ProfLogic's Method

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Quote from Jander:

Wanted to take a stab at labeling some things today. I know the ninja ergodic is still way off, hopefully doesnt affect things too much.

By jove, your getting it. Bravo. Nice clean good looking chart as well.
 
Hello Prof. I just went through this thread a bit and I have to say that your method is very interesting indeed.

I have one question though. You use the (147,49,49) ergodic histogram on the 16807vol CVB chart to determine the markets overall trend correct? Do you look at whether the histogram is +/- as the trend or do you look at the slope/trend of the ergo as the markets trend?
 
Quote from kjb1891:

Hello Prof. I just went through this thread a bit and I have to say that your method is very interesting indeed.

I have one question though. You use the (147,49,49) ergodic histogram on the 16807vol CVB chart to determine the markets overall trend correct? Do you look at whether the histogram is +/- as the trend or do you look at the slope/trend of the ergo as the markets trend?

Trend is determined by sequential Prime Trending Oscilltions not indicator direction or position.
 
Quote from kjb1891:

Hello Prof. I just went through this thread a bit and I have to say that your method is very interesting indeed.

I have one question though. You use the (147,49,49) ergodic histogram on the 16807vol CVB chart to determine the markets overall trend correct? Do you look at whether the histogram is +/- as the trend or do you look at the slope/trend of the ergo as the markets trend?

Page 12 gives you the detail of the trades as well.
 
ProfLogic,

If you get a chance, would you mind posting your ES 2401 chart for today? I'd like to check some things.

Also, I know you trade a lot of markets swing; what others do you trade intraday? I could use something else to do when the ES isn't behaving. I was watching ZB today and wondering about giving it a go, though to some extent it correlates (inversely) too well with the ES.

Thanks,

- pallinuro
 
This chart I think is the closest one can get in ninjatrader without using multiple datastreams (i.e.: both the 2401 and 343 CV streams). This one uses only the 2401 CV.

Running this code in two separate charts ( 2401 and 343 for example) produces adequate results, I believe.

I'm willing to trade the code with people that have made progress in ninjatrader with the labelling program.

I'd like to write an ATS eventually too with the method, to do bactesting and experiments (and eventually make money with it). If anyone else has advanced programming knowledge in ninjatrader and wishes to participate, please let me know by PM or in this thread.

For obvious reasons, all the codes, especially the ATS's can't be made public for free. I'm not selling the codes either. I want a corporate effort to get this off the ground as fast as possible.

I don't know if it'll be profitable either, as I'm too new to the process.

JW
 

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Quote from palinuro:

ProfLogic,

If you get a chance, would you mind posting your ES 2401 chart for today? I'd like to check some things.

Also, I know you trade a lot of markets swing; what others do you trade intraday? I could use something else to do when the ES isn't behaving. I was watching ZB today and wondering about giving it a go, though to some extent it correlates (inversely) too well with the ES.

Thanks,

- pallinuro

Hehe . . . . funny how once people start learning to read price we migrate to the same markets.

Intraday - eMini S&P, Euro FX, Bonds (ZB), eMini DOW and eMini Crude.
Swing & Position - 1300 separate charts

Here is the 2401 up to a little bit ago. Bad snow storm here and I need to go pick up my son from school.
 

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Quote from ProfLogic:

Hehe . . . . funny how once people start learning to read price we migrate to the same markets.

Intraday - eMini S&P, Euro FX, Bonds (ZB), eMini DOW and eMini Crude.
Swing & Position - 1300 separate charts

Here is the 2401 up to a little bit ago. Bad snow storm here and I need to go pick up my son from school.

Thanks Bill, that's a great help - I'm hoping looking at more markets will help with my patience on the ES.

Those buy and sell arrows are different from what you were doing manually - do you have them automatically generated as well?

We have no snow here, but have had months of rain - think I'd prefer snow about now....

- palinuro
 
Quote from palinuro:

Thanks Bill, that's a great help - I'm hoping looking at more markets will help with my patience on the ES.

Those buy and sell arrows are different from what you were doing manually - do you have them automatically generated as well?

We have no snow here, but have had months of rain - think I'd prefer snow about now....

- palinuro

No those are manually generated.
 
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