Scalping_My Way with ACV

[VSTscalper]

ES_MES - Scalping - One Contract - 4 to 5 Ticks per trade

6:30 am to Market Close - Pacific Standard Time
(the Cyan Vertical Lines indicate the start of trading)
(the Performance Report to the Right - based on 24 hours - 8 trading days)

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[VSTscalper]

NQ(EN)_Scalp - Trend - and Scalp_Trend Combination

100 Tick Range Bars

Various Set-ups - with the same code

NO - Backtesting_Optimizing - (Required or Desired)
(although the Algo - can be Backtested_Optimized - if desired)

 

[ZTrader888]

ES_MES - Scalping - One Contract - 4 to 5 Ticks per trade

6:30 am to Market Close - Pacific Standard Time
(the Cyan Vertical Lines indicate the start of trading)
(the Performance Report to the Right - based on 24 hours - 8 trading days)

View attachment 248888

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Hi - Those are impressive results. The report title shows "Back-Testing Strategy Performance Report". Does your algo perform with similar results in real time? What sort of slippage do you get? I'm a scalper as well. I use either limit orders or market orders with profit target/stoploss. I also use a volume delta factor - similar to your ACV, so I'm interested as to how it's working for you in real time. Thanks.

 

[VSTscalper]

It always says - "Back-Testing Strategy Performance Report" - but - the results - are NOT Back-Tested. Personally - I know a lot of Developers - that Back-Test_Optimize - and there systems work okay for awhile - then FAIL. It is all about how the Algo is coded.

Send me a Private Message - I will explain a little - about the code - don't want to do it here.

My preference is Scalping - although I will do Short-Term Scalp_Trend combinations. See #271 above.

 

[ZTrader888]

It always says - "Back-Testing Strategy Performance Report" - but - the results - are NOT Back-Tested. Personally - I know a lot of Developers - that Back-Test_Optimize - and there systems work okay for awhile - then FAIL. It is all about how the Algo is coded.

Send me a Private Message - I will explain a little - about the code - don't want to do it here.

My preference is Scalping - although I will do Short-Term Scalp_Trend combinations. See #271 above.

Done. Thanks.

 

[VSTscalper]

ES (EP)_Scalp - Trend - and Scalp_Trend Combination

50 Tick Range Bars - trading 4 Contracts per Entry

10 Days

NO - Backtesting_Optimizing - (Required or Desired)
(although the Algo - can be Backtested_Optimized - if desired)

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[VSTscalper]

Just testing some new code and playing around - haven't traded it with Real Money yet. This is what I call my Bizarro code - a Scalp_Trend combination. It Enters trades - that we would not normally take.

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[VSTscalper]

The charts show our Algorithmic Signals. Of course - trading this fast - Discretionary - NOT realistic.
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--One Tick Range Bar--
--Scalping for One Tick on Top Chart--
--Stop and Reverse on Bottom Chart--

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[VSTscalper]

Head and Shoulders​

This chart shows how I do Head and Shoulders - based on a One Tick Range Bar - however - using the Green and Red dots - an Indicator which I developed many years ago.

While I trade mostly with my Algo Signals now - I used this trading method for many years and still trade it now and then.

On this chart - I show how I do Head and Shoulders - my way. Also shown - are Support and Resistance lines - based on the Open of the bar - NOT the High or Low - which for me - I find to be more accurate. I use both charts together - great for Scalping - and/or - Scalp_Trend combinations.

By the way - I Scalp - base on Price Action ONLY - on the Current Bar. On this chart - which is a 7 Tick Range Bar - if Price gets within 3 ticks of Support or Resistance - I look at the Green and Red Dots - and depending on what I see - I will do a CounterTrend Scalp. I trade back and forth - between Support and Resistance. There are other things I consider - but won't get into that now.

 

[Overnight]

So...Are you selling your strategy, or just webinars on how great it all is? And how many contracts per day are your strats round-turning, on average?