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  #1 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11

Inspired by Webinar: The Quantitative Discretionary Trader - Art and Science w/Adam Grimes I started his The Art and Science of Trading Course.

I'll post my researches in this journal... I want "Keep it simple".


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  #3 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11


I'm going to use the following rules:
  • 5 min CL Futures bars
  • Keltner Channels (2.25 ATRs +/- 20 EMA)
  • Previous High/Low must have been outside Keltner Channels
  • Must be at least 3 bars between entry bar and previous High/Low
  • Must have > 3 ticks failure back inside High/Low
  • Stop Loss +/- 1 tick from High/Low
  • Maximum Stop Loss Risk is 30 Ticks
  • Profit Target 1 x Risk


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  #4 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11

I'm still playing with the failure test... Maybe these intraday (5 min bars) levels not so good... not sure yet... need a bit more statistics...

And the next step is The pullback pattern...


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  #5 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11

Today one trade only, by the failure test rules... and I should play with start time...

The pullback pattern is difficult... not so easy to write rules... need a bit more research...


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  #6 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11

No trades today


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  #7 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11

Heh... no entries today also... maybe I should add more instruments for testing...


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  #8 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11

3 entries today...

but my progress stopped... need work a bit more...

TODO:
1. Multiple targets for The Failure test
2. Pullbacks


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  #9 (permalink)
 vadzzim 
Belarus
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ, CL
Posts: 20 since Sep 2015
Thanks Given: 5
Thanks Received: 11

I have plan... work on my todos this weekend...


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Last Updated on September 8, 2016


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