Disliked{quote} EDIT: This feature is called TickStreamer in Tradovate {image}Ignored
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Display your trades on your chart? Give a look at this 1 reply
Does an EA license Give You the Right to Give Signals? 2 replies
Money management: Capital needed per 0.07 USD per microlot 0 replies
Give me premise or give me death.... 15 replies
Disliked{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}Ignored
Disliked{quote} This feature is called "time and sales" . . . just another tool of a fully transparent market . . . welcome to futures :-)Ignored
Disliked{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.Ignored
Disliked{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}Ignored
Disliked{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.Ignored
Disliked{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...Ignored
Disliked{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...Ignored
Disliked{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.Ignored
Disliked{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...Ignored
Disliked{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 lolIgnored
Disliked{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}Ignored
Disliked{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?Ignored
DislikedHi 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}Ignored
DislikedHi 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}Ignored
DislikedHilmy.. guess you went long right now and made some 5k on that bullish move..Ignored