100 Point bounce from a low volume node from yesterday!
- #102
- Jun 17, 2026 4:35am Jun 17, 2026 4:35am
Things I get Ai to do for me every day:
Options levels from the previous day's close give me an idea of what to expect in trading today. There are levels where actual market makers will buy rallies and sell dips, and there are levels where they sell rallies and buy dips. Having an idea of their intentions gives me an idea of whether to expect range-bound markets or impulsive markets. This will eventually be tied into the Volume Profile and Delta Profile that I am building.
To build that data, I am collecting Time & Sales data, and from that, we will have some visuals of what the market participants are actually doing. Are they buying into a level and not getting much of a result for the effort, or are the trades being absorbed?
Options levels from the previous day's close give me an idea of what to expect in trading today. There are levels where actual market makers will buy rallies and sell dips, and there are levels where they sell rallies and buy dips. Having an idea of their intentions gives me an idea of whether to expect range-bound markets or impulsive markets. This will eventually be tied into the Volume Profile and Delta Profile that I am building.
To build that data, I am collecting Time & Sales data, and from that, we will have some visuals of what the market participants are actually doing. Are they buying into a level and not getting much of a result for the effort, or are the trades being absorbed?
- #103
- Jun 17, 2026 6:04am Jun 17, 2026 6:04am
For those following along, I just updated the strategies site. Tested 112 different ideas. Most failed.
https://www.rfastrat.com/module1
PS. This is a free resource, not some sort of sales funnel.
- #104
- Jun 17, 2026 6:16am Jun 17, 2026 6:16am
And here is an insight into how I will spend the rest of my day:
I built (vibecoded) an indicator, based on a deep dive of a scalper who not only sells indicators, but has a trading group where other traders use his indicators. The scalper has an online presence and demonstrates how he uses the indicator and scalps the markets. I trained an LLM on this data, where it matched visually what he was looking for, and then we tried to run it algorithmically, as scalping is all about getting small wins, getting to BE and then letting a couple of runners make big gains.
I couldn't get the algo to work in the same sort of way and over a long period of time, to get the results needed to deploy. So I tried to work out what it is that a market veteran sees and has muscle memory for, that his indicator augments on the chart enough for him to take the trade. I have to basically use my experience and screen time to get into the head of this guy, and the market structure he talks about in his videos gave me some insight.
After deliberating and planning, I am now testing whether the algo would be better off recognising support and resistance levels using Volume Profile and skipping some trades where the momentum runs into a High Volume Node or POC. What the market veteran sees is a telltale sign of market structure, and what he trades is the air pocket in between.
- #105
- Jun 17, 2026 9:38am Jun 17, 2026 9:38am
It may not look much, but to me this is a thing of beauty.
A long time ago, I read that if you take a loss and you are in a period of drawdown, you should size down until you recover your account back to the High Water Mark. So the concept is not new. If only I had heeded the advice a long time ago, things could have been very different.
- #107
- Edited 1:14pm Jun 18, 2026 9:56am | Edited 1:14pm
"claude make me rich" why spend time to make a bot that cant learn from you? we are not there yet and hopefully i assumed correct that the people that are building these things are profitable... but i feel like trying to vibecode a bot should be just a hobby, and a lot of people i see here take it serious, says a lot
- #109
- Jun 23, 2026 2:04am Jun 23, 2026 2:04am
I have been busy building myself a bespoke analysis platform. Mainly so that I can turn the time and sales data into something useful for my eyes to watch.
On screen we have 1-min candles, Volume histogram, Volume Profile, Cumulative Delta and Volume Delta. There are levels for VAH, VAL, POC from the previous day and in the developing day. The GEX Levels are also present, so I can tell whether the market makers are -ve or +ve gamma.
This isn't an execution software project; it is purely for trying to work out in finer detail who is in control at any given time.
- #111
- Jun 24, 2026 9:22am Jun 24, 2026 9:22am
{quote} This is the kind of stuff I wish TradingView did natively.how are you calculating the GEX levels?
I then have a dashboard that i can monitor the algos with, or i can paste the levels into an indicator in tradingview, or have them displayed on my bespoke orderflow chart
- #118
- Jun 28, 4:39am (5 hr ago) Jun 28, 4:39am (5 hr ago)
- | Temporarily Suspended | Joined Feb 2024 | 122 Posts
{image} And here is an insight into how I will spend the rest of my day: I built (vibecoded) an indicator, based on a deep dive of a scalper who not only sells indicators, but has a trading group where other traders use his indicators. The scalper has an online presence and demonstrates how he uses the indicator and scalps the markets. I trained an LLM on this data, where it matched visually what he was looking for, and then we tried to run it algorithmically, as scalping is all about getting small wins, getting to BE and then letting a couple of...
What you discovered is the classic pitfall of automation: Indicators don't trade markets; people trade market structure using indicators. That veteran isn't just blindly clicking when a green arrow pops up. His muscle memory is sub-consciously filtering out trades that trigger right into a brick wall. By identifying that he trades the "air pocket," you’ve realized he’s looking for liquidity voids—areas where price can move rapidly because there is little institutional interest (Low Volume Nodes) to slow it down.
Why Volume Profile is the Right Play
Switching your algo's secondary filter to Volume Profile (VP) is a massive upgrade over standard lagging indicators.
• The POC (Point of Control) & HVNs (High Volume Nodes): These act like gravity. Price gets sucked into them and then chops around because that's where the heaviest two-way auction took place. Running a scalping strategy straight into an HVN is a recipe for getting chopped up or stopped out before the move can develop.
• The Valuation Filter: By forcing the algo to skip trades where momentum runs directly into a POC or heavy HVN, you are effectively teaching it "patience." You are telling it to only take setups that have a clear runway to the next major level.
Things to Consider During Your Testing
• Dynamic vs. Fixed Profiles: Are you using a Session Volume Profile (daily), a Visible Range, or a rolling Anchored Volume Profile? For scalping, the Session Volume Profile or a rolling \bm{X}-hour lookback usually gives the most accurate picture of where intraday participants are trapped.
• Defining the "Air Pocket" Quantitatively: To code this, you'll need a strict threshold. For example, the algo must see a volume drop-off of at least \bm{X\%} relative to the HVN before it considers the path "clear."
• The Execution Speed: Since you mentioned scalping is all about getting to Break Even (BE) quickly, ensure that filtering via VP doesn't introduce execution lag in your LLM/code stack.