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cunparis

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Everything posted by cunparis

  1. cunparis
    Thanks for the feedback. I'm used to programming for Ninja and it's quite easy (not as easy as EasyLanguage but still their API is logical and the documentation is good). Yesterday I was playing around with the OnMarketData & OnMarketDepth methods in Ninja. One of the limitations I was hoping to overcome is the fact that Ninja uses 1 second timestamps while I believe zenfire uses millisecond. I don't have a lot of time for programming. Mainly when the markets are slow at lunch, dinner, and weekends. So I agree on taking the easy route. I am impressed that some companies are writing to the zenfire feed directly. OFA comes to mind. And there are no charges for the API. So far it seems developer friendly, but as you said, complex & time-consuming.
  2. cunparis
    How far back do you go to look for the divergence? This is my biggest challenge with this. I look back one swing pivot, no divergence, I go back a few more and find a divergence, but if I go back a few more than that I find a hidden divergence. It seems that one can always find a divergence if they look back far enough. Any thoughts on this? I had studied this on a few days and then looked to try it realtime and was totally confused. these things look such much more clear in hindsight. I'm sure this takes a lot of practice to do it realtime. The euro was particularly tricky yesterday. I could see there was divergence but price kept on diverging not even caring. I've always been a little bit suspicious of the euro futures because of the strong arbitration required to keep them inline with spot. This arbitration doesn't care if there are divergences, it just keeps buying (or selling) until the two markets are inline.
  3. cunparis
    I'm curious which market would be best to learn to read the DOM? I've tried Euro but it's very fast. I'd see an opportunity, join the bid, and the market would move 5 ticks without me. No time to think. ES is faster and a bit more erratic. ZN is very slow. Time to think but also time to get bored. I'm leaning towards ZN but I'm curious what others think.
  4. cunparis
    I have a few ideas for things I'd like to do and I am debating between trying to write a ninjatrader indicator or using the zenfire API directly. Blowfish - how is it going with the zen-fire API? I think they have a java version, i plan to try that. I'm a java guy, good at OO but not very familiar with C#. I got a bit discouraged reading the posts about the zenfire API and think maybe the limitations of a ninjatrader indicator would make it easier & faster. At least for prototyping ideas.
  5. cunparis
    Great video. I really like how you show your DOM because in my opinion a trader's edge comes from trade management and your commentary is very helpful. After a lot of messing around with multiple targets and scaling in and out, I have come to the same conclusion you apparently have in that a single target with a favorable reward/risk ratio and trailing the stop is the way to go. I know sometimes you use an extended target too but for me that's the next step after getting profitable on the first. I'm curious why you trade TF instead of ES? TF didn't have the supply & demand event. Are you trading it just because it moves more?? I've found in my own trading that it's hard to get a good R:R with ES. Trading the TF off ES setups may be an answer. So you're watching ES & Euro for the setup and then trading TF & Euro? Any other markets? How many trades do you get per day on average? Thanks again for sharing. I really like where you're taking this.
  6. cunparis
    Fulcrum, This looks very cool thank you for sharing. I've looked at CD divergences in the past but the problem I had was I always saw them real time and then poof! they'd disappear. I find it easy to see them in hindsight but very difficult realtime due to the false alarms. I like how you're adding the momentum concept to it as that can help qualify it real time. I have two questions for you: 1 - how are you choosing your stop? Is it just an arbitrary 7 ticks for euro? or are you putting it beyond the entry bar's low? 2 - how do you use the bottom panel? It doesn't seem to be a factor in this trade but in your previous trade you did mention it.
  7. cunparis
    Me personally I trade the currencies, euro mainly, based on S/R with the price extremes. I'm new to trading currencies this way so I'm still doing a demo account but so far results are positive and I plan to go to a micro account soon.
  8. cunparis
    This is precisely what I do. I look for trade opportunities at the boundaries. I just blogged about this today: A look back on my journey – Part 6 – Volume Profiling » Trade With The Flow For forex, we don't have volume information so how are you plotting volume by price?
  9. cunparis
    That was pretty harsh. While I found that I could do better without the sine waves, I'm still using the idea of his Pro Am to detect professional activity. I'm still undecided about better momentum. He's been helpful to me via email but one has to remember that he has over 4,000 subscribers so I imagine he gets a lot of email. He's been trading professionally for 16 years so I don't doubt that he makes money but I'm not convinced it's with the sine waves. I think he has a good feel for the markets. So I don't criticize him or his methods. I learned a lot about the markets & trading with his methods. It's just time to take the training wheels off and trade support & resistance.
