Prop Alpha

Design | Test | Deploy

[Prop Alpha @PropAlphaTrades]

|Prop Alpha FREE TRIAL|

Want to Design, Test and Deploy your strategies? Do you have a defined Edge in the Markets?

Now you can find out for FREE!
https://t.co/V8aBjtL7fq

[Ziggy @ZigsOnTheBid]

This might be the most legendary post to hit the Sierra Chart support boards

[Prop Alpha @PropAlphaTrades]

@paulg the Graham paradox: in spite of the empirical phrasing, there are two nontrivial controversial philosophical claims in your statement which are clearly stated in natural language and upon which reflection ought evince much wonder as to the "max resolution" of natural language

[Rob Carver @investingidiocy]

I contribute to the current debate on pay to play funded trader challenges by using actual proper analysis and everything https://t.co/0lfFyvlTYb

[Prop Alpha @PropAlphaTrades]

@investingidiocy @nntaleb lmao

[Prop Alpha @PropAlphaTrades]

tried something new today, expanded bot sim to include ES, NQ, CL, NG, GC (code needs some modification to work for bonds and ags so no trades on UB). results are gross (commissions not included)

[Prop Alpha @PropAlphaTrades]

and see our office hours recording discussing the scalp bot for more details: https://t.co/XXBL8IbUMS

[Prop Alpha @PropAlphaTrades]

decent day for scalp bot in our simulation, 26 pts gross in ES

[Prop Alpha @PropAlphaTrades]

for use in the most sophisticated intraday futures platform: @SierraChart. check out the open-source code at https://t.co/Tky491pT4d and especially the repo fork by
@vespatrades

[Prop Alpha @PropAlphaTrades]

another churn day for the live bot simulation, grossed .5 points on a total of 26 round trip trades (so a net loss today) #ES #Futures

[Prop Alpha @PropAlphaTrades]

meh day for the bot simulation. just one big churn. 76 total trades for a total of 3.25 points gross in ES. do the math rel your own commissions costs. sierra chart is simulating limit order fills based on a queue position estimate and a slippage estimate for the stop losses

[Prop Alpha @PropAlphaTrades]

https://t.co/XXBL8IbUMS

[Prop Alpha @PropAlphaTrades]

as retail traders, we should always ponder the question: "who is the sucker at the table?"

[Prop Alpha @PropAlphaTrades]

@scotti383 (sarcasm)

[Prop Alpha @PropAlphaTrades]

scalp bot gettin rekt this morning (this time we are happy to be running it in sim). it's the damn market makers stealing the alpha from my code!!

[Prop Alpha @PropAlphaTrades]

nvm back to 0 in like 2 seconds of vol

[Prop Alpha @PropAlphaTrades]

@SierraChart @investingidiocy this was a live market simulation, using "estimated position in queue tracking," and with stop loss slippage estimated from bid/ask prices on book. see SC docs for details on trade simulation: https://t.co/fzdWpI3CfK

[Prop Alpha @PropAlphaTrades]

trying out scalp bot (see github https://t.co/3mTb1eGDH3 for the open source ACSIL @SierraChart code), alas, only on sim today. using our PA zigzag study to adjust for intraday vol. thanks to @investingidiocy for the idea. #ES #scalping #futures

[Prop Alpha @PropAlphaTrades]

@investingidiocy you can use a time of day bucket estimate of volatility to pick up on the U-shaped intraday volume/volatility patterns. using a rolling lookback based estimate will probably cause problems around RTH open and close