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RECENT POSTS
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New Double Bottom Algo Hi everyone. It’s been a couple of years since my last post. I explain what happen to me down below if you want to read. For the people who are just here to see the trade I just took yesterday, I will cover that on the top of my post. As I was familiarizing myself with how the price moves differently now I noticed a wonderful pattern on the MES (SP500 Micro Futures, should work on ES and SPY as well)) and the 2 sigma Bolinger band. So, after many hours looking at the pattern then writing an automated algorithm in Ninjatrader and running many hours of backtesting I released it live (with only 3 contracts). It took almost 2 weeks before a trade was triggered. Almost like clockwork every time I release an algo for live trading, the first trade is always a loss. Even my best algos. So, it was a surprise that it was a nice win yesterday. See below: Yes, it is essentially a double bottom trade (on MES, ES or SPY). But now it can run highly simplified. With conditions: 1) Two adjacent 15min candles (no dojis) both minimums touch below the 2 sigma lower Bolinger band. The first one red, second one Green. 2) The trade entrance must occur below the S1 and mid Bolinger band Partial was taken at the close at a candle after going above the mid Bolinger band. Then stop was moved to BE. The final exit occurs when price goes above the top Bolinger band. I have back tested for different volume conditions but that indicator makes little difference. Though there is some benefit for the green candle to have a lower min, that condition reduces the number of trades too much to have as a condition. Though I may set the algo to have more contracts when that occurs. The initial stop is the lower Bolinger band. I have added some other conditions, not listed above due to my personal trading tastes. I prefer a small max drawdown and don’t mind a reduction in total profit to make that happen. Other algo traders prefer to maximize profit or Ninjatrader optimizes for profit factor. It depends on your preference. When I look back I can say that I stopped serious trading 4 years ago. That was sadly due to Covid. My daughter brought it home from school and thankfully she got a very mild case. I was knocked off my feet for 5 days. I couldn’t even eat. Afterwards I had a lot of bad after effects but I assumed they were temporary. But, most were not and I am still dealing with a nasty case of long covid. Afterwards I tried to keep trading by using existing algorithms that were still working. But the brain fog was so bad I had difficulty even following the checklist to turn on the program correctly. I stopped when I had a successful 9R trade then I realized I left the algo in sim mode. I realized I just couldn’t run them anymore. Trading was over. Every 6 months I would try and fail to reoptimize them. I just no longer had the brain capacity. But then in mid 2024 I tried trading live at the open. The adrenaline created by trading the fast and somewhat stressful ORBs did clear the brain fog well enough that I traded with good profit for about 6 weeks. Then I got used to the fast pace, so the adrenaline rush disappeared and the fog crept and I started taking losses. I had to quit again. My day job was becoming more difficult. At first, I just worked more hours to make up for the lack of focus. Except for the fact that I suddenly needed notebooks to write everything down, most people at work did not notice a difference. I went from being able to recall where all the pieces sat on an unfinished chess game from 3 years ago to forgetting why I walked into a room. As work became progressively more difficult, I compensated by volunteering for a worse work shift. By the end I covered weekends and graveyard shift. The work at off hours was less intellectually demanding. But by 2025 it was getting too difficult and I had to put my notice in. My last day was end of January of 2026. I went to a few medical specialists over the years, but they really didn’t understand long covid a few years back. The last specialist was more knowledgeable, I asked the obvious question if long Covid usually doesn’t last for more than 18 months why have I had it for years? The doctor’s answer was simple. The 18 month recovery time was after 18 months of rest. Not 18 months of pushing yourself beyond your limits every day. I did speak to some that actually recovered from long Covid and they all said about the same thing, it took 9 to 10 months of actual rest. So, did I rest when I left my job behind? It is tough when all you know is to work. I essentially found things to do for months. I finally had my first rest the last week in July. For a week I worked out a lot and spent time with my family and tried to keep anything that was considered work to one hour a day. What a difference that made. Since then I feel myself recovering. And it didn’t take long before I started to look at charts, I found the charts look different than 4 years ago. The money flow is a little different. Plus, it was much easier to perform analysis with the help of AI. But the best news is the level 2 data is now offered as a data stream that you can write an algorithm to utilize. Though you can’t back test with it, but I am going to have fun with that. Sorry for the long post. I had a lot to catch up on. I hope everyone has been trading well lately. Rob C
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By daniel ospina · Posted
Hi team, Replay mode is great for going far back in time, but there's a gap that makes it hard to practice a complete workflow: the stock screener (and screener alerts) only seem to work on live market data. In replay I can't screen the market as of, say, 9:35 AM on a specific day in 2023 to see relative volume, total volume, ATR, gap %, etc. That matters because ticker selection is half of the strategy. I trade Opening Range Breakouts (1-min, 5-min and 15-min), and the whole setup depends on identifying the right names in the first minutes of the session based on RVol, gap and ATR. Today I can replay any session, but I have to already know which ticker to load — which introduces hindsight bias and makes the practice unrealistic. So my questions are: 1. Is there any way today to run a screener, or receive screener alerts, inside replay mode, scoped to the simulated timestamp rather than the live one? 2. If not, is a historical/replay-aware screener on the roadmap? 3. In the meantime, is there any way to access or export historical screener or pre-market data (CSV, API, saved scan results) so I can build the daily candidate list outside the platform and then load those tickers into replay? Even a static "top gappers / top relative volume" list for a chosen past date would solve most of the problem. Thanks! -
https://traderpeter.substack.com/p/das-trader-pro-advanced-hotkeys-part-8ff?r=1wujo4&utm_campaign=post-expanded-share&utm_medium=web as an example for the lines or https://traderpeter.substack.com/p/das-advanced-hotkeys-10?r=1wujo4&utm_campaign=post-expanded-share&utm_medium=web https://traderpeter.substack.com/p/das-trader-pro-advanced-hotkeys-part-48b?r=1wujo4&utm_campaign=post-expanded-share&utm_medium=web no special keyboard neither keys are necessary you can do it on buttons too and control it with mouse
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By Sandy Crispin · Posted
Where can I find the hot key scripts? Is there a certain keyboard that is needed to set up the hot keys? Thank you! -
By Mina Sattari · Posted
Hi, I would like to know how i can get the invoice for my memeberships monthly payment. The ones I can find and download from my account section is not sufficient per my tax advisor. Send help please.
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