North Carolina
Experience: Beginner
Platform: Ninja Trader
Broker: Ninja Trader Broker / Continuum
Trading: ES
Posts: 57 since Jun 2009
Thanks Given: 4
Thanks Received: 57
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Right now it is in the idea stage.
My intention is to update the community as to my progess each week.
I want it to be fully automatic.
Right now I am running the strategy in simulation on live data in real time in the 3 timeframes shown in the pic. That way i can get a feel for the bid ask delta on trades that do work.
Since I have not written the piece for shorts, I will explain the longs.
The Green arrows below the price bars on the PnF charts on the bottom are my entry signals - which sets a buy stop 1 tick above the previous (green) bar. The numbers below the green arrow are the number of bars that have the same High. Right now I am taking every entry without regard to DeltaBidAsk.
The plan is to see if there is a correlation between volume and Break outs and modify the script to look for those before entering.
So ideas are welcome, but not neccesary...I will keep you all updated.
The 15min chart and 30s chart are just for me, not related to strat at all.
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