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  • #741
  • Sep 26, 2018 10:17am Sep 26, 2018 10:17am
Quoting VEEFX
{quote} EDIT: This feature is called TickStreamer in Tradovate {image}
This feature is called "time and sales" . . . just another tool of a fully transparent market . . . welcome to futures :-)
  • #742
  • Sep 26, 2018 10:29am Sep 26, 2018 10:29am
Quoting VEEFX
{quote} not sure man.. i was jumping around like a monkey scalping $100/tick lol Here's what I was asking Nik on tick volume. We need the actual contracts traded on every tick as represented across the entire exchange...to gauge the overall market sentiment and order flow EDIT: This feature is called TickStreamer in Tradovate {image}
trade the asian session and filter +5 on that..
you'll see me trade cause i think i'm the biggest NQ player during asian session lol.
  • #743
  • Sep 26, 2018 10:46am Sep 26, 2018 10:46am
Quoting Nik-Nyc
{quote} This feature is called "time and sales" . . . just another tool of a fully transparent market . . . welcome to futures :-)
Thanks... I will use Time and Sales going forward... so TnS is "pure" and untouched, unfiltered, unadulterated, unmanipulated stream regardless of any broker and/or data feed provider? Sorry to ask this again and again :-(

And just to say it... I feel I am missing something to see majority of 1,2,3 contracts traded per tick in an active session.
Staying in my lane...
  • #744
  • Sep 26, 2018 11:07am Sep 26, 2018 11:07am
Quoting VEEFX
{quote} Thanks... I will use Time and Sales going forward... so TnS is "pure" and untouched, unfiltered, unadulterated, unmanipulated stream regardless of any broker and/or data feed provider? Sorry to ask this again and again :-( And just to say it... I feel I am missing something to see majority of 1,2,3 contracts traded per tick in an active session.
i let nik answer your "virgin data" fears lol.

but as for time and sales, it's the way it's matched and it's normal to see 1,2,3 contracts filled, you just have to realize it's filled at milliseconds.

I attached my broker statement from yesterday. I traded 8 contracts per position (total of 24 round turn contracts), but you can see in purchase and sales section, it's filled at 1's and 2's..occasionally larger sizes if there are other trader willing to take up that size at that particular time.

think matching system!

Attached File(s)
File Type: pdf Custom_reports__clients.pdf   141 KB | 397 downloads
  • #745
  • Sep 26, 2018 11:33am Sep 26, 2018 11:33am
Quoting hilmy83
{quote} i let nik answer your "virgin data" fears lol. but as for time and sales, it's the way it's matched and it's normal to see 1,2,3 contracts filled, you just have to realize it's filled at milliseconds. I attached my broker statement from yesterday. I traded 8 contracts per position (total of 24 round turn contracts), but you can see in purchase and sales section, it's filled at 1's and 2's..occasionally larger sizes if there are other trader willing to take up that size at that particular time. think matching system! {image}
Nice and Thanks for sharing. I need to read up more on this order matching sh*t on how to avoid slippage. With pure market orders, if there are no buyers/sellers on that tick, it will trigger a partial fill until the entire order size is filled. With limit buy/sell, it will also trigger partial fill but you will always get the same average buy/sell price point as your order. All good so far.... but when it comes to SL and TP, will they trigger with slippage if there is no liquidity on the triggered tick? I think there is a "STOP LIMIT" setting to prevent slippage regardless of partial or full fills but don't see a "TP LIMIT" setting.
Staying in my lane...
  • #746
  • Sep 26, 2018 11:34am Sep 26, 2018 11:34am
Quoting VEEFX
{quote} Thanks... I will use Time and Sales going forward... so TnS is "pure" and untouched, unfiltered, unadulterated, unmanipulated stream regardless of any broker and/or data feed provider? Sorry to ask this again and again :-( And just to say it... I feel I am missing something to see majority of 1,2,3 contracts traded per tick in an active session.
and if you still confused on how mathcing system or cme works..just play the pit card game. it's pretty much how cme functions

