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Cumulative Delta Price Volume

  • #241
  • Mar 1, 2023 8:41am Mar 1, 2023 8:41am
Quoting PeterCaleb
{quote} Well .... you see Ricky, out there ... beyond your cozy chair is a big wide world. C Delta is not new. Been around since way back. although the tech is new. But what you people clearly haven't learned, is ....... an indicator can house ANY data you wish it to. If you don't know how to do this then there are plenty of coders around who may assist. For me I am a no bullshit person. The stuff I have learned may (and does) go over some people's heads but that doesn't invalidate its necessity or importance. How do I use C Delta? Future -> Present...
Hi Peter

Somewhere in your post is some gems, maybe valuable information as well.
But can you repost your comments after cutting all the crap and personal put downs and rambling crap so we can see cleary what the hell your on about.
I think what your’e trying to say is you trade human opinions that agree with central banks?.

Is that close?

Help us untangle your rambles for once
Trading thin liquidity at the boundary of the charts
  • #242
  • Mar 1, 2023 9:59am Mar 1, 2023 9:59am
Quoting heispark
The visual 'gap' you mentioned doesn't look like an accurate measure. Look at the charts below. Same charts with different zoom out levels: {image}{image}
Hey,

There are a lot of explanation in the comment from author of this indicator, hope it help:

In CumDelta mode - the cumulative delta curve is cumulative, from left to right, starting from zero, and starting from the first candle that is visible in the chart window (on the left border of the chart window), or starting from the candle that is set in the input variable BarsLimit.
  • #243
  • Mar 1, 2023 10:09am Mar 1, 2023 10:09am
Quoting Lekkim
Real account just hit 6.000$, only took two days. Great gains from a 1.450$ deposit. https://www.myfxbook.com/portfolio/c...olume/10034423 {image}
awesome
WaBaS Where are Buyers and Sellers
  • #244
  • Mar 1, 2023 11:55am Mar 1, 2023 11:55am
Hey Lekkim, great thread and great to see you smashing it! You have such a great mindset around this business , keep it up, all the best!
Make your own rules and stick to it.
  • #245
  • Mar 1, 2023 2:56pm Mar 1, 2023 2:56pm
Quoting Lekkim
Real account just hit 6.000$, only took two days.
Great gains from a 1.450$ deposit.
https://www.myfxbook.com/portfolio/c...olume/10034423 {image}

Hi Lekkim,

Well congrats, good sir.

Regardless from now onwards, your journey here has opened the eyes of many, I would imagine, as to how the 90% correlation of forex tick-data to CME vol data (cheers rosalieone & Mr Brown) which can be UTILISED in an imaginative way (C-delta) by a currency trader to trade the forex markets.

The FX markets allow scaleability of trade size and trade entry times that other mediums such as the newly emerging crypto markets just do NOT. The lack of continual volume in those other emerging markets makes forex (currencies) still a good safe medium it would seem to trade in.

And you have shown, Lekkim, that with application excellent figures could be obtained.

How lucky were we all here, on this thread, that a mindless early disruption combined with totally false accusations against Lekkim, that began on his very FIRST page, were put to bed quickly with the baseless intruder now announcing on his own thread that he will no longer perform such wasteful conduct on us all, of merely creating only disruption on other folks threads. So done, finished, thankfully.


The caution NOW being expressed by posters in HOW Lekkim might conduct his continued trading levels I would imagine will be welcomed by him & observers.

While the main thing I get out of this interesting thread is how a Trader, such as Lekkim, with a strong personal belief coupled with strong application, can present something like we rarely get to see on FF threads.

Well done Lekkim, seriously pal, you are a gem of a person imho. (and Trader lol).

How it turns out now for you in this Lekkim will be ALL you, sir, and merely how you trade it all.

The methodology you have shown does appear workable as you have PROVEN already in these early stages. The results you have openly shown on your stats page are end-point numbers only yes, but the methodology you have arranged & combined with your own personal approach has been fascinating to say the least.

all the best wishes, again.
  • #246
  • Mar 1, 2023 3:29pm Mar 1, 2023 3:29pm
Quoting Lekkim
Real account just hit 6.000$, only took two days. Great gains from a 1.450$ deposit. https://www.myfxbook.com/portfolio/c...olume/10034423 {image}
Well done Lekkim !! As I told you don't let others place limitations on what you can or can't do with YOUR Data and YOUR method !

