|July 12th, 2012, 07:48 AM||#1 (permalink)|
Futures Experience: Intermediate
Favorite Futures: dax
Posts: 5 since Nov 2011
Thanks: 3 given, 0 received
i 'm using Market delta , and trying to code a signal each time the delta move from ( for example) for 10 to 20, or 14 to 28. The same in negative, for example : -17 to -34, A invalid whas from -115 to 229.
For the delta turn positve, the signal is: from -40 to 40.
For the delta turn positive, the signal is: from 72 to -72.
Any idea to code this? i try different method, but uneable to do this.
I try just to elaborate a method , for scalping the dax/ crude or ym.For example the dax is in 1.5 renko, and each time the delta move like this, it's seem to be a profitable trade.
Thanks for help, sorry for my very bad english,