A Jack of Small Trades

As 2015 comes to a close, I want to thank you for your participation in this year's TradeOps effort.

Our TradeOps effort has been a long and circuitous path - and we learned quite a bit along the way.

Though there has not been much published by us recently about TradeOps, we have been very active improving the system, specifically around order flow, entries, and trade management.

The current beta of TradeOps will begin on Monday, 04-JAN-2016.

Using a standard A-B testing approach, we will be road-testing two similar, but slightly different algorithmic approaches for day trading 1 ES contract. 

At the conclusion of our beta period, the algorithmic approach that posts a higher return with lowest drawdown, will be declared the winner and will be launched as our first offering.

Each approach will have its own subscription symbol and each can be traded simultaneously using 2 different NinjaTrader simulation accounts.

You are welcome to participate in either approach, or both.

The 2 test symbols are:

TO.CW.S1

TO.CW.T1

If you need assistance, setting up TradeOps beta, please feel free to open a help desk ticket here.

If you would like a pre-configured VPS running TradeOps, we are working with Speedy Trading Servers in Chicago.

You can open a help desk ticket with them here and request the TradeOps image to start the process. 

By downloading and installing the TradeOps Beta you agree to run TradeOps in simulation mode only.

You agree to not use any funded accounts with this software.

This beta is for simulation trading only.

As an aside, though we do not currently support NinjaTrader 8 for TradeOps, we are actively developing the code base to support NinjaTrader 8 for TradeOps.

Looking forward to working with you on this beta.

All the best,
Carl
 
Carl 
 
Carl Weiss
Algorithmic Architect @ ...sceeto
 

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Legal Disclaimer

There is a risk of loss in futures, forex and options trading. There is risk of loss trading futures, forex and options online. Please trade with capital you can afford to lose. Past performance is not necessarily indicative of future results.

24-DEC-2015 | ES

1)   In this morning's example of a Head & Shoulders pattern using a 4 tick range bar in the forward e-Mini S&P 500 electronic futures contract, the ES had been in an uptrend since Thursday December 24th 4:00 p.m. EDT.

2) A +1 Standard deviation uptick ratio occurs just before the head. A Buy Programs Waning indication occurs at the head. A reversal in MacDaddy, a -2 Standadrd Deviation Downtick Ratio  and a HFT Sell Surge occur just after the head. These indications in the tape point to exhaustion. these indications that switch from buying to neutral and then to selling are an excellent example of the Trading Bot rotation.

3)   Our right shoulder occurs at 12:52 p.m. EDT.  Note that the Right Shoulder was an 'Full Body Bar' 

4)   MacDaddy is strong Red after the head and right shoulder. MacDaddy institutional dips below and Stays below MacDaddy REtail during the Trade We also have a -1 Standard Deviation downtick Ratios accompanied by a Short HFT Sell Surge and a Short HFT reversal in Equties during the move. These indications in the tape point to New Fuel.

 

 12.28.15 1st Rt shoulder


For a deeper dive into how to use Better Data trade the Right Shoulder of a Head & Shoulders pattern click here.

...sceeto

The supporting order flow data that is presented on this page was generated by ...sceeto.

If you find this type of information and trading approach, as interesting as we do, please feel free to take a free trial of ...sceeto.

If you are curious about incorporating Better Data into your trading, please feel free to set up a complimentary consulting call here.

An updated version of our Better Data Suite is now available for download.

The issues related to toggling the Better Forks on and off have been remediated, as have the issues with installations on Windows 7.

The new release is very, very cool...here's a standard example of how we use different size forks to line up a price target.

ES 18 DEC 2015 OrderFlow AlgoFutures BetterDataSuite

If you have not picked up an Early Adopter subscription to our Better Data Suite...you might want to consider taking it for a spin...which you can do here.
 
If you are interested in what this puppy can do, we are now maintaining a streaming broadcast of the Better Data Suite on a 10 minute delay - it is very cool.  You can watch it here.
 

ES | S&P 500 Market Structure and Order Flow

1) The white primary fork's Right Shoulder has an Orange Bar confirmation.

2) The green subsidiary fork is also confirmed with a green Right Shoulder.

3) The near term target is is the 2,030 intersection of the Primary and Subsidiary forks.

ES Primary and Secondary Forks with Order Flow 11 DEC 2015

 

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