  10. cunparis
    Hehe I thought the same thing. I'm not sure if others are familiar with FuturesTrader71 and his "composite volume profile" but I just wrote a little about that. It's been helpful for me in my trading and maybe it'll be useful for others. A look back on my journey – Part 6 – Volume Profiling » Trade With The Flow Heck if you don't find it useful I'd love to discuss that too!
  11. cunparis
    I believe they close 15 minutes at least that's how it is with ES. And the close is after the US stock market close so it's not a period of high liquidity anyway. I much prefer futures for scalping. But for swing trading the futures are too leveraged. So that's where forex can be very nice. One can start risking $1 and slowly work their way up.
  12. cunparis
    I recently started a series on my blog about the evolution of my trading, beginning with my trading using the eminiwatch method which consists of sine wave cycles on multiple timeframes. When I got rid of all that my results improved quite a bit but there was still one problem - the psychological issues! I would do anything to avoid a loss. And that had to change. So I set out to change my thinking and my beliefs so that I can accept small losses and keep them small. It's not easy to do and I had a small relapse yesterday but overall I'm making a lot of progress. I've been writing about all this and I'd love to get some feedback on it. I've been journaling it as I go and my results are improving daily. So I hope you will find it useful. The series starts here: A look back on my journey - Part 1
  13. cunparis
    I'm in the process of setting up an account with Oanda. Are they affected by this? It looks like they're in the US but I'm not sure.
  14. cunparis
    I've tried and while interesting it's totally different than true bid/ask. Every time the bid/ask moves without price moving there will be a discrepancy. If you want to make one just put: Value1 = Upticks - Downticks; Plot1(Value1[1] + Value1);
  15. cunparis
    Yes talking about Euro futures. I'm thinking maybe all the arbitrage that has to go one would skew the delta. Sometimes it seems euro can go up for hours while delta is going down.
  16. cunparis
    Fulcrum, Have you tried your setups with currencies? I've been trading the Euro a lot lately so I look at cumulative delta with the Euro and it seems that price & CD are more independent than with other markets. If you have an example with Euro I'd love to see it. Thanks
  17. cunparis
    so it sounds like filtered is a good thing. Thanks for the explanation. I am still unsure as to how these trades happen. I think trades should not be allowed if they don't go through the order book.
  18. cunparis
    Can you elaborate? When I compare Tradestation data to IQFeed it's usually identical.
  19. cunparis
    Great guess. I asked IQFeed and this is what they said: back to your post: On the other side of those hedge trades are usually speculators, so I find them useful. In the case of the trades I'm looking at, I'm interested in them because they mess up my volume analysis. Cheers
  20. cunparis
    I thought it might be the data feed not updating but in the example I posted, the market wasn't moving fast, in fact the price before and after the high volume trades was the same. Also I get exactly the same data from both tradestation & iqfeed. So it's possible that one might fall behind but the chance of both datafeeds falling behind is much less.
  21. cunparis
    Can you elaborate? How do they trade without going through the order book?
  22. cunparis
    I'm hoping someone can give me an explanation for trades that occur outside the bid & ask. How & why do they occur? As an example, this morning during the London session the Euro currency futures had a massive amount of volume trade in just 2 seconds. The normal trade size was 1-4 contracts, yet 2000 contracts were traded without moving the market one tick. I'd really like to understand how this can happen. It's not a special case, it happens all the time on all the markets I watch except ES. I assume ES isn't affected because it has more liquidity.
  23. cunparis
    You can download the ninjatrader version & see the source, or you can download the multicharts version in text format: Pace of Tape Indicator » Trade With The Flow
  24. cunparis
    Ok I feel silly. I upgraded to TS 8.8 which separates the easylanguage editor into a separate application. BTW So far I'm not liking this "feature" because it takes 10 seconds to open it. But anyway, apparently the help file was split into two, one for easylanguage and one for tradestation non-easylanguage (before there was only one). So searching the TS help doesn't have anything for entryTime but inside the new TS IDE it does. Thanks!
  25. cunparis
    I'm concept proofing.
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