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theman

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Posts posted by theman

  2. Posted

    Hi there

     

    Where can I get news for all grains i.e. Wheat, SoyBeans, Coren etc? I'm referring to news like Forex Factory calendar news i.e. http://www.forexfactory.com/calendar.php

     

    Also, are there any news from Forex Factory calendar I should take in consideration when trading Grains i.e. Consumer Price Index, Unemployment Claims, Existing Home Sales etc?

     

    I've checked cmegroup.com, but can not find a calendar there for Grains

     

    Thanks

  3. Posted

    Wow, my first experience with a limit day. I wish I had kept my shorts from yesterday.:)

    I can't imagine the feeling of those stuck on the long side of todays move. I am very curious to see how the movement is tomorrow.

     

    attachment.php?attachmentid=17623&stc=1&d=1263317166

     

    If youre using a smaller timeframe i.e. tick, range or vol chart, would you ever experience this limit day problem?

     

    Also, can someone please explain this limit issue for dummies like me?

  4. Posted

    50 tick moves in under 10 seconds are rare except at the beginning of either session.

     

    But the advice to look at the mini (about $1 per tick) is sound as a starting point. Another thing to look at is treating the mini as though it trades in 5 tick increments. This will take its daily range into the zone most are likely to be used to; improve the tick to commission ratio and the tick to slippage ratio; and let you treat each trade as "slower." The fact that you can enter and exit within the 5 tick range is just a nice opportunity for profit improvement on entry or exit.

     

    One of the nice things about HSI is that I sometimes get positive slippage on stop outs. Typical slippage is 1 or 2 ticks although 4 or 5 ticks happens with reasonable regularity. Bigger slippage would suggest that you are fading breakouts that were supported by trend - not sensible with HSI which almost trends better than forex.

     

    Do you get slippage even if you enter as a limit order?

     

    thanks

  5. Posted

    Thanks for that, is trading the Hang Seng Index Futures or the Mini OK for new traders?

     

    Also, how should on prepare to trade it? i.e. When trading ES or DOW etc, I can get News times and make sure I don't trade 5 min/5 after. But for the Hang Seng Future/Mini Index there is no news. Also they have a 2 hr lunch break, normally that time, would you expect a big gap (down/up)

     

    thanks

  6. Posted

    Hi

     

    I am new to the Hang Seng Index, I have a few questions

     

    1. Can you trade the Hang Seng Index ?

    2. What is it like to trade i.e. is there a lot of volumn, or just to slow

    3. Compared to other markets like ES/DOW, is it choppy?

    4. What platform supports this i.e. viewing the data in a chart

     

    thanks for all your help

  7. Posted

    Hi there

     

    Wonder if you guys can help?

     

    I found this code in google, can someone please help me in translating it to NinjaTrader (pref working with Ninja 7 as well?)

     

    Hope this is OK?

     

    <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<

     

    Inputs: Sens(3), Mult(2);

    Variables: Variable1(1), Variable2(18), Variable3(0), Variable4(9999999);

    Variables: Variable5(9999999), Variable6(9999999), Variable7(0), Variable8(0);

    Variables: Variable9(0), Variable10(0), Variable11(0), Variable12(0);

     

    Variable1 = Sens ;

    Variable2 = 18+Sens*Variable1 ;

    Variable3 = JCAVR (Mult) ;

    Variable7 = AVERAGE (CLOSE, 9) ;

    Variable8 = AVERAGE (CLOSE, Variable2) ;

     

    IF true THEN

    BEGIN

    IF HIGH-LOW = 0 THEN Variable9 = AVERAGE (ABSVALUE (CLOSE-CLOSE[3]), 10) ELSE Variable9 = AVERAGE (RANGE, 10) ;

     

    IF LOW-Variable10 > Variable3*1*(1*RECIPROCAL (BIGPOINTVALUE)) THEN Variable10 = LOW-(1+0.1*Sens)*Variable9 ;

    IF Variable6-HIGH > Variable3*1*(1*RECIPROCAL (BIGPOINTVALUE)) THEN Variable6 = HIGH+(1+0.1*Sens)*Variable9 ;

     

    IF Variable7[1] < Variable8[1] AND Variable7 > Variable8 THEN Variable10 = TrueLow-Variable9 ;

    IF Variable7[1] > Variable8[1] AND Variable7 < Variable8 THEN Variable6 = TrueHigh+Variable9 ;

     

    IF MRO (Variable7 >= Variable8, 2, 2) >-1 AND Variable10 <= Variable10[1] THEN Variable10 = Variable10[1] ;