Whether you've made 0.5 50% 500% I could care less... What counts is dollars...that's what goes into the bank and gets spent or invested in dollars ...that's the bottomline line..not oh I made 800% this month or 37% today...that means nothing.. dollars anyday over percentages.

Not many show or talk about what they actually.take from the markets...so kudos to you on several fronts !

Cheers
Blue
Master your Mind,,,Master the Market
  • #247
  • Mar 1, 2023 5:14pm Mar 1, 2023 5:14pm
Quoting Lekkim
{quote} Martingale is just a strategy with no mathematical edge. What kind of software is that? Tradingview? Can you share link please, thank
As I see your current pending loss, I am sure to say it's a martingale.....
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Simplicity is the ultimate sophistication - Leonardo da Vinci
  • #248
  • Mar 1, 2023 5:28pm Mar 1, 2023 5:28pm
Really nice system...honestly! I love unique approaches to the market. I use TradingView CVD indicator and found a way for it to display diverging conditions where price and CVD move away from each other.
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Currently going back days and days checking the win percentage with basic rule set. Currently the results are impressive after about 10 days of back testing on GJ 5 M.

I'll definitely be active on this thread and will start trading this using a small account very soon. What TF do you guys use and when do you guys exit trades usually?
  • #249
  • Mar 1, 2023 5:55pm Mar 1, 2023 5:55pm
Honestly CVD can do more than time your entries. When CVD and Price are really close you can see some heavy consolidation. There's so little volatility my CVD indicator doesnt even print haha!
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  • #250
  • Mar 1, 2023 8:53pm Mar 1, 2023 8:53pm
Quoting RickM
{quote} Hi Peter Somewhere in your post is some gems, maybe valuable information as well. But can you repost your comments after cutting all the crap and personal put downs and rambling crap so we can see cleary what the hell your on about. I think what your’e trying to say is you trade human opinions that agree with central banks?. Is that close? Help us untangle your rambles for once


First off, if you people wish to converse as adults then drop the immature attitude. I spend my days talking with adults not spoiled children etc. THIS is why I point out the things I do in the way I do. So WHO CARES what you think about human psych. It's real it works and if you don't apply it to yourself and your trading then you're no different to the ol' slot machine gamblers. Addicted lost and misled. THAT is why I have to say the things I do. I have get past YOUR bullshit FIRST, so then, MAYBE, we can have an adult discussion. So I don't know who you all are used to talking to but it's not adults.

Next ....

Rick .... time after time I have suggested to people to create a schematic of the world financial markets in the context of human society. IF you did that you wouldn't need to ask. The chain of money and people and the way they both interact. Central banks answer to someone and those elements answer to someone else. 'Money has a master' I suppose is a way to say it.

For eg.


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Two I found quickly to offer egs. Not my work but provides insight into the layers.

Cum Delta as an indicator only has closed data as its master. So there's no knowledge there only data. No not human opinions etc. ... what these elements on their layer think, organize then do. Thought, planning then action and the ripple effect that comes after. This is what keeps human society 'moving' or in a state of 'busy-ness'. If all activity stopped even for a week. society would fall into chaos, literally, not like some tv show etc. So it must have a process to keep it all moving. What most people do is trade on reactions, not what is coming. There's no "prediction", just observation and planning. You people watch too much tv and youtube stuff and do not see what is there. And that is why most people do not speak about these things.

For you Rick, you think too much like a speculator trying to get something. But those layers are trying to operate and maintain, so they exist to keep the see-saw from tipping too far to the extreme.

You have to ask yourself what are the pillars of society that money and money flow are built on? You don't have to read 2000 books and do a million hours of chart face time. Just use some basic common sense. What affects the top also affects the bottom. And vice versa.

Treasuries energy and production.

In ancient times a vault was called a "treasury". Why? And why has the name stuck? Who cares you ask. They care otherwise there would be a different word there. First clue. Energy and production... well, they should be self explanatory inline with society needing to keep moving.

Treasuries harbor society's idea of safe worth. Energy and production are "useful". Now put them together.

So if and when used inline with these things, C Delta can give important points of change that's real, not pretty charts or notions of what's "cool".

