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Search: Posts Made By: module0000
Forum: Treasury Notes and Bonds June 19th, 2019, 02:53 PM
Replies: 48
Views: 29,664
Posted By module0000
It took some time - I am still using it. It's...

It took some time - I am still using it. It's evolved a lot since the first versions, but the core idea is still powering what I'm doing these days. Most of my trading is now on the NQ instrument,...
Forum: Treasury Notes and Bonds August 3rd, 2017, 10:24 AM
Replies: 48
Views: 29,664
Posted By module0000
Well that's the idea :) The charts are just...

Well that's the idea :) The charts are just there to visualize why your system took the trades it did after the fact. You don't stare at them and try to make discretionary trades(at least I don't)....
Forum: Treasury Notes and Bonds August 1st, 2017, 04:35 PM
Replies: 48
Views: 29,664
Posted By module0000
Personally, I correlate the ES/NQ/ZF/TN with the...

Personally, I correlate the ES/NQ/ZF/TN with the ZB. If you add correlation to the strategy you end up with a much higher win rate(high 90's), but the downside is you may only see 1 trade per week...
Forum: Treasury Notes and Bonds August 1st, 2017, 04:20 PM
Replies: 48
Views: 29,664
Posted By module0000
I use Multicharts.NET, but any platform or API...

I use Multicharts.NET, but any platform or API that provides tick-by-tick resolution data would work. If you are talking about EuroFX, the lack of liquidity could make my particular algorithms less...
Forum: Treasury Notes and Bonds August 1st, 2017, 04:07 PM
Replies: 48
Views: 29,664
Posted By module0000
If the win rate is 85%, then 85% of the time I...

If the win rate is 85%, then 85% of the time I gain 2 ticks, and 15% of the time, I lose 2 ticks. I'm not sure what you mean about needing more than 2 ticks for 85% win rate ..I suppose I could scalp...
Forum: Treasury Notes and Bonds August 1st, 2017, 04:01 PM
Replies: 48
Views: 29,664
Posted By module0000
Lots of questions, I'll do them one at a time. ...

Lots of questions, I'll do them one at a time.

1) I don't use any prediction that volume at any point will affect volume more than 10 minutes in the future. My system is very "right here, right...
Forum: Treasury Notes and Bonds July 31st, 2017, 01:45 PM
Replies: 48
Views: 29,664
Posted By module0000
Not using ATR, but using a similar concept. I...

Not using ATR, but using a similar concept. I look at the highest and lowest price delta for a short timespan(5-20m), and the difference between them must be greater than <X> for positions to open.
Forum: Treasury Notes and Bonds July 31st, 2017, 01:36 PM
Replies: 48
Views: 29,664
Posted By module0000
Oh heck I agree with both of you. The way I...

Oh heck I agree with both of you. The way I arrived at this was realizing that I just couldn't teach my brain to do it profitably. I can remember what color my favorite cassette tape 30 years ago...
Forum: Treasury Notes and Bonds July 31st, 2017, 01:22 PM
Replies: 48
Views: 29,664
Posted By module0000
I like your strategy of watching prices that...

I like your strategy of watching prices that attract orders. Something similar I study is the reactive orders at a price. EG... price ticks up to 152'11, and instantly 61 sell orders tick it back to...
Forum: Treasury Notes and Bonds July 31st, 2017, 01:17 PM
Replies: 48
Views: 29,664
Posted By module0000
I've tested to 2007, but not any further back...

I've tested to 2007, but not any further back than that. Contract rollover days haven't had a noticeable effect yet, but that could be because my targets are so small, and my willingness to quit for...
Forum: Treasury Notes and Bonds July 31st, 2017, 10:59 AM
Replies: 48
Views: 29,664
Posted By module0000
My broker is $2.82 per round turn, but your...

My broker is $2.82 per round turn, but your cost-per-contract is close. In practice it comes out on the higher side. I've been live with it for 15 months.
Forum: Treasury Notes and Bonds July 30th, 2017, 09:56 PM
Replies: 48
Views: 29,664
Posted By module0000
In the sept 17 contracts accuracy is 81% for 2...

In the sept 17 contracts accuracy is 81% for 2 tick profit targets. That's running 7a-930a CST, and inactive for 5m before and 5m after any major economic news, trading fewer than 16 lots. There are...
Forum: Treasury Notes and Bonds July 30th, 2017, 04:13 PM
Replies: 48
Views: 29,664
Posted By module0000
I should have mentioned in the original post, but...

I should have mentioned in the original post, but the motivation here is to shake out other people using similar techniques, so we can all learn from each other. Is your limit order reloading algo...
Forum: Treasury Notes and Bonds July 30th, 2017, 04:03 PM
Replies: 48
Views: 29,664
Posted By module0000
Sure, the vertical histogram bars are price delta...

Sure, the vertical histogram bars are price delta over <X> time, which adjusts algorithmically along with the rate of price change(more changes = shorter time period for delta calculation, less...
Forum: Treasury Notes and Bonds July 30th, 2017, 03:35 PM
Replies: 48
Views: 29,664
Posted By module0000
Order flow with charts, it works like this

A little bird told me order flow was about me taking all my charts, throwing them in the fire, and promising to never ever use such naughty tools in the future. I think order flow is better expressed...
Showing results 1 to 15 of 15

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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