PeterOhlson 

redratsal, would you mind telling me what session template you're using for 6E and ES?

For range charts I use



you can find the link here:

VWAP bands Use a session template that divides the day into the RTH session and the remainder. I attach session templates for ES and CL below as an example. Then apply the VWAP and set it to RTH and 2nd session (as the RTH session is the second session of your …

For minute charts I use the NT default setting




For 6E or other instruments you can refer here post #6:

Correct Sessions for Your Charts I have been asked several times to put this information into a thread in a condensed form along with the class of indicators that I have coded for sessions. So here it comes. The idea is to explain, why it is useful to use sessions, how to set up the …

ES short 10 contracts, target near S +737$




I am purposely increasing the number of contracts (adding in) to verify the retracement capacity of ES over vwap 2SD in a trending situation like today

YM 10 contracts short, target on S +720$



*
same note as prior trade

Perfect bounce of ES and YM on Vwap

redratsal 

For range charts I use you can find the link here: VWAP bands Use a session template that divides the day into the RTH session and the remainder. I attach session templates for ES and CL below as an example. Then apply the VWAP and set it to RTH and 2nd session (as the RTH session is the second session of your … For minute charts I use the NT default setting For 6E or other instruments you can refer here post #6: Correct Sessions for Your Charts I have been asked several times to put this information into a thread in a condensed form along with the class of indicators that I have coded for sessions. So here it comes. The idea is to explain, why it is useful to use sessions, how to set up the …

This makes sense, but doesn't using different session templates for range/minute create a difference in the VWAP calculation between the two charts? Just a thought, but maybe the difference is so small it doesn't matter

PeterOhlson 

This makes sense, but doesn't using different session templates for range/minute create a difference in the VWAP calculation between the two charts? Just a thought, but maybe the difference is so small it doesn't matter

Not if you are using Fat Tails Vwap and set it to Hybrid. There might be a small difference between range vs minute charts but it is very small like 1 tick.

Dear
let me know where are these indicators as i could not find them here.

Fibonacci Zones
- Auction bars
- Vwap

rajafx1 

Dear let me know where are these indicators as i could not find them here. Fibonacci Zones - Auction bars - Vwap

I added in the quick summary

The Italian Job

, all links to my indicators

I like all webinars on nexusfi.com (formerly BMT), and I think from each and everyone there is something interesting to catch (it's 1000 times worth the elite fee for nexusfi.com (formerly BMT)). Speaking about the webinar Master the Gap by Scott Andrew I know his method, as I used to fade the gap with my own system and Scott is a benchmark in the trading industry for this kind of method. Using a percentage of the last 5 days Average True Range, makes absolutely sense to me to define a managing stop for the day. This solution can be applied to the italian job with the difference that Scott enters the trade with the opening of the market whereas I enter the trade during the market. Instead of using 30% of 5 ATR I will be using 100% of 5 and 10 ATR as stop targets. My management stop will therefore not be fixed to 5000 USD but will follow the ATR indy in function of the daily volatility. I will use the sessionvolatility bands by FT Downloads - [AUTOLINK]NinjaTrader[/AUTOLINK] 7 Indicators - Big Mike's Trading Forum and set my stops below (long) or above (short) the bands. The intent of this solution is to reduce the risk of a 5000 USD stop due to over scaling in because the market is running strongly against me (the market is not rebouncing over vwap 2sd but it's running on the band).

With concern to the italian job. do not give too much importance to my equity curve, as I mentioned several times, this is a discretionary method and the results might strongly change from user to user. As Scott mentioned during the webinar, I do not reccomend TIJ, but it fits my personality and I am trying to master it in order to avoid the riskiest scenarios and understand its mechanics to make it profitable. This is a short spot video on the subject, I hope Mike doesn't mind:

ES long 2 contracts, target R +450$