# The ASF Futures Playbook - A collection of plays to develop on your own



## CanOz (30 December 2016)

This thread hopefully will serve as a repository of favorite plays for the various futures contracts we all trade. I have several file folders in different formats covering different instruments and time frames. As some of you know, we're onto our second son's early months now and i just don't have much time to spare for trading let alone posting, I've even taken a job on the weekends! However, I'll try and post a few of my plays each week with a little explanation of each including context and risk management. Understand these are a collection of stuff that I've developed over the last 5 years and thousands of hours of screen time. I'm hoping other such as Captain Black, Modest, Tech/A, Quant, Kid, Lone Wolf (maybe even TH?) and whomever else trades or has traded futures will post a favorite play. Also, its essential to remember that these are just ideas for trades based on what we've seen work in the past, by no means to they guarantee any success in the future and you should always research your own plays yourself before committing risk capital.


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## captain black (30 December 2016)

I'm still officially on holiday but traded the SPI today (need a rest from all that paddling!) so here's a couple of easy setups. I'm not much into drawing stuff on charts so hope a bar-by-bar explanation will suffice. Hopefully this will get the ball rolling and encourage some more contributions 




This chart setup is on the 10:36 bar. (SA time). This is just after the start of the main Asian session. We've had a sideways consolidation leading into this setup and then a break lower at 10:34. This was rejected with high relative volume and a close on the high. Strong signal so I took the trade at market (hit the ASK price) 5635.

Manage the trade with a 3-bar countback line. Weakness signalled on the 10:56 bar. Move stop to break of low of that bar. Exit at 5643 on the 11:00 bar.



Next trade is a reversal signal at 5642 on the 11:06 bar. 4 down bars before, all closing on the low then a bar that breaks the high of the previous down bar. It's not a particularly strong signal but the SPI was swinging quite well today so I tend to take these trades if I'm feeling confident.

Manage it again with a 3-bar countback line. This is breached on the 11:22 bar. I had a bit of slippage here and got out at 5650.

A couple of 8 tick trades.


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## CanOz (30 December 2016)

I'll kick off my first post with my all time favorite and current bread and butter staple play, the "balance breakout retest". This play happens several time per week on the three main markets i watch, as they do in all markets in all time frames.

This would most likely be termed a pattern breakout throwback but i use the highest volume point traded as the entry point, the Point of Control. The consolidation may look like a triangle or a flag, regardless though there will be fat profile of volume on a volume at price indicator. The reason we wait for the throwback is 1.) it nearly always comes back and 2.) it is a more comfortable area to manage the risk and 3.) we usually take very little heat if it works so we know right away if it will work or not.

The context for this play is usually a gradually building up of volume or profile build. If a market has sold off recently or had a down trend day, or two, this makes a great play to jump on the short covering rally.

Stop losses can be on the other side of the pattern or balance area, but pretty safe outside the value area.
	

		
			
		

		
	





	

		
			
		

		
	
 A rough target can be the width of the range it is breaking out from, but ideally would be to trail a stop.


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## CanOz (30 December 2016)

GAP Fills - This play has been around as long as there have been markets. In auction market theory, a gap is the end of one auction and the start of another, so it is a significant event and the levels this creates are also significant. It traps participants, they'll be "resistance" or "support" again in the future. I use these levels for reference on my trade plans, then i watch the order flow at these levels or even just place a limit order there and wait. It is rare for price to rocket through a gap fill. There must be traders there waiting to get out or in again....Risk can be very low and reward can be quite significant, even multi session.


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## captain black (30 December 2016)

I should add that I'm a very short term swing trader (20-30 trades per day in each instrument) so my setups and trade management is designed for purely short term swing trades. Although setups like "Stopping Volume" (1st trade) and Reversal bars (2nd trade) are just as easily spotted on longer term charts. I'm planning on adding a thread to the private members area that will go into more detail. Just gotta finish my paddling holiday first 

Having a look at the Bund tonight. I'll post any setups I spot here.

