LS_Chad

Video 4 ,"Scaling Out: Adding a Second Target", completed in series "Fading the VWAP Bands: Idea Thru Automation" In this fourth video, we continue to refine and optimize the system by adding a second target at 5 points to lock in profit. This change increased our ratio of winning trades to losing trades substantially. Investor/RT - Fading the VWAP Bands (15 mins)

Yes, link for video 2 was pointing to video 3. I've corrected now. Thanks for pointing this out. Chad

Video 3 ,"Refinement and Optimization: Part II", completed in series "Fading the VWAP Bands: Idea Thru Automation" In this third video, we continue to refine and optimize the system. We were able to substantially increase the profit per contract with some changes suggested by users. The band magnitude was optimized and code was added to prevent trading during the first hour and to prevent trading during trend days. Investor/RT - Fading the VWAP Bands

Video 3 ,"Refinement and Optimization: Part II", completed in series "Fading the VWAP Bands: Idea Thru Automation" In this third video, we continue to refine and optimize the system. We were able to substantially increase the profit per contract with some changes suggested by users. The band magnitude was optimized and code was added to prevent trading during the first hour and to prevent trading during trend days. Investor/RT - Fading the VWAP Bands

For anyone using Investor/RT or MarketDelta, you can import this chart. It uses the VB indicator to sum the ticks of last 12 bars on a 5-second chart...so it essentially gives you the trade pace (tick count) of each minute with on a 5-second moving window. Images | ChartHub.com

Video 2 ,"Refinement and Optimization", completed: Investor/RT - Fading the VWAP Bands In this second video, we took a closer look at the backtest reports and identified key statistics to keep an eye on during our refinement of the system. We re-coded the system to allow for optimization. We performed our first optimization in which we found the optimal targets and stops.

Video 2 ,"Refinement and Optimization", completed in series "Fading the VWAP Bands: Idea Thru Automation": Investor/RT - Fading the VWAP Bands

Thanks guys. I will pick it back up Monday morning with another video. I will post all videos on twitter also as they're available (Username: InvestorRT)

I have completed my first video in the series "Fading the VWAP Bands: From Idea to Automation". In this first video, we formulate our trading idea (Fading the VWAP Bands), develop it into a trading system, add the system to a chart and perform our first backtest. I also discuss why I'm doing this, why this system was chosen, and what I intend to accomplish with this video series. Investor/RT - Fading the VWAP Bands I will also begin a thread on this in the LinnSoft Forum.

In this first video, we formulate our trading idea (Fading the VWAP Bands), develop it into a trading system, add the system to a chart and perform our first backtest. I also discuss why I'm doing this, why this system was chosen, and what I intend to accomplish with this video series. www.linnsoft.com/fade

I am going to begin producing a new video series today on taking an idea, turning the idea into a trading system/backtest, testing/refining/optimizing, simulated auto-trading and eventually live auto-trading. I'll share these videos here as I produce them. Hope to have the first one ready today. The idea I plan to work with is fading VWAP bands on the ES.

See: Investor/RT - Answers (LinnSoft.com) for a review of changes and their effects.

Sure. And some months might have 1-5 more trading days than another. That would skew monthly volume. Even with daily bars, some days are half-trading days but still show up as daily bars but volume will be light. Here's another way to look at weekly and monthly volume...using volume at price profiles: Images | ChartHub.com

We have implemented trading directly from Investor/RT to Zen-Fire and Interactive Brokers at this point (which in turn opens the door to autotrading). Our next target is Infinity/TransAct and we hope to get start on that very soon.

When downloading 20 days of historical tick data on the ES, which generally equates to about 250mb of data, speed is absolutely an issue. When you're tracking 20 symbols that are delivering several hundred trades/packets per second during an active market, speed again is an issue. And of course, if you're doing both at the same time...you get the point. However, I do appreciate your added insight. The latency and reliability are absolutely important. Feel free to post how a user would measure these qualities of their connection and find issues if they exist. It would certainly add value to this thread.

Is your Internet connection fast enough for Investor/RT? Is something faster available? Is it worth upgrading if so? http://www.linnsoft.com/qa/a/209.htm

boba, With Investor/RT's Profilel Indicator ( Investor/RT - Volume Breakdown Indicator ) you can create time-based profiles (MP) using TPOs of any number of seconds down to 1. Actually, you can make TPOS out of any number of ticks, volume, rangebars, PNF....any periodicity can be used as the underlying bars/TPOs for the Profile indicator....it just uses the bars in the chart. Example below using 30 second bars on ES. The bars are shaded based on volume although they are built on time. Images | ChartHub.com

You might want to take a look at this: Scanning for Candidates

QuoteBoard Video More QuoteBoard Info

New Video on Charting Relative Performance: plotting % change of multiple symbols from user specified origin: http://bit.ly/5F0tLg

This video describes a new option to draw multiple bands automatically around certain indicators based on multiples of price, ticks, percent, or ATR. Convenient for drawing "wiggle rooms" around any given line. http://www.screencast.com/t/OGI5OGRiODQt

This video demonstrates how to easily add and manipulate a cumulative VWAP line beginning at any bar in a multi-pane chart, with optional standard deviation bands. http://www.screencast.com/t/NzQ3ODgwY

During the webinar, we were able to produce 4 of FutureTrader71's primary charts in Investor/RT. The charts can be reviewed and imported into Investor/RT or MarketDelta by visiting the page below. The page also includes a video playback of the webinar along with a follow-up video which provides a brief summary of each chart and answers questions resulting from the webinar. Investor/RT - FuturesTrader71

Chad Payne and FuturesTrader71 will be jointly hosting a webinar on Thursday, 12/03/09 at 4:30pm EST. They will be working together to create several charts that FT71 uses involving composite volume profiles and other volume-based indicators. When the webinar is complete, a video of the webinar, as well as the chart definitions created during the webinar, will be posted to this page: www.linnsoft.com/ft71 More info on the webinar: http://www.futurestrader71.com To register for the webinar: https://www1.gotomeeting.com/register/717212448 Important Note: There will be a new beta (10.1 Beta 5) available at www.linnsoft.com/beta first thing tomorrow morning (10/03/09). If you're attending the webinar, I would recommend upgrading first so you'll have all the latest enhancements to the Profile indicator which is central to FT71's charting.