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On the YM it was a bit better. 11 trades, 131 points, 1.10 capture ratio, 75% in market.

Here is model run with the same logic parameters as the ES but on the NQ. The results were decent. 9 trades, 12 points, 0.62 capture ratio, 72% in market.

Today the model did reasonably well. 11 trades and 13.25 points. I've stared to make some structural changes to the model to more easily accomodate sequential based actions based on volume and wmcn. The logsheet now indicates the type of volume for each bar. Today's results based on the same...

If I didn't know better bighog, I'd say you ENJOY being a sheep. If you don't mind, I'll be my own man.

Thanks Scott. Those are all good ideas and I intend to try some of them. My biggest problem is that since my ATS trading platform is "custom" made, while I have the flexibility to do just about anything I want, it can also take longer.

No doubt Mr. Black, you are "There." Congratulations!

Here is today's results. I reworked my suppression logic based on ETL's suggestion of using ROC. The results were ok, 3.25 points from 9 trades. The big move in the morning was not caught because the model does not make any trades until after 9:45 (market sync). The work continues! :p

The "Cow" did reasonably well today except for bar #61 when it got butchered (hamburger meat!). There was a little whipsaw towards the end of the day, but it ended with a total of 13 trades and 10.75 points. Still need to add some additional logic sequences. :p

My ES for today. I haven't posted in a while. My computer died and I had to buy and setup a new one (It always takes longer than you think!). :p

Made some additional changes to the logic. It still needs work, but today it did 5 trades for 20+ points.

Scott, I have completed my first working model of my ATS. I'm using a modified version of the Cash Cow logic. It's still a work in progress, but here is today's results. It didn't do too bad! WGTrader

Today's chart.

My AM chart thus far. Time to eat!:p

What a screwball day. In the red in the AM, but made it up in the PM. Oh well, another day of experience!

Attached is a table of the pace/volty levels that I used today. I have been more keen on observing a bar's volty given its pace level as it approaches the end of its run (i.e. nearing an FTT) and as it is beginning a new run (i.e. bo of a RTL). For a given volume pace level, price should...

My afternoon chart.

My morning thus far.

I find that tape breaks are a wonderful "confirmation" indicator. Many times I believe I see the turning point, but still wait for the tape break to confirm. I am perfectly fine getting in a "half bar" late. In my mind, it is better to show up fashionably late at the right party, than to show...

Since I probably trade a faster fractal than you do, I'm having trouble with your reasoning. However, don't be too quick to discount your assumption. You may be right.

Hey GMan, I'm not exactly sure what you mean, but maybe my attached chart will explain how I saw it.