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Attachments: Trading Spot using Future data (Big Orders flow, Time and Sale)
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Trading Spot using Future data (Big Orders flow, Time and Sale)

  • Post #1
  • Quote
  • First Post: Edited May 23, 2010 3:52am Oct 5, 2009 9:58am | Edited May 23, 2010 3:52am
Hi all,

I'll try to discuss here about trading spot forex using future data for reading volume as traded contracts to catch big orders that where they can move price. We can call it Big Order flow.

a screenshot of today.

Lubo.

Update: Apr 9, 2010

Restarted posting using NinjaTrader from page 4 post 57.

NinjaTrader indicators and references, and here.

Some Volume Pattern : BUY Pattern , SELL Pattern.
Lubo.

 Update: May 23, 2010

Open access to ChatRoom, for live trading, everyone can join.
Blog.
Attached Image (click to enlarge)
Click to Enlarge Name: maxvol011.png Size: 139 KB
If I know how, I tell You!! Few but Good!!
oh, another vsa thread
seldom here at ff...
First I post some useful link where can find good volume trading sources.
The first is the Alex_S thread ans a link where download a file that summarize his work.

Lubo.
If I know how, I tell You!! Few but Good!!
Quoting Dr.Geppynius
oh, a another vsa thread
seldom here at ff..
Is not VSA thread, it's more volume as traded contracts, but vsa is a good tool that help in conjunction.
If I know how, I tell You!! Few but Good!!
  • Post #5
  • Quote
  • Edited 11:41am Oct 5, 2009 10:19am | Edited 11:41am
Quoting LuboLabo
Hi all,

I'll try to discuss here about trading spot forex using future data for reading volume as traded contracts to catch big orders that where they can move price.

Lubo.
Thanks Lubo for starting the thread!

I look forward to joining in the discussion.


Quoting Dr.Geppynius
oh, another vsa thread
This is different than VSA. The conversation initially started on the Behind Price Order Flow thread http://www.forexfactory.com/showthre...76#post3117776 and is focused on traded contracts, not tick volume data. so it doesn't really belong in the VSA thread or the Price Order Flow thread.


.
how about that 100 contracts on the sell side right now on EU
30 min bid/ask with shaded traded domint side.
Attached Image (click to enlarge)
Click to Enlarge Name: maxvol012.png Size: 177 KB
If I know how, I tell You!! Few but Good!!
Quoting lumesh
how about that 100 contracts on the sell side right now on EU
It seem that this highest sell volume don't working off for now, there no other following sell, will see later.
If I know how, I tell You!! Few but Good!!
Great stuff Lubo, thanks for kicking this off.

May I ask a few questions regarding setup please?

Which market delta package should I be looking at - does standard provide all the necessary tools?

Which market delta view is the most useful in your opinion?

Can we obtain the infinity futures data as a separate feed? Not sure if I want to be tied into a monthly MD fee at this stage of the game. The volume ladder view would be quite simple to reproduce I think.

Cheers,

Dave
  • Post #10
  • Quote
  • Edited 11:29am Oct 5, 2009 11:18am | Edited 11:29am
Quoting LuboLabo
Is not VSA thread, it's more volume as traded contracts, but vsa is a good tool that help in conjunction.

he was not referring specifically to vsa but volume analysis in general, i believe.
Quoting Sutts
Great stuff Lubo, thanks for kicking this off.

May I ask a few questions regarding setup please?

Which market delta package should I be looking at - does standard provide all the necessary tools?

Which market delta view is the most useful in your opinion?

Can we obtain the infinity futures data as a separate feed? Not sure if I want to be tied into a monthly MD fee at this stage of the game. The volume ladder view would be quite simple to reproduce I think.

Cheers,

Dave
infinityfutures (transact feed) is a very reliable and decent data feed.
it also works with sierracharts, which imho is a very good charting solution and is also one of the tools i use.
sierracharts offers a similar market profile chart.
  • Post #12
  • Quote
  • Edited 7:41pm Oct 5, 2009 11:25am | Edited 7:41pm
Quoting Dr.Geppynius
infinityfutures (transact feed) is a very reliable and decent data feed.
it also works with sierracharts, which imho is a very good charting solution and is also one of the tools i use.
sierracharts offers a similar market profile chart.
I'm not familar with sierra charts, will look into them. Thanks for the information Dr.Geppynius.


.
Thanks for the info Dr.Geppynius.

Just to be clear, would I obtain the data feed you refer to by signing up for an "Infinity AT" or "Trade Navigator" account with TransAct Futures? It's a little confusing!

The account types they list on the Infinity Futures site are as follows:

Infinity AT Account (clearing Trans Act)
Onyx Account (clearing Rosenthal Collins)
Infinity Express Account (clearing MF Global Ltd.)
J-Trader Account (clearing Rosenthal Collins)
Trade Navigator Account (clearing Trans Act)
Strategy Runner Account (clearing Rosenthal Collins)
Ninja Trader Account (clearing Rosenthal Collins)
Ran Order Account (clearing Rosenthal Collins)

Could anyone recommend which would be best please?

Thanks,

Dave
Quoting Sutts
Great stuff Lubo, thanks for kicking this off.

May I ask a few questions regarding setup please?

Which market delta package should I be looking at - does standard provide all the necessary tools?

Which market delta view is the most useful in your opinion?

Can we obtain the infinity futures data as a separate feed? Not sure if I want to be tied into a monthly MD fee at this stage of the game. The volume ladder view would be quite simple to reproduce I think.

Cheers,

Dave
Try it before buy with infinity futures, the standard version provide all tool that are necessary....
As chart u have to try which is better for you, personally i use delta and bid ask.

Lubo.

edit: if someone have some question on platform and data feed plese ask through PM. Here I would like to talk more about trading.
If I know how, I tell You!! Few but Good!!
Thanks Lubo. I will be trying out the MD demo but if I could get hold of a free (or cheap) data feed for infinity futures data then I could probably write my own delta view and save the regular expense (which wouldn't be welcome until I've proven myself consistent enough.


That isn't market delta in the first image is it Lubo?

Dave
Quoting Sutts
Thanks Lubo. I will be trying out the MD demo but if I could get hold of a free (or cheap) data feed for infinity futures data then I could probably write my own delta view and save the regular expense (which wouldn't be welcome until I've proven myself consistent enough.


That isn't market delta in the first image is it Lubo?

Dave

I don't understand about data feed.
Yes this is market delta in pictures.
If I know how, I tell You!! Few but Good!!
OK, thanks Lubo. I'll concentrate on MD for now.

Dave
Price hit the upper side of last 2 days value area and formed a double top, and we can see accumulation of sell traded with a negative delta, the price can go down.....more if came in some good big sell orders....
Attached Image (click to enlarge)
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If I know how, I tell You!! Few but Good!!
Lubo, the chart you just posted is marketdelta, but what app (or apps) are these from your previous post in Price Order Flow?

thanks
Attached Image(s) (click to enlarge)
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Quoting Fudomyo
Lubo, the chart you just posted is marketdelta, but what app (or apps) are these from your previous post in Price Order Flow?

thanks
that was a trial of same packages to see what tools they offer, and is price ladder from CME e-quotes, time and sale from think or swim, footprint chart from market delta, and MT4 for trading.
If I know how, I tell You!! Few but Good!!
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