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Tundi's ATS
Updated February 16, 2011
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#21 (permalink
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,547 since Jun 2010
Thanks: 3,803 given,
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Tundi
How do you know when volume is up?
EST is best.
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Can you help answer these questions
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#22 (permalink
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,547 since Jun 2010
Thanks: 3,803 given,
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Tundi
6E is in a
drawdown that seems to be within the
backtest norms. However, if it breaks that threshold I'll seriously consider sending it to the recycle bin.
I continue to be impressed with the action of ZW.
SI and GC are not in the official test just yet. I'll continue to observe the
price action and decide whether to add any of them in a few days.
I'm going to continue to trade the indexes from 8:45-12:00 ET. CL, ZW, and ZS will trade from the start of
Pit session to 15 minutes before session ending to avoid the utter helter skelter motion that reflects repositioning and winding down of positions. Super jerky action causes the system to get caught in the switch. Also, I will watch whether it makes sense from a risk reward perspective to also stop trading in these instruments at 12:00, too.
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#23 (permalink
Fullerton, CA
Posts: 201 since Dec 2010
Thanks: 33 given,
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bluemele
Any volume indicator. Trade 9:30EST - 11:00
EST is best.
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#24 (permalink
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,547 since Jun 2010
Thanks: 3,803 given,
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I just trade TF. I have played with ES & CL, and have traded a ton of CURRENCIES.
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#25 (permalink
Fullerton, CA
Posts: 201 since Dec 2010
Thanks: 33 given,
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Around 11:15, just for yucks, I changed the SI data series to one tick. Talk about a fast chart. The results were pretty good, but I couldn't help notice how many trades did not trigger--49 to be exact. Catching a close of bar limit isn't easy with a one tick brick. A proforma review of those missed trades shows more winners than losers, but I didn't spend the time to compute the effect on PnL .
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#26 (permalink
Fullerton, CA
Posts: 201 since Dec 2010
Thanks: 33 given,
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bluemele
I just trade TF. I have played with ES & CL, and have traded a ton of CURRENCIES.
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#27 (permalink
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,547 since Jun 2010
Thanks: 3,803 given,
2,839
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Tundi
Around 11:15, just for yucks, I changed the SI data series to one tick. Talk about a fast chart. The results were pretty good, but I couldn't help notice how many trades did not trigger--49 to be exact. Catching a close of bar limit isn't easy with a one tick brick. A proforma review of those missed trades shows more winners than losers, but I didn't spend the time to compute the effect on
PnL .
I mention this because even though NT has one of the best Sim analyzers in the business, it isn't perfect. A limit trader on Sim has two options: to take a trade at the limit if price is touched or rely on the esoterica of NT's algorithm. Some traders say the second choice triggers a trade if price trades through the limit, but NT did not confirm this.
bid or doing them @ +1/-1 for each and you will get filled!
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#28 (permalink
Fullerton, CA
Posts: 201 since Dec 2010
Thanks: 33 given,
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bluemele
Try buying at Ask, selling @
bid or doing them @ +1/-1 for each and you will get filled!
scalping system. I want to buy/sell to open at the close of the trigger bar. If I can't get fill on that bar, the trade is canceled.
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#29 (permalink
Fullerton, CA
Posts: 201 since Dec 2010
Thanks: 33 given,
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CL is going through a drawdown that is well within it's historical range . I expect it ot rebound next week.slippage . I witnessed 4 ticks on a few occasions today. Thanks, but no thanks.
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#30 (permalink
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,547 since Jun 2010
Thanks: 3,803 given,
2,839
received
Tundi
CL is going through a
drawdown that is well within it's historical
range . I expect it ot rebound next week.
Wheat continues to amaze. I have decided to drop beans since it is correlated but performs weaker on this particular system.
I took a hard look at SI and am passing on it for now because of exit
slippage . I witnessed 4 ticks on a few occasions today. Thanks, but no thanks.
So that leaves CL, EMD, 6E, ZW, TF, and FDAX going into next week.
Last Updated on February 16, 2011
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