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ACD trading By Mark Fisher
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ACD trading By Mark Fisher

  #151 (permalink)
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mfbreakout View Post
CL futures
7.05 am short 94.36 stop loss 94.51. Top of trading box. If it stops me out, no harm and if it fails, potential profit are

worth the trade

stop out @7.36 am

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  #152 (permalink)
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mfbreakout View Post
stop out @7.36 am

short 94.70 @ 7.40 am stop loss 94.81

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  #153 (permalink)
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mfbreakout View Post
short 94.70 @ 7.40 am stop loss 94.81

Even though ideal target is 93.70. I covered short @94.12 @ 8.06 am ahead of 8.30 news plus today is a Quadruple witching day.

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  #154 (permalink)
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mfbreakout View Post
short 94.70 @ 7.40 am stop loss 94.81

I agree with the logic of the trade:

CL 01-12 is in a downtrend, as indicated by the 60 minute chart. Yesterday's VWAP was 94.70 (orange line, ETH). Any move up to 94.70 can be considered a test of value, which should be considered for a short.

However, there is a number of reversal bars up on that chart, which indicates that there is upward pressure. Worse, we are close to rollover to CL 02-12, and given the recent down trend a short squeeze of some traders that are trapped with the old contract cannot be excluded.

If I look at the 5 min chart, I see a nice reversal bar touching the 3rd standard deviation. This was indeed a clear short at 94.70, which I exited one tick above the floor pivot PP at 94.44.

Attached Thumbnails
ACD trading By Mark Fisher-cl-01-12-60-min-16_12_2011.jpg   ACD trading By Mark Fisher-cl-01-12-3-min-16_12_2011.jpg  
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Which products do you trade?

 
@FT,

Is that Reversal bar custom or somewhere in the download files?

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bluemele View Post
@FT,

Is that Reversal bar custom or somewhere in the download files?

It is part of the AuctionBars indicator, which is not available in the Downloads.

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  #157 (permalink)
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@FT

Where can I find the ACD indicators you wrote. I just got a quote from a guy asking for $400 to code me an OR and pivot indicator. I know you don't trade the exact system but have coded them for comparison.

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  #158 (permalink)
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rw7117 View Post
@FT

Where can I find the ACD indicators you wrote. I just got a quote from a guy asking for $400 to code me an OR and pivot indicator. I know you don't trade the exact system but have coded them for comparison.

I have coded SessionPivots, OpeningRange and Initial Balance Indicators, which can be found here:

https://futures.io/download/ninjatrader-7/indicators/371-download.html?view
https://futures.io/download/ninjatrader-7/indicators/751-download.html?view
https://futures.io/download/ninjatrader-7/indicators/937-download.html?view
https://futures.io/download/ninjatrader-7/indicators/938-download.html?view

You will not find anybody who would code something similar for just $ 400.

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Hi Fat Tails,
Is there anything that draws in the 3DRP automatically? Currently, I do it manually.
Thx,
Jedi

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@FT

Sorry but this message is a response to your PM, but I can't respond bc of the 5 post rule.

That sounds great, I also read that you think the noise bands are better indicators as breakouts being valid or not and using the volatility bands as targets. I happen to agree with you that ACD signals mostly happen too late into the breakout, therefore missing a lot of the move. I must say you got my attention with the noise and volatility bands. Is there any way you could explain how you use those indicators, as I saw you wrote in your one post (#66) that you could use the noise and volatility bands instead of ACD.

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