Hello, guys!
The Moment that a lot of you have been waiting/asking for.
I have spent 2 years in Tradingview now, and there are two things that made me somewhat popular here.
Transition trading and HFT trading.
This post is for those following me for a longer period of time. I won't go over it all for newcomers.
Transitions ain't dead. They are just stuck somewhere in programming desk. Transitions should be back at around 2018 when backtests are done.
Transition trading was one of the most powerful trading systems I ever had, and the beauty of it was that it provided almost risk-free entries.
During Transition trading time posted trading ideas here were the most loved ones.
Behavior changed and they failed which is normal because everything needs updating as market behavior changes.
But this post is about HFT trading! Remember those days with Live Periscope translations were we traded News Like FOMC minutes, NFP, Yellen speeches etc, overall all high impact news. And I don't remember a single failure we would have.
At some point, I stopped trading HFT and I explained why.
But HFT was something never slept on, and the day when old HFT was gone, new HFT was on the programming desk!
Last Friday NFP was a key day for me because I was waiting for news from my programmer's coz we are about to release 10x more advanced news trading robot.
There is a lot of improvements.
I separated 100 - 50 -0 Fib Frequencies and made instructions for the robot to divide them into Smaller FRQ types.
Why I did that is because if you remember we did not know will it be a spike and turnaround or straight move!
I researched this a lot and found that with Fibonacci phase separation and adding FRQ to each phase can modulate a way better signal so now I have 90% chance to know what type of a move News will cause.
I added Polynomial Signal filters that can filter ALA breakout signal weakness based on FRQ so now I have a chance to see better will the impact will be high on the market or not!
If you remember our live news trading before sometimes I told you that based on what I see looks like impact will be weak and it indeed was in such cases, so it was not even worth to be traded.
I added BANDS. What BANDS do is they filter Tick signals for upward ticks and downward ticks. If 1 minute before news release there are more than 16/5 ticks upside or 16/5 ticks downside every 6-10 seconds I can then almost 100% tell the target, since each BAND corresponds to these ticks.
Downticks for Lower band.
Upticks for Higher band.
I constructed Signal Operators ( Mostly Polynomial ) Now each signal operator can handle one phase at a time. In the Old version I had just two operators and sometimes they started a conflict because of instructions they were given. Now each operator is independent and any conflict is solved by general System monitor window. This is way better as this Artificial Intelligence can tell me if I have any mistakes in instructions I have given to each signal operator. It is capable to fix the problem on its own in most cases and will leave a review for the user ( me ) in the log book.
Having more signal operators is better for performance.
And a lot more small nuances and filters to get a pure signal.
Here is how the machine looks like: prnt.sc/guq9ji
I have to add ALA filters and test some more news trades, but I can tell you for sure that HFT trading is back, and closer to the end of this year we will start trading NFP and other news again.
Now it is 10x more advanced. HFT trading was one hell of a journey with you guys and I am happy to know it is knocking on the doors again.
The Moment that a lot of you have been waiting/asking for.
I have spent 2 years in Tradingview now, and there are two things that made me somewhat popular here.
Transition trading and HFT trading.
This post is for those following me for a longer period of time. I won't go over it all for newcomers.
Transitions ain't dead. They are just stuck somewhere in programming desk. Transitions should be back at around 2018 when backtests are done.
Transition trading was one of the most powerful trading systems I ever had, and the beauty of it was that it provided almost risk-free entries.
During Transition trading time posted trading ideas here were the most loved ones.
Behavior changed and they failed which is normal because everything needs updating as market behavior changes.
But this post is about HFT trading! Remember those days with Live Periscope translations were we traded News Like FOMC minutes, NFP, Yellen speeches etc, overall all high impact news. And I don't remember a single failure we would have.
At some point, I stopped trading HFT and I explained why.
But HFT was something never slept on, and the day when old HFT was gone, new HFT was on the programming desk!
Last Friday NFP was a key day for me because I was waiting for news from my programmer's coz we are about to release 10x more advanced news trading robot.
There is a lot of improvements.
I separated 100 - 50 -0 Fib Frequencies and made instructions for the robot to divide them into Smaller FRQ types.
Why I did that is because if you remember we did not know will it be a spike and turnaround or straight move!
I researched this a lot and found that with Fibonacci phase separation and adding FRQ to each phase can modulate a way better signal so now I have 90% chance to know what type of a move News will cause.
I added Polynomial Signal filters that can filter ALA breakout signal weakness based on FRQ so now I have a chance to see better will the impact will be high on the market or not!
If you remember our live news trading before sometimes I told you that based on what I see looks like impact will be weak and it indeed was in such cases, so it was not even worth to be traded.
I added BANDS. What BANDS do is they filter Tick signals for upward ticks and downward ticks. If 1 minute before news release there are more than 16/5 ticks upside or 16/5 ticks downside every 6-10 seconds I can then almost 100% tell the target, since each BAND corresponds to these ticks.
Downticks for Lower band.
Upticks for Higher band.
I constructed Signal Operators ( Mostly Polynomial ) Now each signal operator can handle one phase at a time. In the Old version I had just two operators and sometimes they started a conflict because of instructions they were given. Now each operator is independent and any conflict is solved by general System monitor window. This is way better as this Artificial Intelligence can tell me if I have any mistakes in instructions I have given to each signal operator. It is capable to fix the problem on its own in most cases and will leave a review for the user ( me ) in the log book.
Having more signal operators is better for performance.
And a lot more small nuances and filters to get a pure signal.
Here is how the machine looks like: prnt.sc/guq9ji
I have to add ALA filters and test some more news trades, but I can tell you for sure that HFT trading is back, and closer to the end of this year we will start trading NFP and other news again.
Now it is 10x more advanced. HFT trading was one hell of a journey with you guys and I am happy to know it is knocking on the doors again.
Comment:
I usually don't do beats like these, but since you requested me to make something, here it is!
It is not long in length, if you ( my music fans ) will like it I'll gonna extend this with VOX and add more Rasselbock effects to it.
youtu.be/0p6S81ycmSs
It is not long in length, if you ( my music fans ) will like it I'll gonna extend this with VOX and add more Rasselbock effects to it.
youtu.be/0p6S81ycmSs
Basically, this machine needs just one level to focus on main Distributors.
ALA T1 is just for bands.
In the Old version, I would have 100's of distributors DR1 DR2 DR3 DR4 ... upside and downside and that was messy. I calculated that current important phase is 59 pips below the current price. So this is the only Filter level needed to know the possible move and breakout. Distributors play a role as a turnaround levels, but that again depends on Band signals.
I started to build first HFT in mid-2011 and it was completed and ready to work in 2016 is when I started to trade news with followers. This one is built based on old one, but of course, it has tons of improvements done by researching the market.
This machine was created in December 2016. Until March 2017 it was improved and since March it has been tested. Last Friday NFP was the key day to announce that robot is ready to trade news. We first were testing it on Virtual Market network and creating artificial sudden spikes on the chart as they would be news, HFT did very well, but of course, the live market is better so it was tested since March on Live events as well.