ES Journal Archive (2009 - 2010)

[oraclewizard77]

So does this work with futures? I went to their site and it talks about stocks. Or do you trade the index not the futures? I would assume if I want to trade the index, I would have to go prop. I assume Ninja trader would still be able to give the same indicators on the index rather than on the es symbol.

Quote from edbar:

I have experimented in the past by placing small stop loss orders at the broker and they get hit regularly. Not so, when they are hidden.

I use CoolTrade, and NO orders are floated ahead of time.

Ed

 

[ASusilovic]

Quote from Lawrence Chan:

Put VWAP on your 1-min chart and study the past 2 years of data on how it emerges into one of the key price level indicator.

You will figure out what I see in the chart too.

Totalitarian control of the machines.

 

[Decel]

Quote from Lawrence Chan:
Put VWAP on your 1-min chart and study the past 2 years of data on how it emerges into one of the key price level indicator.
You will figure out what I see in the chart too.

I would, but I don't even know how to set my indicators to RTH only, so most of my data is skewed.

Heck, I just realized that Ninja uses my system clock (which I tend to set ahead of real time) instead of the clock the IB workstation has.

Basically, even my bars were wrong until a few weeks ago.

 

[Lawrence Chan]

Quote from ASusilovic:

Totalitarian control of the machines.

Yes, the real scary part of this develop is that down to tick level, I've seen VWAP based trades dominated most of the heavy weight stocks in various indices.

 

[Decel]

Btw, do you use VWAP on many timeframes or just the 1min?

 

[Lawrence Chan]

Quote from Decel:

Btw, do you use VWAP on many timeframes or just the 1min?

It is suppose to be computed tick by tick for accuracy.

Using 1-min data you can get it to work within 1-pt accuracy.

I remember I wrote about that sometime ago in my company blog site ...

 

[edbar]

Quote from oraclewizard77:

So does this work with futures?

CoolTrade is strictly U.S. stocks, including ETFs.
No futures.

 

[tomahawk]

Quote from Lawrence Chan:

Put VWAP on your 1-min chart and study the past 2 years of data on how it emerges into one of the key price level indicator.

You will figure out what I see in the chart too.

Seems to work well on 5k vol charts too.

 

[ammo]

Quote from ammo:

add 14.5 . avg 1007

covered 1/2 at 1007, lost my internet

 

[ammo]

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