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Black Box
Started:March 15th, 2016 (06:00 AM) by MigEsc Views / Replies:256 / 4
Last Reply:March 15th, 2016 (11:13 AM) Attachments:0

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Black Box

Old March 15th, 2016, 06:00 AM   #1 (permalink)
Trading Apprentice
Montreal, Quebec, Canada
Futures Experience: Intermediate
Platform: NinjaTrader,MetaTrader,IB
Favorite Futures: All futures
Posts: 1 since Mar 2016
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Black Box

Hi All,

I need your advice.

Quick intro: I am a Trading Systems Programmer with several years of experience mostly in Equities for a previous employer. I mostly used C++, Technical Indicators and Machine Learning.

I am new in futures. I read about Market Profile, Order Flow tools, etc.

My question: What is the best idea/approach to do a day trading or scalping program for futures?
- Should I just focus on Market Profile and make a few trades a day?
- Should I learn from people like "No BS day trading" and try to replicate his approach with algo's?
- Should I buy the Jigsaw tools, learn from their materials and just try to reproduce their tools using IQFeed for my trading program?

I appreciate your comments. I only have a few hours a day for this project and I don't want to waste months on the wrong approach. Initially I was thinking about using NinjaTrader on the TopStepTrader Combine. But I am open to other platforms.


Last edited by MigEsc; March 15th, 2016 at 06:01 AM. Reason: Wrong place! Sorry!
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Old March 15th, 2016, 06:00 AM   #2 (permalink)
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Old March 15th, 2016, 07:15 AM   #3 (permalink)
Elite Member
Omer עומר / Israel י
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6N, 6S, ES, CL, ZB
rleplae's Avatar
Posts: 1,457 since Sep 2013
Thanks: 1,065 given, 2,272 received

I am afraid there is no shortcut.

Building a good system will take a decent amount of time both on learning how do approach the market and getting it right

Off the shelf miracle solutions (holy grail) do not exist..

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Old March 15th, 2016, 08:05 AM   #4 (permalink)
Elite Member
London, United Kingdom
Futures Experience: Advanced
Platform: NinjaTrader, API
Favorite Futures: ES, CL, FDAX
Posts: 11 since Dec 2012
Thanks: 2 given, 6 received

I've been playing with doing this (using order flow to automate) but so far no success. I have the feeling I must train data with a NN, but what data, there is so much of it.

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Old March 15th, 2016, 11:13 AM   #5 (permalink)
Elite Member
New Orleans, La (Mardi Gras City)
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Ninjatrader / Optimus Futures / AmpFutures
Favorite Futures: ES / 6E / 6B / CL
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MigEsc View Post
Quick intro: I am a Trading Systems Programmer with several years of experience mostly in Equities for a previous employer. I mostly used C++, Technical Indicators and Machine Learning.


The best thing to do is to watch a few of the videos here and check the posts about automated trading.
Once you have a feel for the things others are doing, you will be in a better position to create something yourself.

If you only want to use someone else's work to trade, then why bother programming it?
Trading is very personal for most profitable traders and copying someone else seldom works for long.

Learn and create your own method / edge.


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Knowing it's not about Clouds or Wind. . .
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