Author: donto

  • VWAP Update again

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    donto
    in

    So we did some updates to the VWAP to make it posible to combine the differant resets, example could be to reset at Session change and use a custom one to reset on London Open and on NewYork Open. Updated download will be avalible in download section. In this screenshot we have a red VWAP…

  • MNQ FOMC retracement

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    donto
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    So thought i would just do a post on the trades done this day on MNQ. First i just want to briefly explain why i was long bias when we had a 4.300 tick drop yesterday. When looking at the daily profile we had very litle volume while going down, even when checking the profile…

  • GridAlgo M2K Optimization

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    donto
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    I have been running some optimizations on M2K to find a template with less drawdown than i need on my current MNQ template, these are the results i found and the template i chosen to go with. I like that it has a stop on 2.000$ at all times and did not hit the DLL…

  • VWAP Update

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    by

    donto
    in

    We have just updated our VWAP to have a Custom reset period also. In This example i have reset it on London Open, Ny Open and Asia Open. Download avalible under download section.