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Showing results 1 to 25 of 1908
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Posts Made By:
cunparis
Forum:
NinjaTrader
December 29th, 2017, 03:13 AM
Replies:
695
UniRenko, Universal Renko Bar Type
Views:
431,534
Posted By
cunparis
Yes it was unirenko. By 'tick replay' do you...
Yes it was unirenko. By 'tick replay' do you mean market replay?
It's been a while, but I think remember the market replay gave similar results to real time.. Once I found out that real time...
Forum:
NinjaTrader
October 23rd, 2017, 02:53 AM
Replies:
695
UniRenko, Universal Renko Bar Type
Views:
431,534
Posted By
cunparis
The problem I see with range bar is that you...
The problem I see with range bar is that you won't get that bar until it closes which will be 1 tick away from the prior close.
With the tick bar, you get the close of the 1 tick bar immediately...
Forum:
NinjaTrader
October 22nd, 2017, 10:21 AM
Replies:
695
UniRenko, Universal Renko Bar Type
Views:
431,534
Posted By
cunparis
I updated my strategy to submit all market orders...
I updated my strategy to submit all market orders on a second bar series with a period of 1 tick. I'm on NT7. This fixed most of the discrepancy between historical & market replay. I compared 1...
Forum:
NinjaTrader
October 21st, 2017, 10:34 AM
Replies:
695
UniRenko, Universal Renko Bar Type
Views:
431,534
Posted By
cunparis
opening setting and backtesting / live discrepancy
I was playing around with this bar type and i noticed that when I put a strategy on a chart and look at the historical performance, the orders are not filled at the same prices as when running...
Forum:
Traders Hideout
September 30th, 2017, 08:49 AM
Replies:
20
How is futures volume reported (split/combined/?)
Views:
9,692
Posted By
cunparis
I think that depends on what one is looking for. ...
I think that depends on what one is looking for. I look for professional activity so if someone hit the bid/offer for 100 I'd like to know that, instead of seeing trades for...
Forum:
Traders Hideout
September 29th, 2017, 04:07 PM
Replies:
20
How is futures volume reported (split/combined/?)
Views:
9,692
Posted By
cunparis
Ok, I was able to find what I was looking for,...
Ok, I was able to find what I was looking for, the name of this change. It's called MDP 3.0. The feed contains all the information (9 contract aggressor with two fills at 5 & 4 contracts), so it...
Forum:
Traders Hideout
September 29th, 2017, 12:50 PM
Replies:
20
How is futures volume reported (split/combined/?)
Views:
9,692
Posted By
cunparis
Well from my point of view it's one trade but...
Well from my point of view it's one trade but it's also one trade for each of the two traders on the ask (2 trades) so it could be reported either way.
Forum:
Traders Hideout
September 29th, 2017, 12:19 PM
Replies:
20
How is futures volume reported (split/combined/?)
Views:
9,692
Posted By
cunparis
How is futures volume reported (split/combined/?)
Hi,
I'm looking for some info on how futures trade volume is reported. I remember this changing several times over the years and I don't remember what the current method is.
For example: if...
Forum:
Trading Reviews and Vendors
January 19th, 2017, 04:23 PM
Replies:
158
Futures Training Program "OpenTrader" www.opentrader.com review
Views:
166,221
Posted By
cunparis
I felt he didn't teach how he comes up with his...
I felt he didn't teach how he comes up with his levels at all. I found what he taught about levels to be very vague. If you think about it, he sells his ES levels for a monthly subscription so he's...
Forum:
Brokers
May 8th, 2016, 12:35 PM
Replies:
292
Continuum by CQG
Views:
158,032
Posted By
cunparis
I noticed that too. Mine was $21. I'm tempted...
I noticed that too. Mine was $21. I'm tempted to switch brokers but it's a bit of a hassle.
Forum:
Trading Reviews and Vendors
August 23rd, 2015, 10:48 AM
Replies:
158
Futures Training Program "OpenTrader" www.opentrader.com review
Views:
166,221
Posted By
cunparis
The outcome you gave (price bounces off random...
The outcome you gave (price bounces off random lines) does not prove the market is random.
Look at a volume profile of a month or year of data. if the market was random, you would not see nice...
Forum:
Brokers
August 1st, 2015, 05:11 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,599
Posted By
cunparis
It seems CQG went back to unbundled data. Does...
It seems CQG went back to unbundled data. Does anyone know if it'll stay that way? Or if we'll have a choice? It messes me up when they switch without telling anyone. :)
Forum:
Brokers
June 16th, 2015, 03:38 PM
Replies:
292
Continuum by CQG
Views:
158,032
Posted By
cunparis
I don't have the same problem: ...
