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.

http://www.megaupload.com/?d=O3N9R3WC

Trading setup from M. Walji


this setup also works on 15min chart

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.

It is called: " they are selling to rally the market" those papers do this every day.

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.
------------------------------

#region Using declarations
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

我把下载连接打包传上去了.

http://www.megaupload.com/?d=KVU6JP8F


pwd: ldfofg%^*$#$.$%

3天以后, 就是这个周末我会把它删除.

请要下载的朋友务必在这几天完成下载

Tuesday, August 18, 2009

破解软件的post都删除了

如果你还没有来得及下载, 请email我 biorjin@yahoo.com 我可以给你一份打包下载的东西

从今天开始,我会把我的一些backbone 系统陆续放上来

Sunday, August 16, 2009

Intraday swing trade systems




今天忙着整理我的swing trade systems
从老计算机上找到我刚开始fulltime day trading的时候的8块毛玉,
说是毛玉,因为他们都是简单backbone systems,几乎没有使用filter优化处理, 但是就是这么一些backbone systems 却体现出很好的potential。我现在使用的2个自动交易系统就是从他们中间优化而来的。
以下是最近他们的performance,

考考大家

1,有谁能猜到,哪两个是我现在系统的原型吗?
2, 哪个prototype systems最近的表现最好?


Saturday, August 15, 2009

大盘何去何从

http://eodswingtrader.blogspot.com/

其实看大家每天这么猜来猜去的也蛮累的.
retail trader得到的那点信息不是晚了,就是错的.
以前说的大家都应该有自己的系统, trading, 和poker一样, 玩得是统计, 而不是赌博.and charts,
only charts tell the truth.
上些spy EOT swing trade的图, 最近4年的.
图上的indicators都是custmerized

Wednesday, August 5, 2009

Chatroom password

I didnot know it has to be more than 5 letters

so I change it to blog09

sorry about that

Saturday, August 1, 2009

Nice trading last week

We have about 40 traders trading together, nice trading week.

I will see you folks next week, same chatroom (ES live trading calls)


http://express.paltalk.com/index.html?gid=1200300403


trading time: 9:30AM EST-- 16:00 PM EST

If you have trouble hearing my comments, you should be able to solve the problem by downloading paltalkscen software from paltalk.com