Hayseed made an interesting note about trend following/trading .... that at the end of a trend, it does something different and it throws off his approach. Why? Even a price chart shows indication that something has changed if one looks properly, but that is not enough. Not for someone serious.

And most people think it's all too messy or complicated. That's because again, you think as a speculator and do not go and search out the other pieces of the schematic. That's where the internet and libraries are very helpful.

Proper Deltas are areas of significant change and this is where you get "accumulation and distribution", "supply and demand" etc etc. In options you can call it a zone.In spot fx you people have lots of names but have not looked at the real world effects. So reactions are the only option. Even with using Futures data or info or using a correlation effect of the futures with spot. Bad information paths lead to bad choices and poor results OVER TIME, which is the most important point. "From what I now know and understand, can I do this trading thing for the next 50yrs? Is what I do and how I do it, adaptable enough to weather the future?"

People who think in terms of divergence convergence and inefficient zones of 'bad pricing' are ill-informed about Deltas. If you do not look at its process then yes you have a snapshot but everything else is lost.

So you have two streams .... big picture and follow through. As I have said repeatedly. The job of the person with their money somewhere in these markets is to observe and understand the landscape and identify the PERILS so you can then do what is needed. Regardless of asset class or instrument.

If you see your Deltas purge a level then you should know what that means. Not just "follow the momentum trail". If it's randomly setup just to capture specific moments then you should just use an on chart RSI histogram with the overly of tick data within the data within the actual indicator, because random setup approaches must fail over time, as it cannot weather several things out of your control eg. unavailability of specified data or changes to other parts that directly or worse, indirectly affect it usefulness, where the ill effects may not surface for several intervals or longer.

So for me, I use technology to tell me future then present then past. And my data is set to attune my view for this. Similar to people seeing big order zones or small or if they disappear, however, micro-fathoms do not interest me. If I have say, X thousands of dollars (my own money not high leverage on loan) into something I don't want to panic or assume, I want to be ready to accelerate or revolve with it. Another way to say this ---- if you grab a chart and you place say 20 differing indicators on that chart and most are showing similar things despite their settings, and despite their 'custom build', then you have a serious problem to face and deal with. Is it the indicator or is it you? If it's either then something has to change.

Price discovery is a good way to see what you don't understand. Notice I didn't say "know". Understanding it gives more opportunity to learn.

Real discovery only occurs when a market "pauses". Why and How? "Money comes and money goes". Memorize it. While many will argue that market orders or over abundance of limits at extremes are what pushes a market etc, these are not what is happening. And if you watch a chart in real time for long enough the volume or tick or whatever data you are applying will contradict itself because people do not fully appreciate or understand "manipulation" therefore they are not looking at the holistic picture, they are seeking an "edge". It's backwards thinking. The flow of data does not start or finish with "orders" but with the before picture. It's like me asking you for your money before you have looked at what you're buying. Understand? When I trade options I don't use an "edge" (eeeewwww yuck) I use my understanding of money flowing from one opportunity site/zone/scenario/situation to another. Why? Because Risk On and Off is a revolving door. It HAS TO BE when you have Deltas and price movement in the same room. Take one away and it stalls. Restrict one and the other stalls. Understand?

Why is it that Deltas can offer insight into two separate trade setups on totally different exchanges and timezones, and instruments, while maintaining their differential (the overall distance away from/close to each other inline with how they affect each other)? Correlation of active movement. "Positive/Negative correlation" is no different to using tick data and calling it "orderflow" without the disclaimer = this is not based on orders but transactional assumptive conclusions. The assumption of what this means must be made here otherwise you dress it up as something it's not. People who bitch about tick data being "fake" etc need to grow up. The broker has a legal responsibility to "offer" / "provide" "enough" access to someone because they are not a fully licensed vendor .... ie. cannot and do not offer a full service of industry training to clients (generally). Therefore it falls on the trader/investor to fill this gap. They are merely doing what the "rules/laws" allow them to .... until they're not of course. So stop the bitching children about ticks. Learn to use it properly or don't use it. Simple choice I think.

Cross exchange data with Delta must be anchored otherwise blindspots occur. I anchor mine to the real world but not "economic news" etc. That's really just noise. I use 2 streams as mentioned before because this keeps me grounded. But you may choose to only use one. But I wouldn't suggest it. It "hurts" to spend time energy building accounts to then see them bottom out then have to rebuild.

