cunparis journal, thoughts, and more - futures io
futures io



cunparis journal, thoughts, and more


Discussion in Trading Journals

Updated
      Top Posters
    1. looks_one cunparis with 532 posts (485 thanks)
    2. looks_two gabga100 with 28 posts (10 thanks)
    3. looks_3 Big Mike with 27 posts (22 thanks)
    4. looks_4 rassi with 27 posts (13 thanks)
      Best Posters
    1. looks_one fiki with 2.9 thanks per post
    2. looks_two BunnyDumb with 2.4 thanks per post
    3. looks_3 cunparis with 0.9 thanks per post
    4. looks_4 Big Mike with 0.8 thanks per post
    1. trending_up 142,786 views
    2. thumb_up 763 thanks given
    3. group 56 followers
    1. forum 905 posts
    2. attach_file 372 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)

Closed Thread
 
Search this Thread
 

cunparis journal, thoughts, and more

(login for full post details)
  #641 (permalink)
 cunparis 
Paris, France
 
Experience: Advanced
Platform: Market Delta & Ninjatrader
Trading: ES
 
cunparis's Avatar
 
Posts: 2,565 since Jun 2009
Thanks: 1,162 given, 2,088 received


Silvester17 View Post
I know it's earning season, that makes it a bit more complicated. but it seams we're at a pretty important area right now.

I totally agree. We're right up against the trendline. One last push (buying exhaustion) to try and break out.



I'm currently short.

Follow me on Twitter Started this thread

Can you help answer these questions
from other members on futures io?
Entries per day limit
EasyLanguage Programming
NT8 - Footprint Chart adding on code
NinjaTrader
 
 
(login for full post details)
  #642 (permalink)
 cunparis 
Paris, France
 
Experience: Advanced
Platform: Market Delta & Ninjatrader
Trading: ES
 
cunparis's Avatar
 
Posts: 2,565 since Jun 2009
Thanks: 1,162 given, 2,088 received

Daytrading results month to date, all real money trades.


Follow me on Twitter Started this thread
The following 4 users say Thank You to cunparis for this post:
 
(login for full post details)
  #643 (permalink)
 sam028 
Site Moderator
 
 
sam028's Avatar
 
Posts: 3,707 since Jun 2009
Thanks: 3,806 given, 4,557 received



cunparis View Post
Daytrading results month to date, all real money trades.


Real money and $0 commission ???

Anyway, real money or not, impressive statistics.

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter
 
(login for full post details)
  #644 (permalink)
 cunparis 
Paris, France
 
Experience: Advanced
Platform: Market Delta & Ninjatrader
Trading: ES
 
cunparis's Avatar
 
Posts: 2,565 since Jun 2009
Thanks: 1,162 given, 2,088 received


sam028 View Post
Real money and $0 commission ???

Anyway, real money or not, impressive statistics.

I typically have commissions turned off in the options so that I can see how many ticks/points I got on each trade and I forget to turn it on for the summary. However, commissions haven't been that big of an issue now and my goal is to get another few ticks on ES so that commissions won't be an issue at all. Once I can do that and improve a few other things I'll start increasing my size gradually.

In this case commissions are 13%. that's acceptable but getting another tick on ES would reduce it even more. Eventually when trading size it'll be worth it to join the exchange (or lease it).

BTW commissions just shows what is entered in the instrument manager setup. It doesn't show real commissions so you can have $0 commission on real money if no commission was entered (by hand) or you can have commissions with sim if they are entered.

Yes all real money trades. I only sim on Euro as I'm working on adapting my method for the Euro, but lately I haven't even been doing that as ES/Crude keep me busy and I prefer to focus on what I'm doing.


Follow me on Twitter Started this thread
 
(login for full post details)
  #645 (permalink)
 longway20 
Corse - France
 
Experience: Intermediate
Platform: Ninja Trader
Broker: Kinetick
Trading: YM, ETF
 
longway20's Avatar
 
Posts: 42 since Aug 2009
Thanks: 28 given, 10 received

Hello,

It's my first post

Many thanks for Volume Patterns indicators and for this futures.io (formerly BMT) forum.

I studied plenty of indicators but now I base my trading on price and volume and different resistance.

During the session on the YM (time frame is 2 minutes), when you note two or more of upper or lower shadow of candlesticks and if you have one two or three blue candlesticks the price moves in opposition of trend minimum 20 points

If the body break this invisible line the movement is not strong or touch stop.

Have you noticed it?

I don't know if it's available for other time frame and others futures maybe it will be to create a visual alert.

