Best Thread Vwap Engine
Hiya.
Just so there's no misunderstanding, i wasn't challenging you or anything. You've obviously put alot of work into this and It would just be nice to watch some trades unfold (win or lose). Obviously its not always possible though.
Im sure you know this but I dont want people to think im the 'trading police'
I have a little jounal that you may or may not be aware of - I think its called 'the holiday fund'?. Just trading TINY stakes as an extra bit of pocket money, but in it I turned my £300 into just over £3000. I am currently starting the whole process over again with a starting pot of about £1000 but wont bother with the journal anymore.
Style wise, I generally trade the SPX with some FX trades scattered around. My FX trades are just based on trading off important S/R levels according to the 4hr and daily Timeframes - looking for areas of confluence (for example a nice support area, coinciding with a fib retrace). So its all pretty much price action stuff, although I do make use of dIvergences on indicators.
My spx trading is based on smaller timeframes and i typically trade off the 5 min chart. Again, its pretty much patterns / price behaviour around pre-determined levels, and im currently implementing some volume analysis techniques. Lots of my trades are reversals. I am better at them than I am at identifying a trend and hopping on.
Just so there's no misunderstanding, i wasn't challenging you or anything. You've obviously put alot of work into this and It would just be nice to watch some trades unfold (win or lose). Obviously its not always possible though.
Im sure you know this but I dont want people to think im the 'trading police'
I have a little jounal that you may or may not be aware of - I think its called 'the holiday fund'?. Just trading TINY stakes as an extra bit of pocket money, but in it I turned my £300 into just over £3000. I am currently starting the whole process over again with a starting pot of about £1000 but wont bother with the journal anymore.
Style wise, I generally trade the SPX with some FX trades scattered around. My FX trades are just based on trading off important S/R levels according to the 4hr and daily Timeframes - looking for areas of confluence (for example a nice support area, coinciding with a fib retrace). So its all pretty much price action stuff, although I do make use of dIvergences on indicators.
My spx trading is based on smaller timeframes and i typically trade off the 5 min chart. Again, its pretty much patterns / price behaviour around pre-determined levels, and im currently implementing some volume analysis techniques. Lots of my trades are reversals. I am better at them than I am at identifying a trend and hopping on.
leovirgo
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In 5mins time, my engine will take last order. Looks like theres no trade for today! There was a possible short around ES 838 level, but it didn't meet 'all' conditions. What a long wait!!!
Being a triple power down day (market internals bearish), I was expecting the markets to go lower until 30mins before close. But there wasn't a good entry that suits my risk attitude.
Being a triple power down day (market internals bearish), I was expecting the markets to go lower until 30mins before close. But there wasn't a good entry that suits my risk attitude.
leovirgo
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All out at 60M+ETF o/s @ 826. Phew.. I totally sympathize with supertraders who are making live calls in chat rooms. If I did that, I wouldn't be able to trade for myself. I would need an assistant who takes the trade and I talk the talk. Its not a bad idea either... 
leovirgo
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Now I can see bullish internals. Advances and up vols are far greater than decliners and down vols on nyse. So, its a bit tricky within bearish cycle. But once it pullbacks to vwap, I will go long. Lets see.. If bullish internals disappear, its sell again.
Strategically I am long bias (based on vix on daily chart etc). Currently price action is in bears territory.
Strategically I am long bias (based on vix on daily chart etc). Currently price action is in bears territory.
leovirgo
Senior member
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So, I did a bit of live calls today. Pls see previous posts.
Trade 1: short ES 829, Initial stop 3pts.
covered 1/2 @ 825.50, other 1/2 @ 826.
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Profits = 3.5 + 3 ES pts ( =1R risk)
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Trade 2 : long NQ 1320. Initial stop/target = 10pts
sold 1/2 @29, the rest @ 28 on market close
============
Profits = 9 + 8 NQ pts (= 0.85R risk)
============
Trade 1: short ES 829, Initial stop 3pts.
covered 1/2 @ 825.50, other 1/2 @ 826.
==============
Profits = 3.5 + 3 ES pts ( =1R risk)
==============
Trade 2 : long NQ 1320. Initial stop/target = 10pts
sold 1/2 @29, the rest @ 28 on market close
============
Profits = 9 + 8 NQ pts (= 0.85R risk)
============