CanOz, have you looked at the mini Nikkei? ( N225M on the Osaka Exchange). After your suggestion of the Bund I've been looking at a few others during the Asian session and the N225M looks interesting as well. Great volume, but it looks more of a trending type of market rather than a swinging type. I can't get it to fit into any of my current models but it looks like it may work with Market Profile? Interested to hear your thoughts.


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## CanOz (31 December 2016)

Nah, I can't get any historical data for the nk mini product, so it's of no use to me.


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## kid hustlr (31 December 2016)

Really good idea for a thread. I don't have time to read the thread now so apologies if this has already come up. Context - I (barely at the moment) trade the FTSE intraday.

I also can't get onto IB right now so apologies for the atrocious image.

False break out:

So often when futures markets are in a range they constantly run the highs and lows on each end trapping break out traders. This is a fact.

The next stage however is on occasion we get the slam dunk false break which in my experience leads to a push out of the range in the opposite direction - think along the lines of 'well the market won't auction lower so by definition it must go higher.

There was about twenty confirming factors which supported this trade (fundamental news, longer term market context, the market profile, the pre-open action on the STOXX) which I won't go into that were just as important however I just wanted to highlight 2 things:

1. when futures markets are in range it's pretty hard to play a break out, we are best looking for false breaks.

2. if we get a really obvious fake out in one direction, it is very likely the range will get broken on the other side.

I feel I'd want to sit down in person with someone for half an hour to discuss this trade - very hard to properly work through over an internet forum.


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## captain black (31 December 2016)

CanOz said:


> Nah, I can't get any historical data for the nk mini product, so it's of no use to me.




No probs, I've seen it mentioned a few times over at Big Mike's (futures.io) so I've been taking a look at it while I've had some free time. It doesn't fit well with the way I trade but it's so liquid I'm going to keep an eye on it and see if I can figure it out.


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## captain black (31 December 2016)

kid hustlr said:


> False break out:




It looks like we trade different time frames but the first chart/trade/setup I posted is a false breakout. With the SPI there's often a flurry at the open then a consolidation leading into the main Asian session (particularly during daylight savings when we're out of sync with the rest of Asia). The trade I took was a breakout of consolidation which was rejected on high volume ("stopping volume") and closed on the high.

Depending on how they're setup these are high probability trades on a shorter time frame.


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## tech/a (2 January 2017)

Just had a quick look at my Photo library.

I have over 170 screen shots of various setups and trades
taken and watched over a long period back about a year or so ago.
They are a record of a lot of setups and price action I look for while
discretionary trading the DAX and FTSE. I believe they are valid with any chart.
Most are on smaller time tick charts.

When I get some time Ill start putting them up.

Happy New year everyone and make 2017 a great year!


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## captain black (2 January 2017)

tech/a said:


> I have over 170 screen shots of various setups and trades
> taken and watched over a long period back about a year or so ago.
> They are a record of a lot of setups and price action I look for while
> discretionary trading the DAX and FTSE. I believe they are valid with any chart.
> ...




Brilliant stuff tech, looking forward to it


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## Gringotts Bank (2 January 2017)

Can someone please recommend a set up which works on the DAX?


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## CanOz (2 January 2017)

Those retests work well on the dax GB, in fact the Dax may consolidate prior to lunch and then breakout and throws back after lunch and before the US open....


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## barney (2 January 2017)

CanOz said:


> As some of you know, we're onto our second son's early months now and i just don't have much time to spare for trading let alone posting,
> 
> I've even taken a job on the weekends! However, I'll try and post a few of my plays each week with a little explanation of each including context and risk management.




Can,

Firstly, congrats on the second bub .....  Kids are great ... they keep you young at heart ..... and make you tear your hair out at the same time as they get older ... (sometimes) 

Secondly, ... threads like this are the life blood of Forums where traders are prepared to share a little of their hard earned knowledge, so well done to you and all those who have already shared.

I love Futures and particularly Forex but my impulsive personality is better kept under control by trading in slow motion with Specs!!  .... Looking forward to this thread evolving over time ... cheers.


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## captain black (2 January 2017)

Gringotts Bank said:


> Can someone please recommend a set up which works on the DAX?




I've tried to trade the DAX a few times but I've never reached a positive expectancy over a statistically significant number of trades. I'm sure others trade it successfully but it doesn't work with my style of trading.

