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Search: Posts Made By: iantg
Forum: Trading Journals June 23rd, 2018, 08:28 AM
Replies: 137
Views: 31,199
Posted By iantg
Yep

Hi ratfinik,

Thanks for the quick feedback.... You're hitting exactly on the type of "pick your poison" scenario that we are in with NT..... and this may very well be par for the course with...
Forum: Trading Journals June 22nd, 2018, 10:52 PM
Replies: 137
Views: 31,199
Posted By iantg
Data Structure Update

So I have been pretty deep in some weird rabbit holes for the last few months. I have built a few trading strategies that work but now I have hit some challenges with the NT data model. So I am...
Forum: Trading Journals May 9th, 2018, 12:46 AM
Replies: 137
Views: 31,199
Posted By iantg
Honestly, I have only been testing the mechanics...

Honestly, I have only been testing the mechanics of everything so far and getting all the freaking bugs out. I have had 50 or so trades so far, and I have paid less < 200 dollars including...
Forum: Trading Journals May 8th, 2018, 09:42 PM
Replies: 137
Views: 31,199
Posted By iantg
It's been a while....

I haven't posted here in a while, but I just wanted to give a quick update on what I am up to.

For the last 6 months I have been building a High Frequency trading system using ninjatrader. This...
Forum: Trading Journals February 13th, 2018, 03:07 PM
Replies: 137
Views: 31,199
Posted By iantg
For context jefforey is discussing my recent post...

For context jefforey is discussing my recent post here: https://nexusfi.com/traders-hideout/43854-can-day-trading-profitable-retail-5.html#post671143. I provided a sample market replay output using...
Forum: Trading Journals February 3rd, 2018, 10:38 AM
Replies: 137
Views: 31,199
Posted By iantg
Hi Matt, You're right, this level of...

Hi Matt,

You're right, this level of programming is not possible in excel. You would need to go with either SQL or C# to be able to do this.

In SQL this is simply just a cross join. So you...
Forum: Trading Journals February 2nd, 2018, 03:07 PM
Replies: 137
Views: 31,199
Posted By iantg
One of the coolest things I ever build... A Cartesian Product Trading Algorythm

Since there have been a few folks interested in some of my research regarding prop betting / volatility trading I figure I would add a little more color to the conversation to explain exactly how I...
Forum: Trading Journals February 1st, 2018, 11:13 PM
Replies: 137
Views: 31,199
Posted By iantg
Matt, Thanks for reaching out. I really...

Matt,

Thanks for reaching out. I really respect the work you are putting in on this. I think you are on the right track. I reviewed your data, and took a stab at analyzing it myself the way...
Forum: Trading Journals January 30th, 2018, 12:34 AM
Replies: 137
Views: 31,199
Posted By iantg
Spoofing - Flipping or something else

So one area that I have been researching recently that I can't quite get my head wrapped around is how some of these price level changes occur (bid and ask prices move up or down 1 tick).

I am...
Forum: Trading Journals January 28th, 2018, 07:22 PM
Replies: 137
Views: 31,199
Posted By iantg
Matt, This approach sounds fine. The...

Matt,

This approach sounds fine. The strategy analyzer will be faster but way less accurate when running entries and exits. If you are just using this for printing then you lose some of the...
Forum: Trading Journals January 28th, 2018, 02:40 PM
Replies: 137
Views: 31,199
Posted By iantg
For a number of reasons, (I won't get into it...

For a number of reasons, (I won't get into it here) you should never use back-testing for anything. Only go with market replay. Even though I have my issues with the accuracy of market replay...
Forum: Trading Journals January 28th, 2018, 01:29 PM
Replies: 137
Views: 31,199
Posted By iantg
Are you running this in market replay or...

Are you running this in market replay or back-testing? Market Replay is what you want.
When you first load the data up, it may run "historical data" for a period of time. This is likely what you...
Forum: Trading Journals January 28th, 2018, 11:39 AM
Replies: 137
Views: 31,199
Posted By iantg
Hi Matt, Getting a large sample size is...

