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Black Box

  #1 (permalink)
MigEsc
Montreal, Quebec, Canada
 
Posts: 10 since Mar 2016
Thanks Given: 3
Thanks Received: 8

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.

MigEsc

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Can you help answer these questions
from other members on NexusFi?
Trade idea based off three indicators.
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Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
About a successful futures trader who didnt know anythin …
Psychology and Money Management
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
REcommedations for programming help
Sierra Chart
 
  #3 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863


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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  #4 (permalink)
 serialcoder 
Paris, France
 
Experience: Advanced
Platform: Custom
Broker: Rithmic API
Trading: NQ, FDAX
Posts: 24 since Dec 2012
Thanks Given: 13
Thanks Received: 37

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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  #5 (permalink)
 
DavidHP's Avatar
 DavidHP 
Isla Mujeres, MX
Legendary Market Wizard
 
Experience: Advanced
Platform: NinjaTrader
Broker: Ninjatrader / Optimus Futures / AmpFutures
Trading: ES / 6E / 6B / CL
Frequency: Every few days
Duration: Minutes
Posts: 1,612 since Aug 2009
Thanks Given: 11,342
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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.

MigEsc

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.

FWIW

Rejoice in the Thunderstorms of Life . . .
Knowing it's not about Clouds or Wind. . .
But Learning to Dance in the Rain ! ! !
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Last Updated on March 15, 2016


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