As I've said before, my way and setup is for me. Over several years to set up. But a schematic is essential as a minimum.

If all this helps then good. If you "disagree" etc, oh well, maybe next time.


Peter
Real Trading is not gambling.
  • #251
  • Mar 2, 2023 7:28am Mar 2, 2023 7:28am
Trading today pretty mixed. Only made 600$, but better than nothing and low risk. Report attached. My apologies for late reply in thread and dm's, gonna catch up.
https://www.myfxbook.com/portfolio/c...olume/10034423
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  • #252
  • Mar 2, 2023 11:26am Mar 2, 2023 11:26am
I can recommend setting up market screen on investingCom, good data to have on hand while trading
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  • #253
  • Mar 2, 2023 12:05pm Mar 2, 2023 12:05pm
Good job Lekkim. I would give you advice tho, do something with the drawdown. EURJPY trade had 98 pips drawdown, this is bad. I believe you have nice approach that works for you, but the drawdown might catch you in future. Use some kind of filter. :o)

Anyway good job, will watch You.
  • #254
  • Mar 3, 2023 2:34am Mar 3, 2023 2:34am
Quoting SilentFather
Good job Lekkim. I would give you advice tho, do something with the drawdown. EURJPY trade had 98 pips drawdown, this is bad. I believe you have nice approach that works for you, but the drawdown might catch you in future. Use some kind of filter. :o) Anyway good job, will watch You.
Oh no !! Not Drawdown. Why don't you just learn to trade your damn drawdown. Put two feet on the ground and ..... JUST DO IT ! ...... NIKE ....... oh shoot ! NO!!!! ...... Peter .... Hehehehehe.

Drawdown is not evil stuff. It's usable.


Peter

PS - Trending now is the act of trading both ways. But wait, there's more !!!!! With every direction you choose, you get a free set of gold steak knives. So you can feel a million bucks when it turns on you and it comes to getcha !!! Hehehehe

Seriously people, stop listening to faceless nobodies. Pay attention. Learning isn't that hard. Just stop trying to do and go spend a few months digging into more than just moving averages or whatever. Research done thoroughly is priceless.
Real Trading is not gambling.
  • #255
  • Mar 3, 2023 2:49am Mar 3, 2023 2:49am
Quoting PeterCaleb
{quote} Oh no !! Not Drawdown. Why don't you just learn to trade your damn drawdown. Put two feet on the ground and ..... JUST DO IT ! ...... NIKE ....... oh shoot ! NO!!!! ...... Peter .... Hehehehehe. Drawdown is not evil stuff. It's usable. Peter PS - Trending now is the act of trading both ways. But wait, there's more !!!!! With every direction you choose, you get a free set of gold steak knives. So you can feel a million bucks when it turns on you and it comes to getcha !!! Hehehehe Seriously people, stop listening to faceless nobodies. Pay...
Hey man, don't take bad what I will say now. However... I know it's doable. But honestly I'm too lazy to do this. I rather enter on good spot, zero drawdown (it's possible) than trying to fix losing trade in minus 98 pips. It's difficult for newbies specially.

So I agree with you, but you must understand my point. Even Lekkim lost 1000 dollars thanks to losing trades. Exactly as said.

I'm not "faceless nobody" here who says BS. I tripled the acc on one pair within a week, so I know what I'm saying. And no, I picked good entries, instead of "fixing" bad trades. It's much easier, at least for me. I simply hate floating loss of thousand of dollars for X days or weeks. I rather open a trade and close it in profit after 15 minutes than waiting and managing loss.

SF
  • #256
  • Mar 3, 2023 3:03am Mar 3, 2023 3:03am
Quoting SilentFather
{quote} Hey man, don't take bad what I will say now. However... I know it's doable. But honestly I'm too lazy to do this. I rather enter on good spot, zero drawdown (it's possible) than trying to fix losing trade in minus 98 pips. It's difficult for newbies specially. So I agree with you, but you must understand my point. Even Lekkim lost 1000 dollars thanks to losing trades. Exactly as said. I'm not "faceless nobody" here who says BS. I tripled the acc on one pair within a week, so I know what I'm saying. And no, I picked good entries, instead...
Sooo .... it's not really laziness then is it. It's just down to you seeing "loss" but don't see "opportunity". There's the difference between trading and speculating in a nutshell. I wasn't picking on anyone. Congrats on the account. How 'bout we each buy a mars bar and shake on it? hihihihi.

