Hi,

Did anybody try to create robot, trading E-mini futures, basing entries on extreme levels of $TICK indicator?

I found this article interesting: "Day-trading with the Tick index | Futures Magazine" - google it - can't post links yet

Wondering if it makes sense to dive into coding it.

- WBR

jumpingfella 

Hi, Did anybody try to create robot, trading E-mini futures, basing entries on extreme levels of $TICK indicator? I found this article interesting: "Day-trading with the Tick index | Futures Magazine" - google it - can't post links yet Wondering if it makes sense to dive into coding it. - WBR

There are traders that use nyse tick to find divergence or look for reversals , +1000 , -1000, this works only on range days, not on trading days.

geogi 

There are traders that use nyse tick to find divergence or look for reversals , +1000 , -1000, this works only on range days, not on trading days.

I use it in this way. I occasionally look away from the tape to look at my charts screens throughout the day and the NYSE tick is always something I glance at.

awaddle 

I use it in this way. I occasionally look away from the tape to look at my charts screens throughout the day and the NYSE tick is always something I glance at.

Your trading is based on tape ?

geogi 

Your trading is based on tape ?

Yes, predominantly. Heat Map is a beautiful tool as well. Overall, my strategy is one born of auction market theory, but during the trading day the price ladder and heat map are what I'm focused on.

my model blew up on trend days.. the idea i tried was to fade the large out of same reading.. after trying many filters i gave up.