Really? Wow!

Plan the Trade

Lets try this another way: The only fills, and +1/-1's that matter are your own.

Plan the Trade

As it relates to Harold, the whole order fill question is totally out of line, the man trades very well defined setups within 480 candles a week. That is an extremely short trading window. The setups either occurred or they didn't. The trade ...

Plan the Trade

V, Not really sure what you are referring too. My desire to create an exe is simply to take advantage of the technology it offers as well as the satisfaction of emulating professional firms without having their unlimited budget. No need to dive into ...

Plan the Trade

This is the issue V . . . you are far from being convinced that long term profitable trading is even possible. This is your bridge to build and then cross. No amount of "benchmark of transparency" will help (nor should it). You need to prove it to ...

Plan the Trade

Wow, that's a lot of studies. Just the thought of debugging an order of operations issue makes me queasy. We have had this conversation before, but worth repeating: 1)Build it with alert conditions=> (this is for testing only) 2)Convert it to a ...

Plan the Trade

Agree with Harold, but will also add that it is possible to trade a inverse R:R strategy, however it is highly recommended that your back testing sample be double the size (we are talking four digits). Comparing todays lose, in both ticks and ...

(binned per thread starter’s request) Give me your money

Mark, Best resources is the open sources studies and code that sierra provides (sierra>acs_source). They do a decent job commenting their code so you can orient yourself. After you familiarize yourself with the syntax and framework, the Ascil codex ...

Ratios & Harmonics: a Different Way to Trade

Personally, I wouldn’t trade any of these four scenarios. Question, am curious about the blowup level in ticks on day one, ballpark figure is fine ? Are we talking 2000, 5000, or more like 12,000 ticks before the account is margined?

(binned per thread starter’s request) Give me your money

Yes, sierra vets and compiles the code for each of the user studies they make available.

Plan the Trade

Weird . . . definitely should work with some settings tweaking. Perhaps sierra support board is required. Anchored vwap, check below. image (after attaching, right click to anchor . . .also, no playing around with all the other user created ...

Plan the Trade

Answer is here . . . url If you wanted a different start time each day (for whatever reason), look into an "anchored vwap". @CG: happy to see you around, all the best.

Plan the Trade

Respectfully disagree. Without discipline, there is no edge, and there can be no positive expectancy. The $9k profit is meaningless in the grand scheme. Luckily for Hilmy, i believe he realizes this. Correct, once your trading account grows to the ...

(binned per thread starter’s request) Give me your money

My pleasure... Again, no need to dig deeper unless your trading begins including raw market data besides price. (edit: i thought of including a cme link on order matching, but decided against it) Plenty of legit uses when loading different data sets ...

(binned per thread starter’s request) Give me your money

The simple answer is no, but it also doesn't really matter for two reasons: 1)differences in spread during normal conditions lasts miliseconds, 2) only the CME matches orders, so regardless of your datafeed, you order is matched only if PRICE trades ...

(binned per thread starter’s request) Give me your money

Rithmic and CTS are both good choices. Rithmic does cost more for trade routing, but they are also one of the few that offers 25 levels of limit order depth (standard is 10 levels). Personally, i think data providers make little difference if you ...

(binned per thread starter’s request) Give me your money

This is not the case if your data come from CTS or Rithmic. These data providers can be setup to download and display up to 30 days of tick by tick data. You will need to fiddle with settings, but it is supported and doable. If you need more than 30 ...

(binned per thread starter’s request) Give me your money

Also, regarding the when to start trading live discussion, manual trading and algorithmic trading are completely different, they should not be compared. Algorithmic trading usually requires longer development and testing periods. Apples & oranges.

Staying In My Lane - A Read-Only Journ(al/ey)

Hi V, The spreadsheet solution for a PnL based flatten is the following: J29 - Flatten and Cancel Working Orders (read/write) This cell is where you will input the formula to trigger the global chart flatten. When the formula returns a 1 (true), all ...

Staying In My Lane - A Read-Only Journ(al/ey)

Yes, but note none of these are floating Pnl, only closed Pnl. For floating you will need cell J10 in spreadsheet. Its simple, however to make it work with your current (very basic) setup via trading study, you need to have a SL set as part of your ...

Staying In My Lane - A Read-Only Journ(al/ey)