Price & Volume Trading Journal - futures io
futures io



Price & Volume Trading Journal


Discussion in Trading Journals

Updated
      Top Posters
    1. looks_one ZTR with 86 posts (28 thanks)
    2. looks_two lolu with 8 posts (0 thanks)
    3. looks_3 Zondor with 6 posts (8 thanks)
    4. looks_4 cclsys with 6 posts (0 thanks)
      Best Posters
    1. looks_one Zondor with 1.3 thanks per post
    2. looks_two Big Mike with 0.5 thanks per post
    3. looks_3 gomi with 0.5 thanks per post
    4. looks_4 ZTR with 0.3 thanks per post
    1. trending_up 28,215 views
    2. thumb_up 39 thanks given
    3. group 14 followers
    1. forum 117 posts
    2. attach_file 118 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Price & Volume Trading Journal

(login for full post details)
  #81 (permalink)
 Big Mike 
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: Custom solution
Trading: Futures & Crypto
 
Big Mike's Avatar
 
Posts: 50,184 since Jun 2009
Thanks: 32,683 given, 99,760 received


ZTrade101 View Post
This indicator has a serious bug that precludes real-time updating... Not going to be posted until fixed. Have to hit F5 every bar to update.

Make sure any indicators that this indicator references don't have a CalculateOnBarClose = true statement in Initialize(), if you are running COBC false on this master indicator. Anyway, this isn't the thread for this -- you can create a new one in Programmers Paradise if it bugs you for a while

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/

Visit other sites? Please spread the word about your experience with our community!
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Big Mike for this post:

Can you help answer these questions
from other members on futures io?
Anyone ever use "Seasonax" website?
Trading Reviews and Vendors
NT8 Order Management Strategy
The Elite Circle
Book for fundamental analysis
Stocks and ETFs
Multi Time Frame High/Low/Median levels
NinjaTrader
Demo accounts order fill
Emini and Emicro Index
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Is anyone actually making money?
52 thanks
An embarrassing, honest confession
37 thanks
Sierra vs. Ninja : why I chose .....
8 thanks
Machine Learning Journal
5 thanks
Institutional Grade Massive Data Dump for Quant Research …
5 thanks
 
(login for full post details)
  #82 (permalink)
 ZTR 
 
Experience: Advanced
Platform: NinjaTrader7
Broker: Mirus RCG/Zen-Fire
Trading: CL & 6e, looking at ES, ZB and AU again.
 
ZTR's Avatar
 
Posts: 2,099 since Nov 2009
Thanks: 1,099 given, 1,393 received

Retracements are wonderful times for traders, volatility is high and 'round the clock trading is possible.

Went back and ran Replay for the last 3 weeks in an attempt to evaluate the performance of Indicators that Zondor and I have been working on.
  • Wanted to see how DOM_Bands (Visualization of Supply & Demand) can be used to identify stopping & turning points.
  • Next will look at the predictive ability of tracking trades by size (Visualization of the Tape),
  • Using a ladder chart to help decide entry, appropriate risk and exit points.
  • Finally, plan some trades based on the possible scenarios.

On the chart shown I've added a Fibonacci Extension, to gauge possible support and resistance levels. ES is currently below the EMA(50) @ ~1107 and above the 1st Fib level at 1033.75 (rounded to the nearest possible price). That is a decent range and offers the potential for good short term trends.

I'll be posting the results of this study as I accomplish each task.

Attached Thumbnails
Click image for larger version

Name:	ES 03-10 (Day)1_25_2010.jpg
Views:	203
Size:	251.9 KB
ID:	7381  
Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #83 (permalink)
 ZTR 
 
Experience: Advanced
Platform: NinjaTrader7
Broker: Mirus RCG/Zen-Fire
Trading: CL & 6e, looking at ES, ZB and AU again.
 
ZTR's Avatar
 
Posts: 2,099 since Nov 2009
Thanks: 1,099 given, 1,393 received


Ran Replay to generate DOM_Bands, as it not a persistent indicator. It may never be: That is coding beyond my skills.

First chart shows a Road Blocked Market @ 1100. Dom_Bands show a Throw Under: There a lot more cars available for Sale than the on the Bid side of the DOM. Also, TSA shows that the big buyers did not participate in the test of the double top, but stepped in to sell at 1100 and continued to dominate until 1088 was reached. The same thing happened as 1093 was reached, which was a classic Al Brooks' 1 pip failed Break Up, not as extreme an example, but it happened again at 1084. These are Road Blocks and I believe they can be used to confirm trading decisions. Especially when BSV and TSA show that sellers are taking control.

Attached Thumbnails
Click image for larger version

Name:	ES 03-10 (8192 Volume)  1_26_2010.jpg
Views:	196
Size:	349.6 KB
ID:	7388   Click image for larger version

Name:	ES 03-10 (8192 Volume)  1_29_2010.jpg
Views:	180
Size:	335.4 KB
ID:	7389  
Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #84 (permalink)
 Zondor 
Portland Oregon, United States
 
Experience: Beginner
Platform: Ninjatrader®
Broker: CQG, Kinetick
Trading: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,347 since Jul 2009
Thanks: 1,245 given, 2,726 received

A new version of the persistent Buy Sell Volume Total indicator has been posted at



This is a big improvement over the previous versions.

Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to Zondor for this post:
 
(login for full post details)
  #85 (permalink)
 lolu 
Lagos, Nigeria
 
Experience: Intermediate
Platform: NinjaTrader, SierraChart
Trading: Euro Currency & Oil
 
lolu's Avatar
 
Posts: 2,542 since Jun 2009
Thanks: 1,046 given, 1,672 received


Zondor View Post
A new version of the persistent Buy Sell Volume Total indicator has been posted at



This is a big improvement over the previous versions.

Zondor,

Please, is there a specific location where the Gomfolder should be (e. g. C:\My Document\NinjaTrader 6.5\gomfolder) ?

Lolu

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #86 (permalink)
 ZTR 
 
Experience: Advanced
Platform: NinjaTrader7
Broker: Mirus RCG/Zen-Fire
Trading: CL & 6e, looking at ES, ZB and AU again.
 
ZTR's Avatar
 
Posts: 2,099 since Nov 2009
Thanks: 1,099 given, 1,393 received

To comply with Mike's rules I have finalized my workspace with charts and indicators for NT7 and, trading with 6.5.

I've though about this a lot and decided to use an 8k volume chart as my main decision making chart. Included indicators are RealStats, DOM_Bands, TradeSizeAnalyzer with 5 & 19 as the size filters(TSA), ADXVMA_NT7_paint. Also on this monitor are SuperDom, a T&S window, & the Data Box.

Additionally I'll have on my second monitor an 8kVolume GomVolumeLadder with Total, Delta Diff and Delta & BA, with a TSA & ADXVMA_NT7_paint. A 6 Range chart with bwAO, a 100,000 Volume ladder (Volume, Delta Diff and Delta) with hVWAP. Finally a daily chart with bwAO and a Fib retracement.

On my Lap top I will have 6.5 running a 5 minute chart with ADXVMA_sharky and a EMA20. Running chart trader and SuperDOM

Attached Thumbnails
Click image for larger version

Name:	ES_Workspace1.PNG
Views:	215
Size:	397.5 KB
ID:	7433   Click image for larger version

Name:	ES_Workspace2.PNG
Views:	244
Size:	413.2 KB
ID:	7434  
Visit my futures io Trade Journal Started this thread Reply With Quote
The following user says Thank You to ZTR for this post:
 
(login for full post details)
  #87 (permalink)
 Zondor 
Portland Oregon, United States
 
Experience: Beginner
Platform: Ninjatrader®
Broker: CQG, Kinetick
Trading: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,347 since Jul 2009
Thanks: 1,245 given, 2,726 received

Doesn't really matter where the Gomfolder is located, as long as the GomRecorderIndicator can find it! To do that, the GRI relies on something that you must create called a Windows® Environment Variable.

Here is what I did:
Create a new, empty folder called GomFolder in C:\Documents and Settings\ [default Windows® user name]\LocalSettings
Right click on MyComputer. Go to System Properties -> Advanced.
Click on Environment Variables tab.
On top half of EV page are User variables for [default Windows® user name]
Click NEW.
New variable, enter name; GOMFOLDER
New variable, enter value: %USERPROFILE%\Local Settings\GomFolder
Click OK OK OK etc and you are done.

Whilst connected to a live datafeed, put a GomRecorder Indicator into recording mode (Write Data = True), look in the GomFolder, and see if a data file has been created. If so, you are in business.

You can always refresh the Windows® Explorer view of the GomFolder to see when the data files in it have been last updated.

There is a thread about this on the Ninjatrader forums. Find it by doing a search for GOMCD. I think the thread is called Buy Sell Volume or something close to that.

Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following 5 users say Thank You to Zondor for this post:
 
(login for full post details)
  #88 (permalink)
 gomi 
Market Wizard
Paris
 
Experience: None
Platform: NinjaTrader
 
Posts: 1,267 since Oct 2009
Thanks: 282 given, 4,502 received

Well done !
Please keep in mind that the Gomfolder stuff isn't a requirement : it's only to be used if you're not satisfied with the default file location, which is in your "My Documents" folder.

Reply With Quote
 
(login for full post details)
  #89 (permalink)
 lolu 
Lagos, Nigeria
 
Experience: Intermediate
Platform: NinjaTrader, SierraChart
Trading: Euro Currency & Oil
 
lolu's Avatar
 
Posts: 2,542 since Jun 2009
Thanks: 1,046 given, 1,672 received


gomi View Post
Well done !
Please keep in mind that the Gomfolder stuff isn't a requirement : it's only to be used if you're not satisfied with the default file location, which is in your "My Documents" folder.

gomi,

Please give more details on the location (i. e. "My Documents\NinjaTrader 6.5"). Do I create the folder manually and what is the folder name (e. g. "Gomfolder", etc). Please give more details.

Lolu

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #90 (permalink)
 gomi 
Market Wizard
Paris
 
Experience: None
Platform: NinjaTrader
 
Posts: 1,267 since Oct 2009
Thanks: 282 given, 4,502 received


Files are stored by default in the root of "My Documents", which means you have "My Documents\ES ##-##.Binary.dat"

Reply With Quote
The following user says Thank You to gomi for this post:


futures io Trading Community Trading Journals > Price & Volume Trading Journal


Last Updated on February 21, 2010


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2023 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts