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hilatency traders trade journal and random thoughts


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hilatency traders trade journal and random thoughts

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  #1 (permalink)
HiLatencyTRDR HLT
Tallahassee
 
 
Posts: 46 since Dec 2018
Thanks: 3 given, 12 received

I will start this journal out on a good day for me in the markets. ( I am up almost 40 % ) today after fees and commissions.

I havent traded in a few weeks due to the enormous volatility and i trade mainly stock indexes in the futs. front month. i trade off of charts volatility and discretion. i do not use stops and i am always trying to pace myself with watch watch watch trade.. sometimes i screw up and i trade trade watch my money go bye bye and some times i watch watch trade and break even but when i watch watch watch then trade I usually nail what I am after.

I have used most all trding feeds and most are the same pipe or similar. im currently running sierra chart and use the free denali feed and teton order execution do i like the fees sure. is the feed any good yes it is.. however i will say the dom seems a little slow at time compared to rhithmic and limit clicks dont always get me best price.

You must be wondering how can i be up 40 % in a day? well think about all of the different ways that could happen and feel free to post any questions or answers.

Lets see how many contracts have i done today? how many trades? see very few will show you the number of trades vs the number of contracts because you can then average the math and see how many lots they are trading on average per trade and so many are afraid of being a 1 lot trader.

Not me i made my 40 % today almost off entirerly 1 lot trades. what is my win percentage? who cares other than if it is really low then i must be not following what i normally do.. but it is by no means a measure of profitability . I wont be here much and wont post often but i will try and update with at least an end of the week numbmer of my gains and losses and trades vs lots.

I scalp mainly but sometimes i get a wild hair and just hold for the hills or hold until im burning in hell and my equity is in flames. don't do that.

have a great day

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  #2 (permalink)
HiLatencyTRDR HLT
Tallahassee
 
 
Posts: 46 since Dec 2018
Thanks: 3 given, 12 received

todays trades stats

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  #3 (permalink)
HiLatencyTRDR HLT
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Posts: 46 since Dec 2018
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trades today


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  #4 (permalink)
HiLatencyTRDR HLT
Tallahassee
 
 
Posts: 46 since Dec 2018
Thanks: 3 given, 12 received

I have been busy trading and also making trades outside of trading aka living life. I find that i trade much better when i take a lot of time a ay from the screens and just take in the news take in the overall feel and study the charts instead of just waking up everyday and rapid firing into the markets. it tends to slow me down i can do a 1000 lots in a day if i am hyper active or just a few typically i will do 40 to 90 1 lot trades.

hope you are having a great week so far and keep working

this includes today trades very small qty and earlier this week .. i have been busy but these are a farction of my normal trades. i will include a statement chunk here on a very busy day from this year

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  #5 (permalink)
HiLatencyTRDR HLT
Tallahassee
 
 
Posts: 46 since Dec 2018
Thanks: 3 given, 12 received

some fills from a very busy day

this allows you to see slippage in the micro contracts since these lots were done as market orders and you can see how they filled

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  #6 (permalink)
HiLatencyTRDR HLT
Tallahassee
 
 
Posts: 46 since Dec 2018
Thanks: 3 given, 12 received

i dont have all the answers to your questions and i also do not have correct answers for YOU but I will try my best should anyone have a question or 2. agai i dont have time to come here much but i feel like if i am peeking at the site from time to time.. just to see what peopel are talking about or having issues with then i should contribute a little.

im long now the es on a night trade at 41.44 exited a small loser as i added to a loser. i will post it up here before bed which should be soon ..

to understand how random the mkt is.. i just might exit this trade because i want to go to bed.. which means i am randomly exiting only because i want sleep and no news or any sufficient knowledge.. and that is random to say the mkts are not a little random or noisy at times would be incorrect in my opinion.

Have a great night
i will exit around oh 4148 ish

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HiLatencyTRDR HLT
Tallahassee
 
 
Posts: 46 since Dec 2018
Thanks: 3 given, 12 received

complete waste of sleep time!!

i will say that plenty of opportunities to exit a a profit and i just gambled as the algos controlled and marked every new open interest trade that happened this evening,. oh yeah.. they keep track of that in real time this is how they understand where to go for stops IMO. it is raw data not levels. by themselves.

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  #8 (permalink)
 chipwitch 
Nashville, TN
 
Experience: Beginner
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Broker: NinjaTrader, Continuum Data
Trading: MES for now... baby steps
 
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Posts: 320 since Feb 2022
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HiLatencyTRDR HLT View Post
some fills from a very busy day

this allows you to see slippage in the micro contracts since these lots were done as market orders and you can see how they filled

Interesting posts. Thank you.

I'm curious about two things.

1. the fills looks like you did roughly a 200 contract market order (3rd image)? I can understand the slippage in that case.

2. It looks like you're using 1 minute bar charts. Are there any other things you're looking at besides the DOM? What specifically on the DOM are you watching/looking for?

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  #9 (permalink)
 Breukelen 
DC METRO
 
Experience: Intermediate
Platform: Custom Python
Broker: Interactive Brokers
Trading: ES
 
Posts: 18 since Mar 2018
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Scalping with high latency is impressive. And you're purely price action trading, just watch watch watching the lines move and steal ticks.

Don't the trading fees kill you?

Sent using the futures.io mobile app

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  #10 (permalink)
HiLatencyTRDR HLT
Tallahassee
 
 
Posts: 46 since Dec 2018
Thanks: 3 given, 12 received



chipwitch View Post
Interesting posts. Thank you.

I'm curious about two things.

1. the fills looks like you did roughly a 200 contract market order (3rd image)? I can understand the slippage in that case.

2. It looks like you're using 1 minute bar charts. Are there any other things you're looking at besides the DOM? What specifically on the DOM are you watching/looking for?



yes i did a live martinggale algo trade and in the end i was approaching 300 contracts in the micro all mkt orders to see how the mkt reacted and how i wa getting filled on the buys and the sells.

I was up over 12k at one point but by the time i closed everythign out made just around 1K after fees and commissions.

it was interesting to see how the fills came in and how i actually could slightly move the mtk at times when it was a disadvantage of course

just because i posted a 1 minute chart with my fills DOES NOT MEAN that is the exact chart that i use to trade. i mostly just trade off the dom and watch it for support resist and also to see what is going at certain levels but i do use charts. i use indicators i use trend lines.. i use as much as it takes to be successful. there is no one way or right way or wrong way of course well there are lots of wrong ways.

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