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CanOz's intermittent and sporadic trades

Discussion in 'Trading Diaries and Journals' started by CanOz, May 19, 2012.

  1. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    Copper is headed towards an abyss:eek:
     
  2. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    The Abyss has been entered....target 2.86the abyss.PNG
     
  3. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    The Order Flow bot on the HSI today live (sim acct). I think i'd need to be collocated to get decent fills.

    Tomorrow we'll be adding a filter based on activity in order to weed out poor trades in quiet times and maybe even reduce the need for multiple sessions.

    HSI BOT Chart.PNG
     

    Attached Files:

  4. Roller_1

    Roller_1

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    Have you traded any of these systems live that you've had developed over the last few years CanOz? If so how have they gone?
     
  5. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    HSI BOT  Chart II.PNG
    No, unfortunately I've always just stuck to trading discretionary because Ninja-trader wasn't cut out to handle intraday systems. I literally spent thousands and thousands on coding only to either lose it all or continually have issues with Ninjas stability. Now that I switched to Sierra chart i have been able to do many more things from a tick/flow point of view. Basically coding what i see on the DOM. Sierra can handle this easily and doesn't crash. Also, the developer i'm using is cheaper than Ninja and his turn around time is amazing. Having data for the HKEX is great too and its all supported by my SMSF broker. I plan to get this into a Machine Learning program at some stage and try to have it improve itself.

    Having a stellar afternoon as well. Its a bit of an outlier of a day...
     
    Last edited: Jul 3, 2018
    skc, scholesy, kid hustlr and 2 others like this.
  6. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    Got to finish up for the day, here are the stats for today's run....I'll run it over last month and i'm sure it will fall apart on rotational days.

    HSI BOT  stats.PNG
     
  7. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    An idea of what today was like on Honkers....

     
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  8. peter2

    peter2

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    Good call on copper, it's into the abyss and still falling.
     
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  9. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    My Algorithm has entered the 7th iteration now and i am now able to select ranges to trade in. For example if i prefer to trade the extremes of the prior days range rather than get caught in the chop of balance i can select the range to take the signals in. I can then set a threshold for the pace of trades so that i don't get caught in slow choppy markets. I'm something similar coded now so it will be easier to test, a context filter if you will.
    algo.PNG
     
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  10. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    Anticipating a tight range today, we've got this Bot setup to trade longs above 12590 and shorts below 12484dax.PNG
     
  11. Roller_1

    Roller_1

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    Are you going to try and eventually get set up so your are not having any discretionary input into where/when your system is trading Canoz?
     
  12. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    Yeah that's the plan. Trying to quantify the context is challenging. I will say though that Sierra chart has many standard features that assist this process. Much of what I've done so far is built into Sierra already...

    I started this process of more frequent systematic trading because i just don't have the time to sit in front of the screen and trade order flow. Hopefully, at least i'll be able to quantify a standard way of trading with auction market theory at the least.
     
  13. scholesy

    scholesy

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    Try doing volume profiles as the following:
    1. The last 4 hours
    2. The whole trading session
    3. The last two trading sessions
    4. The whole week
    5. The last 2 weeks
    6. The month
    Etc

    Then compare them by looking at High Volume Nodes and Low Volume Nodes. You will see how much confluence there is between the volume profiles across different time frames.
     
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  14. scholesy

    scholesy

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    Really interesting stuff! What are the bands?
     
  15. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    I have the bands there as another filter, I don’t use them though.
     
  16. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    I'm not in this but have a look at that for a level....12590

    longs above.PNG
     
  17. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    hsi gap play.PNG Todays HSI action was tempered by a large gap down...nonetheless we carved out some points on our walk forward. Lesson on large gaps down, get involved early, larger initial stop and tight trail...pace of trade critial to reduce churn.
     
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  18. scholesy

    scholesy

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    Jeez, that's quite a bit of dough!! :xyxthumbs
     
  19. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    Hkd scholesy!
     
  20. scholesy

    scholesy

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    Oh lol! Still pretty impressive nonetheless
     
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