    IF MRO (Variable7 <= Variable8, 2, 2) >-1 AND Variable6 >= Variable6[1] THEN Variable6 = Variable6[1] ;

    Variable11 = MAXLIST (CLOSE[1]-AVGTRUERANGE (5)*3, IFF (CLOSE[1] < Variable11[1], 0, Variable11[1])) ;

    Variable12 = MINLIST (CLOSE[1]+AVGTRUERANGE (5)*3, IFF (CLOSE[1] > Variable12[1], CLOSE*2, Variable12[1])) ;

    IF Variable7[1] < Variable8[1] THEN Variable10 = MAXLIST (LOW-Variable11, Variable10) ;

    IF Variable7[1] > Variable8[1] THEN Variable6 = maxLIST (Variable12-HIGH, Variable6) ;

    IF Variable7 >= Variable8 AND Variable10 <= HIGH THEN PLOT1 (Variable10, "BuyStop") ;

    IF Variable6 > 0 AND Variable6 < 1000000000 AND Variable7 <= Variable8 AND Variable6 >= LOW THEN PLOT2 (Variable6, "SellStop") ;

    END ;

     

    <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<

     

    This is the JCAVR function

     

    Inputs: Mult(NUMERIC);

     

    JCAVR = Mult*AVERAGE (RANGE, 10)*BIGPOINTVALUE ;

     

    <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<

  10. Posted

    Thanks for that, that was really useful. So why dont day traders hedge everything they do with this, I think its a win/win situation? I mean, if I were to trade DOW, and it went all wrong, I can trade ProShares Short Dow30 (ETF). Dont know if this makes sense?

     

    Maybe day traders do this? But its a nice idea.

  13. Posted

    hi there

     

    What are ProShares UltraShort ?

     

    i've noticed everytime the DOW or ES goes up, ProShares UltraShort goes down, and everytime the DOW or ES does down, ProShares UltraShort goes up.

     

    Can you buy ProShares UltraShort contracts like you can buy contracts for the DOW or ES?

     

    Thanks

  17. Posted

    Hi there

     

    I want to trade the @ES, when I write a strategy on Ninja (using Zen-fire feed) will my market order be filled there and then? In other words, will I get slippage, if so, how many ticks or points are we talking about?

     

    Thanks

  19. Posted

    I think spyro is bascially saying the following:

     

    This is from e otpro's site:

     

    The size of the dot tells you how much volume is in that particular bar, relative to the last 3 half-cycles. So, a large dot means greater than average volume is flowing into the bar for that type of trade. A tiny dot means not much volume.

     

    It was important to split out the dot sizes, because… say you have a big push down from the large traders, and then the dots start drifting back towards the zero line. That drift up could be happening because they are buying, but it could also be happening because they aren’t doing anything. If no volume prints for their size, the dots will tend toward zero from wherever they are. I wanted to differentiate action from non-action. It’s working well to do so, today.

     

    And this is the image (its the bottom indicator)

     

    splatter1-300x209.jpg

  21. Posted · Edited by theman

    Hi Blu-Ray

     

    I went through the Tradestation forum, and I found this code, please correct me if I'm wrong, I think it dispalys contracts based on users input. Would you mind having a look at it , I've plotted it on my machine, and I think it might do? But it would be better if it was like an oscillator, and color coding it i.e. green/red for buying / selling.

     

     

    What do you think?

     

    Thanks

     

    Inputs: 
Level  (25); 

Variables: 
VolQty  (0); 

if BarType >= 2 then begin 
if Volume >= Level then VolQty = Volume; 
if Volume < Level then VolQty = 0; 
end else begin 
if Ticks >= Level then VolQty = Ticks; 
if Ticks < Level then VolQty = 0; 
end;	  

Plot1( VolQty, "Volume" )

  22. Posted

    Good idea spyro, Blu-Ray, can this be done? if it can, and if you have time, can you please change the code to reflect spyro reply?

     

    If not no worries

     

    Thanks

     

    Hi Blu-ray,

     

    Dont know if this helps with my question above?

     

    currentcontracts is a reserved word

     

    Value1 = currentcontracts;

     

    My problem now is how to get this intergrated with the rest of the Bid/Ask indicator. Hope you can help us out.

     

    Many thanks

  25. Posted

    Hi all

     

    Thanks very much for everyone in writing this great indicator. I esp like pwald9 version, because the color changes if it reaches +8 or -4.

     

    The only thing with that one is ... the color changes are hardcoded i.e. if I change the Top and TopMid the colours dont change (it has been hardcoded for for 4)? Dont know if that makes sense?

     

    Can someone please help out in changing the code so that the Top and MidTop change color depending on what I enter?

     

    Hope this is OK?

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