Emini ES Volume Surge

[BuySellSideTrader2020]

I have a strategy I would like to implement on an algorithm, but do not know where to get started. When I trade the ES volume surges and claim 5-10 ticks or more on the discretionary side, I am use to hearing "50 lift" - "100 lift" - "Max Volume" then the price surge occurs. I know its an impulse/breakout/momentum strategy, I just don't know how to code this strategy into NinjaTrader.

 

[fordewind]

http://www.discotrading.com/Description/4

 

[BuySellSideTrader2020]

This is an example of entry and exit points based upon the surges

 

[fan27]

What chart indicators are you using to visually determine the volume surge preceding the price surge?

 

[BuySellSideTrader2020]

What chart indicators are you using to visually determine the volume surge preceding the price surge?

Pricesquawk (Audio to the some visual), order flow trend detector, volume, and the EMA

 

[fan27]

Pricesquawk (Audio to the some visual), order flow trend detector, volume, and the EMA

Forget the audio. Try and code a strategy with:

order flow trend detector
SMA of volume
EMA of close

so maybe your strategy would look something like this (pseudo code with up parameters/values):

var orderFlowTrendDetector = orderFlowTrendDector();
var smaVolume = sma(volume, 10);
var emaClose = ema(close, 10);

if (orderFlowTrendDetector[0] > 20 &&
smaVolume[0] x 1.5 < volume[0] &&
emaClose[0] < close[0]) {
// signal encountered. do something

}

 

[BuySellSideTrader2020]

Forget the audio. Try and code a strategy with:

order flow trend detector
SMA of volume
EMA of close

so maybe your strategy would look something like this (pseudo code with up parameters/values):

var orderFlowTrendDetector = orderFlowTrendDector();
var smaVolume = sma(volume, 10);
var emaClose = ema(close, 10);

if (orderFlowTrendDetector[0] > 20 &&
smaVolume[0] x 1.5 < volume[0] &&
emaClose[0] < close[0]) {
// signal encountered. do something

}

as I did further investigation into this, the audio is the trend detector. My current settings are 50 and 100 whether it be the bid or offer. I can easily create the MA signals, but the trend detector without seeing the source code is more difficult to define. I am continuing to investigate into the issue, I may reach out to NT platform support Thursday.

 

[REDP1800]

I have a strategy I would like to implement on an algorithm, but do not know where to get started. When I trade the ES volume surges and claim 5-10 ticks or more on the discretionary side, I am use to hearing "50 lift" - "100 lift" - "Max Volume" then the price surge occurs. I know its an impulse/breakout/momentum strategy, I just don't know how to code this strategy into NinjaTrader.

can you include a chart of what you are talking about.. i think you mean flipping and you would code it with 2 limit orders to open that do not cancel each other and would move manually by you. only way to have computer do it is to have a max move