Attached Thumbnails
Click image for larger version

Name:	Ex 1.JPG
Views:	169
Size:	156.5 KB
ID:	16960   Click image for larger version

Name:	Ex 2.JPG
Views:	151
Size:	84.2 KB
ID:	16961  
The following user says Thank You to longway20 for this post:
 
(login for full post details)
  #646 (permalink)
 cunparis 
Paris, France
 
Experience: Advanced
Platform: Market Delta & Ninjatrader
Trading: ES
 
cunparis's Avatar
 
Posts: 2,565 since Jun 2009
Thanks: 1,162 given, 2,088 received


longway20 View Post
During the session on the YM (time frame is 2 minutes), when you note two or more of upper or lower shadow of candlesticks and if you have one two or three blue candlesticks the price moves in opposition of trend minimum 20 points

Bienvue chez futures.io (formerly BMT).

This is how I first started using volume, looking for HVC. One advantage to minute charts is it helps to see the wicks showing buying/selling tails. I think you're on the right track.

Follow me on Twitter Started this thread
 
(login for full post details)
  #647 (permalink)
 aviat72 
San Francisco Bay Area
 
Experience: Intermediate
Platform: NT,TOS,IB
Trading: ES,CL,TF
 
Posts: 280 since Jun 2010
Thanks: 156 given, 273 received

avTickSpeed version for NT6.5

Attached Files
Register to download File Type: cs avTickSpeedNT6.5.cs (10.5 KB, 20 views)
Visit my futures io Trade Journal
The following 2 users say Thank You to aviat72 for this post:
 
(login for full post details)
  #648 (permalink)
 cunparis 
Paris, France
 
Experience: Advanced
Platform: Market Delta & Ninjatrader
Trading: ES
 
cunparis's Avatar
 
Posts: 2,565 since Jun 2009
Thanks: 1,162 given, 2,088 received

Yesterday wasn't a great day, I got $160 versus $700 the day before. I got out of an overnight hold on Stoxx just before the #s came out at 8:30 (NY Time). On crude I had a 5 tick loss. On ES it was really tough trading as the market didn't go very far without pulling back a lot but I managed to take 4 pts out.




Trade list from Mirus:


Follow me on Twitter Started this thread
 
(login for full post details)
  #649 (permalink)
 gabga100 
New York
 
Experience: Advanced
Platform: NT
 
gabga100's Avatar
 
Posts: 147 since Nov 2009
Thanks: 44 given, 72 received


aviat72 View Post
I thought I had posted this before but it search is not showing it so here I go again. This is an indicator similar to CP's PaceOfTape (POT) indicator. Instead of trying to accumulate volume over a fixed period of time and then checking it against a threshold, it looks at the number of ticks going by in a unit time. More precisely, the time taken for a tick bar to complete.

The indicator is adaptive; it can deal with instruments with different trading volume or difference in trading volumes during different times of the day. It has an alert which triggers when a certain speed threshold is crossed over a short look-back period.

The indicator plots the reciprocal of the time taken by a bar normalized against the average time of bars over a look back period. So the ratio move up when ticks are flowing quickly. It signals an alert when the ratio crosses a certain threshold over a smaller look back period. This allows it to catch the breakouts/breakdowns but prevents it from sending a volley of alerts as the tick-speed picks up.

POT has a lag since it triggers after a certain amount of volume has accumulated. The TickSpeed catches the first burst of the high-ticks and does not wait for the accumulation to happen.

POT is great for finding high activity churn zones which often precede reversals or breakdowns/breakouts. The TickSpeed indictor gives advance warning to an upcoming POT signal. TickSpeed also generates more triggers than POT. POT has the advantage in less noisy signals since it actually waits for the accumulation of volume to occur before triggering. Both complement each other well.

Last Thursday's ES chart showing POT vs TickSpeed. ES_F -

The indicator is best viewed on a log scale.


Thank You for sharing this ... may I ask you why do you say the POT measures volume ? it counts the number of ticks on a certain amount of time ....

You know what you know but you do not know what you do not know.
You do not see things how they are, you see things how you are.
In life you do what you want but you do not want what you want.
 
(login for full post details)
  #650 (permalink)
 aviat72 
San Francisco Bay Area
 
Experience: Intermediate
Platform: NT,TOS,IB
Trading: ES,CL,TF
 
Posts: 280 since Jun 2010
Thanks: 156 given, 273 received



gabga100 View Post
Thank You for sharing this ... may I ask you why do you say the POT measures volume ? it counts the number of ticks on a certain amount of time ....

Thank you for correcting me. I was mistaken.

COT requires some accumulation of activity (ticks) before it triggers.
TickSpeed detects the potential start of that accumulation.

They complement each other. The TickSpeed sound alerts me; COT confirms it.

Visit my futures io Trade Journal

Closed Thread

futures io Trading Community Trading Journals > cunparis journal, thoughts, and more


Last Updated on December 3, 2010


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2022 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