hiring a developer

Spectre2007 · Apr 10, 2017

Cmoss said:
Again forgive my newness, would MACD crossover or RSI be considered another filter/event?

I coded it before, the desktop had virus/intrusion and I quarantined it. Most likely from third party code purchased. Shouldn't be too hard to recode it. There is thread on here maybe year half ago. It has attachments 'xire'..

It uses ATR STD as volatility proxy than uses time and date and exponential moving averages as trade logic. It has a extremely high success rate. I presume many are trading off of volatility signals and are chasing the same signals. But it still works. What's even more useful is if you can predict news events. Front run the volatility.

I tried rebooting that desktop, I'll recreate code from scratch. One can wonder why anyone would give away a 'edge'. My sense of mortality is there. There is more to life than green paper.

Found the thread:

https://elitetrader.com/et/threads/100-wins-over-240-days.298459/

Regards,
Chris

Spectre2007 · Apr 10, 2017

Parameters:

240 tick chart
EMA (low) 180
EMA (low) 200
Start Time: (news report)
Stop Time: (end of session/before lunch)
ATR

period)
STD

period)

So basically each Futures has its own fingerprint. When a news event occurs ATR STD spike. You need to find the threshold where the spikes are meaningful and not noise. ATR STD are redundant for volatility, both are needed. So if ATR STD both exceed preset value, and coincides with news event (NFP/FOMC). Look for EMA crossover to trigger trades. Usually from one crossover to next significant tick capture occurs. You exit before lunch because consolidation occurs, and reestablish after lunch since signals/trend resumes.