I don't have the same problem:
http://content.screencast.com/users/cunparis/folders/Jing/media/5991e6c8-fef9-47ba-a084-3c8e66e36d56/2015-06-16_2137.png
It's interesting that volume was so low...
Forum:
Brokers
June 7th, 2015, 10:04 AM
Replies:
292
Continuum by CQG
Views:
158,032
Posted By
cunparis
That was an interesting thread. I wasn't aware...
That was an interesting thread. I wasn't aware of this, but I was observing that the market activity seemed much lower over the past month and I only took a couple trades. Now I know why. :)
...
Forum:
Brokers
June 7th, 2015, 09:28 AM
Replies:
292
Continuum by CQG
Views:
158,032
Posted By
cunparis
Continuum chart compared to Tradestation - quite different
I compared a chart with data from Continuum to one from Tradestation (from Eminiwatch) and I was surprised to find that my chart has many fewer bars. I know tick charts are different depending on...
Forum:
Trading Reviews and Vendors
February 18th, 2015, 01:31 AM
Replies:
92
Trade Point Technologies
Views:
52,078
Posted By
cunparis
I will just add one more point: When i was...
I will just add one more point: When i was trying reverse engineer their algorithms for intensity, I was able to reproduce the peaks that Pat had posted in his charts showing the top and/or bottom...
Forum:
Trading Reviews and Vendors
January 23rd, 2015, 05:04 PM
Replies:
92
Trade Point Technologies
Views:
52,078
Posted By
cunparis
I tried to duplicate what they had and I felt I...
I tried to duplicate what they had and I felt I was close but.. I got to know the guy and he gave me some hints but he said what I was doing was going in a different direction. I actually liked what...
Forum:
Trading Reviews and Vendors
January 23rd, 2015, 04:59 PM
Replies:
92
Trade Point Technologies
Views:
52,078
Posted By
cunparis
the Pace of Tape was just the beginning, that...
the Pace of Tape was just the beginning, that leds to many different experiments all focusing on volume. What I have now is quite different from pace of tape.
I've been very busy with my...
Forum:
Trading Reviews and Vendors
January 23rd, 2015, 12:49 PM
Replies:
92
Trade Point Technologies
Views:
52,078
Posted By
cunparis
Trade Intensity is an integral part of my...
Trade Intensity is an integral part of my trading. I'm not using TI, instead I wrote my own indicator and use it.
For me it's used as a timing method and a way to reduce/limit risk. I still use...
Forum:
Trading Reviews and Vendors
August 29th, 2014, 06:50 AM
Replies:
158
Futures Training Program "OpenTrader" www.opentrader.com review
Views:
166,221
Posted By
cunparis
I was talking about EMP.
I was talking about EMP.
Forum:
Trading Reviews and Vendors
August 29th, 2014, 06:50 AM
Replies:
158
Futures Training Program "OpenTrader" www.opentrader.com review
Views:
166,221
Posted By
cunparis
It depends.. if one has a very precise timing...
It depends.. if one has a very precise timing method to enter at an exactly price and time, then it can be problematic especially in markets that are not very liquid. Imagine one has such a thing...
Forum:
Trading Reviews and Vendors
August 29th, 2014, 06:45 AM
Replies:
158
Futures Training Program "OpenTrader" www.opentrader.com review
Views:
166,221
Posted By
cunparis
Have you seen anyone doing this successfully?
Have you seen anyone doing this successfully?
Forum:
Trading Reviews and Vendors
August 17th, 2014, 01:32 AM
Replies:
158
Futures Training Program "OpenTrader" www.opentrader.com review
Views:
166,221
Posted By
cunparis
Sorry but I have to disagree with this part. ...
Sorry but I have to disagree with this part. Finding potential areas of support and resistance is very important to my trading. The problem is that it's not enough. And that's why FT71 & EMP can...
Forum:
Trading Reviews and Vendors
August 12th, 2014, 12:01 PM
Replies:
158
Futures Training Program "OpenTrader" www.opentrader.com review
Views:
166,221
Posted By
cunparis
That is the key because in hindsight the EMP...
That is the key because in hindsight the EMP zones always work. Sometimes it requires getting in early ahead of the zones, sometimes it requires waiting to enter in the middle of the zone, sometimes...
Forum:
Brokers
February 19th, 2014, 04:13 PM
Replies:
292
Continuum by CQG
Views:
158,032
Posted By
cunparis
This fixed my problem. Thanks for sharing your...
This fixed my problem. Thanks for sharing your solution, I hope it can help others too. :)
Showing results 1 to 25 of 1908
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