https://www.youtube.com/watch?v=TsPLLdTIz-0
  • #747
  • Sep 26, 2018 11:36am Sep 26, 2018 11:36am
been trading 4 lots since labor day no partial fills and in 5 years of trading made a handful of 1 tick slippage but also a few in my direction also
  • #748
  • Sep 26, 2018 11:56am Sep 26, 2018 11:56am
Quoting VEEFX
{quote} Nice and Thanks for sharing. I need to read up more on this order matching sh*t on how to avoid slippage. With pure market orders, if there are no buyers/sellers on that tick, it will trigger a partial fill until the entire order size is filled. With limit buy/sell, it will also trigger partial fill but you will always get the same average buy/sell price point as your order. All good so far.... but when it comes to SL and TP, will they trigger with slippage if there is no liquidity on the triggered tick? I think there is a "STOP LIMIT" setting...
first thing to realize is that you're not trading against market maker brokers lke in forex, where you will always get filled at the specified price (except at news time where your market maker stays away). futures is purely liquidity based fill, so slippage is a natural phenomenon in ANY market. OTC forex is a fake market, so you get filled regardless, cause your broker takes the other side of your trade.

2nd, having said that, you need to realize you're trading the nasdaq futures, which is pretty liquid. If you just can't accept the 1 tick occasional slip (both ways!), then trade the emini s&p, which is like 3-5x more liquid, but more difficult to trade in my opinion because of narrower ranges.

3rd, stop worrying about slippage. you're looking into a 20% event, when you should be looking at the the other 80%. over the long run, the slips evens out. Just watch the DOM and if you see everybody just runs away at some point, then pick a spot to enter/exit with more size..simple
  • #749
  • Sep 26, 2018 12:50pm Sep 26, 2018 12:50pm
Quoting hilmy83
{quote} first thing to realize is that you're not trading against market maker brokers lke in forex, where you will always get filled at the specified price (except at news time where your market maker stays away). futures is purely liquidity based fill, so slippage is a natural phenomenon in ANY market. OTC forex is a fake market, so you get filled regardless, cause your broker takes the other side of your trade. 2nd, having said that, you need to realize you're trading the nasdaq futures, which is pretty liquid. If you just can't accept the 1...
My new laptop is getting shipped today and went to costco to pick a big a** monitor to "I can see (tick volume) clearly now" (https://www.youtube.com/watch?v=FscIgtDJFXg) LOL

Not bad scalping for few hours :-)

EDIT: Just found out that Tradovate does not support sub-second charts... only M1 and Tick.
Attached Image (click to enlarge)
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Staying in my lane...
  • #750
  • Sep 26, 2018 1:41pm Sep 26, 2018 1:41pm
Quoting VEEFX
{quote} Thanks... I will use Time and Sales going forward... so TnS is "pure" and untouched, unfiltered, unadulterated, unmanipulated stream regardless of any broker and/or data feed provider? Sorry to ask this again and again :-( And just to say it... I feel I am missing something to see majority of 1,2,3 contracts traded per tick in an active session.
Different data feeds will produce slightly different time-and-sales when larger order hit the market. The reason is long and complex to explain, so i wont. Suffice to say its nothing shady, so dont worry about it. Stick to the data feeds being recommended here and you will be fine. Simple.

Regarding liquidity and slippage, a simple rules of thumb you can use is the check the average limit order quantities in you session and divide by 5. That number is the "maximum" number of contract you can expect to trade with no slippage. You will see that it is plenty.
  • #751
  • Sep 26, 2018 1:59pm Sep 26, 2018 1:59pm
Quoting Nik-Nyc
{quote} Different data feeds will produce slightly different time-and-sales when larger order hit the market. The reason is long and complex to explain, so i wont. Suffice to say its nothing shady, so dont worry about it. Stick to the data feeds being recommended here and you will be fine. Simple. Regarding liquidity and slippage, a simple rules of thumb you can use is the check the average limit order quantities in you session and divide by 5. That number is the "maximum" number of contract you can expect to trade with no slippage. You will see...
Awesome. Thanks Nik. There is plenty of liquidity in NQ from what I am seeing today in demo which I am assured by their support is exactly what I would see in live)...but this is just a good play environment for now). I caught some massive wins today so maybe today is market is just enticing me to fund my life savings lol
Staying in my lane...
  • #752
  • Sep 26, 2018 2:34pm Sep 26, 2018 2:34pm
Quoting VEEFX
{quote} Awesome. Thanks Nik. There is plenty of liquidity in NQ from what I am seeing today in demo which I am assured by their support is exactly what I would see in live)...but this is just a good play environment for now). I caught some massive wins today so maybe today is market is just enticing me to fund my life savings lol
I really had a blast today trading NQ. Quite impressive to say the least. Is today anything unusual in regards to volatility or is it like any other day? Access to volume really rocks man. I hope aggressive scalping is possible in live also on such days. Made 50% in one trading session :-

