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Just get yourself a decent charting package, most all of them have a vwap function. You can view as many instruments and days in the past as you have data.

http://alphacution.com/ranking-strategy-speed-for-top-quants-market-makers/ http://alphacution.com/top-100-players-in-us-listed-market-structure/

Every tick up, every tick down make the same amount of money.

For SierraChart users there is a study that facilitates spread trading of indexes (or whatever)... https://www.sierrachart.com/index.php?page=doc/Trade-SpreadOrderEntryStudy.html

SierraCharts has this feature and is provided by most brokers. https://www.sierrachart.com/index.php?page=doc/GlobalProfitLossManagement.php

Does FasterQuant/AlgoTerminal not have the capacity to use 24 hour data or was this a choice you made regarding data collection when you started the project and are now stuck with it? The last two trades with 250 RTH 30 min bar targets (19 days) and stops approximately 1/3 of the current daily...

I love all types of chop, especially chop suey.

Private Messaged you

Here is a video of something I am working on that scales in/averages in up to 10 NQ contracts and uses a $2,000 puke up point. It will run till market close earning whatever it can or hit the $2k loss for the day. The replay is running at 120 times speed so nobody gets bored. The ending total is...

https://www.elitetrader.com/et/threads/grinding-it-out-day-after-day.187730/

https://www.elitetrader.com/et/threads/i-would-like-to-discuss-averaging-down.248511/

I operate systems that are placing and canceling hundreds of orders a day and I am a lowly retail trader. :) I think the OP has titled the thread Order Flow Trading which is the wrong terminology for his style of trading which is really a mix of market profile/volume profile (horizontal...

If stacking of bids and offers is creating the illusion of a buy or sell side imbalance is 'pulling' of bids and offers the revealing of reality?

No profitable strategies after the four years? https://www.crabel.com/careers/future-opportunities/ Can always apply here, maybe you will get lucky.

Interview

"To me, if something needs to be hedged, you shouldn't have a position in it." Stanley Drukenmiller

Define smooth. A bid/ask spread of more than one tick is lack of smoothness for some traders.

:fistbump:

+ TICK DATA + Open in case of emergency to locate subtle anomalies

I pretty much view price action as a succession of stop running on micro and macro time frames. At what level are stops that will cause the market to go there? Once there, what are the quantity of stops being hit (intraday/multiday)? Does big money find value at that level enough to initiate...