Spydertrader's Jack Hershey Futures Trading Journal
- Thread starter Spydertrader
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I am starting to experiment with AmiBroker using IB to collect 5 second ES and YM bar data. AmiBroker will allow a bar playback of both symbols simultaneously in their respective 5 and 2 minute charts windows when setup within a layout.
Using 5 second data the playback step interval can be set to a low of 5 seconds and up to 1 minute and higher intervals. The playback rate can be set between 0.1 to 5 steps per second. Therefore the slowest playback in my data collection scenario will be one half of real time up to as fast as I want as the chart bars develop in 5 second data steps. (there should be a way to get this down to 1 second bar collection but I don't see how to do this yet).
A cool feature is that it automatically pauses the playback when you annotate.
I have been using this successfully with 1 minute bar data which is obviously a compromise, but still a good drill. I will report back after today's data collection and testing.
Using 5 second data the playback step interval can be set to a low of 5 seconds and up to 1 minute and higher intervals. The playback rate can be set between 0.1 to 5 steps per second. Therefore the slowest playback in my data collection scenario will be one half of real time up to as fast as I want as the chart bars develop in 5 second data steps. (there should be a way to get this down to 1 second bar collection but I don't see how to do this yet).
A cool feature is that it automatically pauses the playback when you annotate.
I have been using this successfully with 1 minute bar data which is obviously a compromise, but still a good drill. I will report back after today's data collection and testing.
I hope you do not take offense to this NK, but I have noticed that your carry over channels arent right a good deal of the time (after reading through this thread). I took a look at your attachment though, not too sure about it. It seems you and I are still very new to this 
Would someone like Spyder, Mak, Procrast etc care to shed some light on the opening channel from today, and if you have a carry over channel in play, would you mind explaining that as well. Thanks guys!!
CC
Would someone like Spyder, Mak, Procrast etc care to shed some light on the opening channel from today, and if you have a carry over channel in play, would you mind explaining that as well. Thanks guys!!
CC
Quote from nkhoi:
there are 3 carry over channels since last week, YM from 8:30-9:30 indicated open down so I picked red channel and carry on from there. Note: this is unofficial ver.
See attached. I created the 'burnt red' down channel using Thursday's 15:40 bar and Friday's 16:10 bar for Points One and Three. Point two fell at the Friday 10:05 bar. As such, today's low created a small volatility expansion and an FTT. More importantly, today's dominant channels (orange and green) have marked this carryover channel nearly perfectly all morning.
- Spydertrader
<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1366647>
Thanks for posting the chart. I guess I am missing something.
That is how is the orange FTT and green FTT are FTTs.
The orange fully traversed the tape. then we had a B2B on the volume afterwards. Does the B2B make this orange FTT an FTT after the fact?
The green FTT s are labled on expansions of the LTL. Obviously, they fully traversed. (they are not in the green carry over channel.
Perhaps I am missing the big picture here.
Thanks.
I think what is screwing me up so much is I have data from yesterday from 9:30-11:25 for some reason. This makes everything out of whack. Does anyone else who uses esignal have this? Do you know how to get rid of these holiday charts?
I assume for holidays, we block out that data and just work from the previous full trading day (as long as that holiday nothing really happened)?
I assume for holidays, we block out that data and just work from the previous full trading day (as long as that holiday nothing really happened)?
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