My apologies to Hilmy... i will delete my screenshots to avoid cluttering his journal.
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Staying in my lane...
  • #753
  • Sep 26, 2018 3:22pm Sep 26, 2018 3:22pm
Quoting VEEFX
{quote} I really had a blast today trading NQ. Quite impressive to say the least. Is today anything unusual in regards to volatility or is it like any other day? Access to volume really rocks man. I hope aggressive scalping is possible in live also on such days. Made 50% in one trading session :- My apologies to Hilmy... i will delete my screenshots to avoid cluttering his journal. {image}
hey veefx.. can you elaborate a little like how you took the trades looking at the volume? some entry charts if you don't mind?
  • #754
  • Sep 26, 2018 3:52pm Sep 26, 2018 3:52pm
Hi Hilmy and Vee,
Thanks to Hilmy I have also started trading NQ - no you can't take my money.
I have found that putting up a 500 tick chart next to the 5 min chart helps during high volatility times for scalping.
Attached are the 2 charts for the same period this morning. The BB in the 500 tick chart is a 30 period.
(The 500 tick chart is not the entire period)
Of course, during low volatility times, you get the opposite effect - more of a compressed chart.
Attached Image(s) (click to enlarge)
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Click to Enlarge Name: NQ_002.png Size: 25 KB
  • #755
  • Edited 5:52pm Sep 26, 2018 5:04pm | Edited 5:52pm
Quoting bluejack
{quote} hey veefx.. can you elaborate a little like how you took the trades looking at the volume? some entry charts if you don't mind?
Today was my first day of trading futures in demo so I am not even qualified to give any suggestion. There are pros here who can share more. I do g use any indicator....just pure price and as I have repeatedly said, we would need one more thing outside of price ...to me that is volume i.e. time and sales

EDIT: Here's how my chart look zoomed out with traded taken... The two blue in circles... experienced huge drawdown (but all in realized/floating profits) when I wasn't paying attention and the last/current open trade (second blue circle)... I forgot the daily close caveat (and again got distracted).
Attached Image (click to enlarge)
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Staying in my lane...
  • #756
  • Edited 5:59pm Sep 26, 2018 5:05pm | Edited 5:59pm
Quoting profitkeeper
Hi Hilmy and Vee, Thanks to Hilmy I have also started trading NQ - no you can't take my money. I have found that putting up a 500 tick chart next to the 5 min chart helps during high volatility times for scalping. Attached are the 2 charts for the same period this morning. The BB in the 500 tick chart is a 30 period. (The 500 tick chart is not the entire period) Of course, during low volatility times, you get the opposite effect - more of a compressed chart. {image} {image}

I like the 100 tick volume charts... and welcome to futures !!! After my first daily "income" withdrawal, I am never going back. I went a bit overboard today with my aggressiveness so need to take a chill pill and not turn this into a bad habbit. I just cannot avoid risking all my profits to make more profits :-(

EDIT: Time to study my trading stats. The interface and performance reports look really cool with tradovate so sharing here to see how the features compare with other platforms.
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Staying in my lane...
  • #757
  • Sep 26, 2018 6:43pm Sep 26, 2018 6:43pm
Quoting profitkeeper
Hi Hilmy and Vee, Thanks to Hilmy I have also started trading NQ - no you can't take my money. I have found that putting up a 500 tick chart next to the 5 min chart helps during high volatility times for scalping. Attached are the 2 charts for the same period this morning. The BB in the 500 tick chart is a 30 period. (The 500 tick chart is not the entire period) Of course, during low volatility times, you get the opposite effect - more of a compressed chart. {image} {image}
Curious which broker and data feed provider you are using with NT?
Staying in my lane...
  • #758
  • Sep 26, 2018 7:56pm Sep 26, 2018 7:56pm
FIFA 19 gameplay livestream
9/29 @ 7am CST

Any (PS4) challengers add me
Mr-Xecute

www.youtube.com/hiitsprint (http://www.youtube.com/hiitsprint)

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  • #759
  • Sep 27, 2018 8:43am Sep 27, 2018 8:43am
Hilmy.. guess you went long right now and made some 5k on that bullish move..
  • #760
  • Sep 27, 2018 9:53am Sep 27, 2018 9:53am
Quoting bluejack
Hilmy.. guess you went long right now and made some 5k on that bullish move..
just watching it. jumped the gun when i saw that pop. absolute max for position size. This type of setup is like holding pocket aces to me. cant limp in. gotta make the players pay

wonder if i should hold till eod.

decisions decisions...

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