Hi Matt,

Getting a large sample size is going to be tricky with 1 tick data, so to start off with I would recommend just sampling 1 day from like 5-10 different months in different years from...
Forum: Trading Journals January 28th, 2018, 01:10 AM
Replies: 137
Views: 31,199
Posted By iantg
Hi Matt, I believe I can offer some...

Hi Matt,

I believe I can offer some assistance. I will provide you with some detailed instructions on how to get a nice little profitable system off of the ground using simple statistics and...
Forum: Trading Journals January 24th, 2018, 10:59 PM
Replies: 137
Views: 31,199
Posted By iantg
ocpb, Cool, thanks for clarifying this point. I...

ocpb, Cool, thanks for clarifying this point. I never traded with TST, but I was aware that they used NT to some capacity for their evaluations. I still think you could likely use this hack with...
Forum: Trading Journals January 24th, 2018, 07:55 PM
Replies: 137
Views: 31,199
Posted By iantg
SMCJB, Exactly! I don't think they get it...

SMCJB, Exactly! I don't think they get it either, or see the implications of this. I put it out there mostly as a courtesy to them, and to see if they were aware of it. I honestly don't think they...
Forum: Trading Journals January 24th, 2018, 10:43 AM
Replies: 137
Views: 31,199
Posted By iantg
artemiso, Thank you again for following up...

artemiso,

Thank you again for following up with me and providing me with this information.

As you can imagine I am not quite to the point where I have enough capital to bypass broker risk. ...
Forum: Trading Journals January 24th, 2018, 12:36 AM
Replies: 137
Views: 31,199
Posted By iantg
Hi artemiso, I do feel compelled to thank...

Hi artemiso,

I do feel compelled to thank you, because I have done my research on you, and you came voluntarily to this thread because you were well recommended by several members on here with...
Forum: Trading Journals January 23rd, 2018, 03:16 PM
Replies: 137
Views: 31,199
Posted By iantg
Threading the Needle of doom. AKA Kids don't try this at home!

First of all I just wanted to thank everyone that has recently contributed and helped me with this recent project.

artemiso, SMCJB wldman, soultrader, ...
Forum: Trading Journals January 22nd, 2018, 12:06 PM
Replies: 137
Views: 31,199
Posted By iantg
artemiso, I appreciate your sharing your...

artemiso,

I appreciate your sharing your insight. I definitely don't have super speed at this point in the game, but my lo-location (even being still on the retail level) is giving me a decent...
Forum: Trading Journals January 21st, 2018, 10:32 PM
Replies: 137
Views: 31,199
Posted By iantg
Hi artemiso, Thank you for taking the time...

Hi artemiso,

Thank you for taking the time to follow up with me. I appreciate your insight.

As you can no doubt guess I am applying this to a HF trading strategy, so you can see why the 1 tick...
Forum: Trading Journals January 21st, 2018, 06:18 PM
Replies: 137
Views: 31,199
Posted By iantg
Hi artemiso, Thanks for providing me with...

Hi artemiso,

Thanks for providing me with some feedback on everything. I appreciate you taking the time to provide me with your insights. So here is where I am at with everything.

1. ...
Forum: Trading Journals January 20th, 2018, 09:19 PM
Replies: 137
Views: 31,199
Posted By iantg
Dan, Wow! Thanks for reaching out, and of...

Dan,

Wow! Thanks for reaching out, and of course I would welcome any introduction from anyone that has expertise in this space.

Thanks,

Ian
Forum: Trading Journals January 20th, 2018, 06:08 PM
Replies: 137
Views: 31,199
Posted By iantg
Hi wldman, Thanks for inquiring. I suppose some...

Hi wldman, Thanks for inquiring. I suppose some of my ideas can sound a bit like rambling nonsense at times... :lalala::lalala: So I imagine there are still plenty of dots I need to connect to...
Forum: Trading Journals January 20th, 2018, 04:16 PM
Replies: 137
Views: 31,199
Posted By iantg
New Project. Looking for Feedback. Any Takers?

I recently punted out a topic a few posts ago concerning the nano-structures the ES market and the way the levels were being cleared by alternating between the bid and ask volumes. I got some good...
Showing results 1 to 25 of 66

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