,157 given, 2,052 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 01:51 AM. Reason: Sorry I didn't see that you replied in two posts..
Reply With Quote
 
Page generated 2018-10-21 in 0.07 seconds with 11 queries on phoenix