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Search: Posts Made By: pen15
Forum: Trading Journals February 3rd, 2018, 08:25 AM
Replies: 137
Views: 31,766
Posted By pen15
Thanks for sharing Ian. How did you process this...

Thanks for sharing Ian. How did you process this Cartesian join? I've tried a similar thing on tick data with a what-if table in Excel (SL values along the rows and PT values along the columns), but...
Forum: Trading Journals February 2nd, 2018, 11:33 AM
Replies: 137
Views: 31,766
Posted By pen15
This is great, thank you! I'm going to dig into...

This is great, thank you! I'm going to dig into this and report back.
Forum: Trading Journals February 1st, 2018, 08:39 PM
Replies: 137
Views: 31,766
Posted By pen15
I sent the following PM to Ian then realized I...

I sent the following PM to Ian then realized I should post it here as well for the sake of sharing - since this thread sent me down this particular path. I'm attaching a screenshot instead of the...
Forum: Trading Journals January 28th, 2018, 03:51 PM
Replies: 137
Views: 31,766
Posted By pen15
I just printed the close/open/high/low/bid/ask...

I just printed the close/open/high/low/bid/ask for the same day using 1 tick data on NT8 Strategy Analyzer and on Playback to compare. They match perfectly for close/open/high/low but as I'm sure you...
Forum: Trading Journals January 28th, 2018, 01:52 PM
Replies: 137
Views: 31,766
Posted By pen15
Ah, I was back-testing, not using market replay....

Ah, I was back-testing, not using market replay. It's working now on replay. Thanks!
Forum: Trading Journals January 28th, 2018, 12:35 PM
Replies: 137
Views: 31,766
Posted By pen15
Makes perfect sense as always! I'm coming across...

Makes perfect sense as always! I'm coming across an output problem on the 1 tick level though. My bid/ask volume and price are printing the same value. Any idea why this would be?
...
Forum: Trading Journals January 28th, 2018, 11:13 AM
Replies: 137
Views: 31,766
Posted By pen15
Thanks Ian, you're awesome. I have been...

Thanks Ian, you're awesome.

I have been printing to output and exporting to excel just like you say. Then I'll use data/pivot tables and solver to find my low/med/high volatility thresholds. But...
Forum: Trading Journals January 27th, 2018, 09:50 PM
Replies: 137
Views: 31,766
Posted By pen15
Ian, Sorry if I'm sidetracking the...

Ian,

Sorry if I'm sidetracking the micro-time-frame conversation that's going on. I've been trying to apply your testing ideas on a less-than-HFT scale. Specifically, I'm testing 1-3 years of NQ...
Forum: Trading Journals January 13th, 2018, 03:40 PM
Replies: 137
Views: 31,766
Posted By pen15
That’s super helpful to know how you change stops...

That’s super helpful to know how you change stops and targets in different volatility environments. I like the idea of pivot tables to optimize, but I think there could be a more automated and...
Forum: Trading Journals January 12th, 2018, 05:15 PM
Replies: 137
Views: 31,766
Posted By pen15
Ian, Thanks for this thread! I've gained a lot of...

Ian, Thanks for this thread! I've gained a lot of insight from your candidness.

I took your idea on "metadata" and I've started printing "volatility" (based on your 10 bar example), VROC and...
Showing results 1 to 10 of 10

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

 


 
 


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