Recent content by bluebellmk

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    VWAP Deviation Reversion Strategy

    You are correct 100% just had a $2700 swing today was $1000 up but finished today $1700 down.
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    VWAP Deviation Reversion Strategy

    2 ATR 15 min past the 3rd deviation mate. My thinking is I would rather risk that little bit more to have the chance of a scratch.
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    VWAP Deviation Reversion Strategy

    initially 2 atr based upon the 15 min chart after the 3rd deviation. But since I took your advice and started trading from the 2nd I have been averaging down to scratch I.e placing another entry at the 3rd Dev
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    VWAP Deviation Reversion Strategy

    Hi Everyone, So the strategy has been scaled up to the full eminis. I have found that on Oil I get many more signals. The total profit for the last 2 weeks was $2725 gross. I have been more aggressive with averaging down on trades, this could be a good or a bad thing ... time will tell...
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    VWAP Deviation Reversion Strategy

    Hi Guys, Just thought I would update, I have began using this strategy on Oil futures as well as ES. Obviously this thread hasn't got much traction & quite a bit of effort goes into the screenshots etc. Will just post my trades weekly instead
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    VWAP Deviation Reversion Strategy

    So had to return from my holiday early due to an injury which meant a walking holiday would of been no fun ! One trade taken today which was $29.06 profit. Total running profit on the strategy is $182.62
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    is there a statistical disadvantage of using stop losses ?

    I think that a complete emergency stop is essential, but rarely triggered. I tend to not use stops which are likely to be hit and would prefer averaging down then taking a scratch. Can come unstuck when averaging down although it is not common,I have only had my pants pulled down once this...
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    VWAP Deviation Reversion Strategy

    There will be no trades this week as I am away in the Lake District.
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    VWAP Deviation Reversion Strategy

    Zero trades today, waited patiently all day but I have a hair cut at 4pm that is long overdue now the barbers are finally open. We came close to getting filled but in the end we was not. @Trader333 the advice about starting at the 2nd deviation has been a massive beneficial, stopped...
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    vwap

    Check the thread mate judge for yourself I post all the results trading max 2 micro contracts it will be moving to the full ES shortly
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    vwap

    Yes mate precisely
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    VWAP Deviation Reversion Strategy

    Hi to anyone who cares to read my journal. Today's trading is finished for the day. 3 trades taken in total 2 winners and 1 scratch trade. Total profit was $56.24 bringing the total on this micro testing for this strategy to $153.56. As always trades taken below: Trade summary below:
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    vwap

    I have a thread in the trading journal section where I trade a reversion strategy with VWAP it is simple and profitable (So far) check it out.
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    VWAP Deviation Reversion Strategy

    I have also paid a coder to type the strategy into an algo to be run through ninja, I will of course test the algo again on the micros to make sure everything is in order.
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    VWAP Deviation Reversion Strategy

    First losing day today since testing the strategy in a live environment. Two trades in total with one being a winner and the loser being slightly larger. My plan is to start this on the full ES in a week or so, I will start the strategy with $25,000 allowing two contracts to be purchased on...
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