You see loss I see opportunity. I hope all you trend traders are watching.
Real Trading is not gambling.
  • #257
  • Mar 3, 2023 3:19am Mar 3, 2023 3:19am
Quoting PeterCaleb
{quote} Sooo .... it's not really laziness then is it. It's just down to you seeing "loss" but don't see "opportunity". There's the difference between trading and speculating in a nutshell. I wasn't picking on anyone. Congrats on the account. How 'bout we each buy a mars bar and shake on it? hihihihi. You see loss I see opportunity. I hope all you trend traders are watching.
Dear Peter, can you tell me where is the opportunity having 900 dollars floating loss? What's better. Opening buy trade and close it in 16 minutes with 265 eur profit, or the same trade but in loss since we open sell trade?

If we talk about doubling the account, losing trades are just bad. This is for experienced traders, newcomers will make 1 mistake and they are done.
  • #258
  • Mar 3, 2023 3:39am Mar 3, 2023 3:39am
Quoting SilentFather
{quote} Dear Peter, can you tell me where is the opportunity having 900 dollars floating loss? What's better. Opening buy trade and close it in 16 minutes with 265 eur profit, or the same trade but in loss since we open sell trade? If we talk about doubling the account, losing trades are just bad. This is for experienced traders, newcomers will make 1 mistake and they are done.
Draw downs are defined by several things... what you know and what you don't. What you understand and what you refuse to learn. You're thinking like a person who feels the need to be a perfectionist or be perfect within entry but you don't know why it gets filled. What is better is to know that drawdowns DO and WILL happen. Even with a stop level it won't always be 'honored' by said broker (for some reason).

A floating loss must be put in context.

Maybe experienced traders are not so experienced. If your position is entered, why? If this can be answered then it's not really a random loss is it. So one would have some idea of what happens when this happens. Ergo, its a temporary stage of the process. If a person just throws open orders anywhere without cause, then ok, take the credit card away NOW hehehe..... a strategy loses at times but that is due to poor understanding and is not to be blamed on probabilities or stats etc. That's merely the person relinquishing personal responsibility.

Therefore it is inevitable that drawdown will occur. My way of doing things is - if you know that they will occur, find the weakness in your approach and fill the hole by strengthening the weaknesses. This is a more reasonable idea than expecting people to get a perfect 100% win SR on a semi or fully automated strategy process every single time.
Real Trading is not gambling.
  • #259
  • Mar 3, 2023 8:23am Mar 3, 2023 8:23am
Quoting PeterCaleb
{quote} Draw downs are defined by several things... what you know and what you don't. What you understand and what you refuse to learn. You're thinking like a person who feels the need to be a perfectionist or be perfect within entry but you don't know why it gets filled. What is better is to know that drawdowns DO and WILL happen. Even with a stop level it won't always be 'honored' by said broker (for some reason). A floating loss must be put in context. Maybe experienced traders are not so experienced. If your position is entered, why? If this...
ok Peter, let me summarize in one sentence what you regurgitated in 300 words:

"blablablablabla...drawdowns are inevitable, but it is preferable not to have them ...blablablabla." that's it!

PS not yet crucial point, but you are slowly getting there...
On ignore list of scammers, deceivers and low IQ individuals. Exclusively
  • #260
  • Mar 3, 2023 8:32am Mar 3, 2023 8:32am
Quoting PeterCaleb
{quote} Draw downs are defined by several things... what you know and what you don't. What you understand and what you refuse to learn. You're thinking like a person who feels the need to be a perfectionist or be perfect within entry but you don't know why it gets filled. What is better is to know that drawdowns DO and WILL happen. Even with a stop level it won't always be 'honored' by said broker (for some reason). A floating loss must be put in context. Maybe experienced traders are not so experienced. If your position is entered, why? If this...
I disagree that the drawdown has to be. My drawdown, when I trade, is between 1 and 5 pips. Not BS like 10+ pips. Doesn't matter what chart I use. I was doing it before, I'll do it in future like this. I simply hate this old thinking about everything. Drawdown happen and will happen ONLY if you don't know how to entry on better price. Of course I am not trying to be rude or anything. It just works for me, maybe having drawdown is not 100% thing.
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