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Good stuff, man. Thanks for sharing. Which session are you trading then? Asia or Europe? Is there a reason to trade ES and not an equivalent index in said time zone? I'm curious as I may eventually want to trade the European session myself.

Extreme in this example would be a relative reading. For the example I pointed out, the 'extreme' reading was the lowest print on that day and as ES made its lowest print on the day, NYSE TICK wasn't able to match that. In other words - the broader market was ticking higher by then. - 593...

Thanks. :)

Yeah. I know Lawrence Chan had a custom TICK for ES which consisted of only the 500 SP stocks. As opposed to the NYSE TICK which tracks all NYSE stocks. Are you currently implementing this kind of analysis yourself? Is it possible in Sierra? I imagine it's not easily implemented in Ninja and...

The lines were just for illustration. The NYSE TICK had its 'extreme' reading for the day @ -593 / 12:22. ES printed its LOD @ 12:31 - 9 minutes later. By then - the NYSE TICK had reversed back up above the zero line and put in higher lows on each thrust down. Do you see it now?

For the NYSE TICK - I plot + 800/-800 and a zero line. Usually, I'll just pay attention to divergences or extreme readings. Here's yesterday's LOD. When the ES made its LOD (which snapped back right up) - the NYSE TICK was already trending higher and putting in higher lows. I won't trade this...

This is all very true, but off-topic and as such maybe worthy of it's own thread? For example, it was revealed in another thread that when Al Brooks talks about a 60-70 % probability - it's just a number that he's pulling out of thin air or rather his 'memory'. Not everything is easily...

Please correct me if I'm wrong - but is not all market internals based on the cash index/components? I.e., NYSE TICK is calculated from upticks/downticks on NYSE listed stocks? I haven't made any decisive conclusions yet, but it's my impression that all these relationships and spreads are...

Well, there's the classic quote in Market Wizards regarding Michael Marcus (if I recall correctly): "His wife left him, but he was too busy to notice..."

Thanks. I'll read through that thread in depth later today. This is what you wrote in 2016. Do you feel any different now or have anything new to add since then? Are you still using it just for performance tracking or have you since considered managing money? Have you had offers from...

Knowing the OP I would be very surprised if not. I had a good laugh at least. But I do think there have been a few of these in the past in all seriousness. :)

Emotional outbursts and posts like this are the precise reason why people won't disclose details about their trading system and share their hard work publicly at a place like this. For what purpose? Those who have something of value generally keep it close to their chest while those who don't...

I'm rooting for you QTrader20 and everything you're saying makes a lot of sense. I do hope you have finally arrived. :) But, two months and 51 trades is a way too small sample size to draw any meaningful conclusions. I do hope you're able to keep up your performance and from what you're...

Does anyone know anything about this operation? In summary - it seems to be a platform which is linked to your trading account and tracks your performance through various metrics. Free of charge. If you're good, the idea is that you'll be offered capital to trade, but not after 15/30 trading...

I'm sincerely asking because there is a lot of fascinating studies and research to be done, but at the end of the day what matters is if it's actionable and consistent for making profits. I haven't looked into the specifics posted in this thread and probably won't anytime soon, but it's also my...

I solved this in Excel using PowerQuery. It can be done using VBA too, but I'm no guru there. Now, I have my trade report automated with one for split trades and one for aggregated trades. All set up to my own preferences.

Put bluntly, and kindly do not take this the wrong way: Are you making $$$ on this information?

I just picked it up and made it through two chapters already. So far, so good! :) What I like about this book and also Hedge Fund Wizards is that it describes events which happened in the most recent past and markets which I myself have been part of and witnessed myself. As such, I can more...

I don't know and you have not seemed to want to disclose any such information when asked. I merely saw you trading MES in your journal and wondered if there was a reason why a 'secret sauce, but not so secret' method were still trading MES after all these years. Surely, the MES and ES track...

Sounds good. But you do use indicators...? That's wise. I stopped sharing details as well as soon as I developed stuff that was not 'public knowledge'. And also after being called some nasty things by several people on this site. LOL. :) Good luck. :)