Saturday, August 22, 2009
Friday, August 21, 2009
Intraday Scalping system
it is pretty nice one, actually one of the best I found on the web (normally folks don't publish their systems in public forum)
LBR is a nice indicator, it often gives same signal as my swinglines.
Thursday, August 20, 2009
Tricks about reading DOM
| first one, easy to understand, balanced DOM, often you see this around major S/R or consolidation area. It is a fight for control However a lot of folks read the second DOM in a wrong way. You see more sellers matching on the DOM, but that actually suggest possible more upside. YOu also notice this if you listen to PIT frequently.
这个叫bid-ask-spread this ratio is significant when it is over 1.5 or lower than 0.65 for ES. 简单的说就是这些DOM上的sell orders are for liquidity purpose. When there is no selling order, no buyer will come in. if so, buying will end. \ So those papers have to sell to provide liquidty to let market up. same case for the downside. |
Supertrend strategy
Ninjatrader code, you need those indicators imported first.
------------------------------
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
///
/// Enter the description of your strategy here
///
[Description("Enter the description of your strategy here")]
public class testSuperTrend : Strategy
{
#region Variables
#endregion
///
/// This method is used to configure the strategy and is called once before any strategy method is called.
///
protected override void Initialize()
{
CalculateOnBarClose = true;
Add(DynamicSR(21));
Add(SuperTrend(10, 3));
Add(CCI_Histogram(14)) ;
Add(ElliotOscillator(5, 35));
}
///
/// Called on each bar update event (incoming tick)
///
protected override void OnBarUpdate()
{
//go long
if
(Close[0] > DynamicSR(21).Resistance[0] && Close[0] > SuperTrend(10, 3).UpTrend[0]
&& CCI_Histogram(14).CCIoversold[0] > 0 && ElliotOscillator(5, 34).Uptrend[0] > 0)
{
EnterLong(DefaultQuantity, "");
}
//stop if closes under dynamic S
if (Position.MarketPosition == MarketPosition.Long && Close[0] < marketposition ="=""> DynamicSR(21).Resistance[0])
{
ExitShort();
}
}
#region Properties
#endregion
}
}
Wednesday, August 19, 2009
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