I tend to rely on making the maths work over 20-30 swing trades rather than wait to make 2 or 3 big trades per session. I admire traders like Modest, CanOz, tech and others who can do that. Day trading futures is my "steady" income and swing trading has given me a smoother equity curve trading the instruments (SPI, Kospi, FESX, ES and hopefully the Bund) that I can make work with the model I use.

I rely on being able to place a trade in a position where I know very quickly if the trade is moving my way and if it isn't, then I cut my losses and keep them small. I sit around 50/50 win/loss but keeping the losses small has been my "edge". I haven't been able to do that on the DAX and I suspect the Hang Seng would be the same. Just my 2c  

Tech mentioned he had some setups for the DAX so I'm interested to see how he manages each trade. Have you had a look at the Bund GB? I'm hoping to post some setups I've spotted in a week or two.


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## tech/a (2 January 2017)

Define "Works" GB?


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## Gringotts Bank (2 January 2017)

Just something you can code up and get a half reasonable equity curve out of it.  Doesn't have to be perfect.

Cap I haven't got data for the Bund, but I'll keep a watch out for your post thanks.


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## tech/a (2 January 2017)

GB

I don't have that info from my discretionary trading.
Mind you it wont be that long and I intend answering
a whole heap of my own questions using python.
While its a work in progress for 18 mths we are very close.

But
T/H said it best once --- *Its Like recognising your Mum in a crowd.*
and it really is. Once you've seen the same "Type" of setup time and again 
you start to pick out the face in the crowd. It may look familiar only to morph into something you don't recognise and then---failure. You may see a number of faces in quick succession.
You may see conflicting faces---all familiar.

The trick is to be able to read the crowd and the individual faces.
When its going in the direction your going hop on
If it alters get off quick. If it slows down and shows different conflicting or blank faces
then get out. Those familiar faces will return. The more faces you know the better you'll read
the crowd and the busier you'll be running in and out of it.---*Of course this is discretionary trading.*

Now like you I want to know perhaps different things than you. I know they "work" but I would *like* to know----

(1) How often they work
(2) How long they work for.
(3) Are  the two inter connected.
(4) Where does time frame come in.
(5) How quick is it wrong
(6) What constitutes wrong

I have my own discretionary thoughts but nothing that I can definitively say I have studied the data and understand this or that. These answers would help me understand the crowd when certain faces appear---Disappear--- turn blank in all trading.

So many of the setups I trade you will be able to programme into Ami.
*I welcome any results*. Even so The way I trade them--my risk on each trade and entry and exit will (would) have a bearing on the out come---so the results will only have a meaning in their programmed context. Losing results may still be traded profitably if there are different parameters involved and risk management---not to mention Trade management and ticks gained / trade v ticks lost.

I also--- *tend to rely on making the maths work
Combined with chart reading (my form of).
I'm very much 
(1) If this happens do this 
(2) If that happens do that.*

and these things maybe multiple things that cause me to act with caution--do nothing--do something. Ill find some classic single type Entry setups to post next.


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## tech/a (2 January 2017)

But before I do I strongly suggest that if your trading ANYTHING you read the text below.

Sure there are some alterations to suit your situation (EG Holding longer than a day to perhaps a Bar in X timeframe).

Read *My point is* in Howards text and that's another question I want to answer in my data series.


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## captain black (2 January 2017)

Here's a currently open trade on the Bund. 2 minute chart. I've found the pre-open on the Bund is quite a good time to trade. 2 minute chart. Weakness at the open on the first few bars. Stopping volume on the 17:38 bar (more evident on the 1-minute chart but I'm pushed for time so only got the 2 minute saved). Managing the trade with a 5-tick stop or 3-bar Countback line (whichever is hit first). Also exit on any weakness signal.

Still open atm. Entry at 164.14. Stop sitting at 164.27 currently.


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## captain black (2 January 2017)

Closed 2 out at 164.28 and the other 2 contracts at 164.27. Waiting for another setup now.


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## tech/a (2 January 2017)

Yeh like it.
Looks normal at the moment
let us know how you go.
out to tea---not trading.

I see you've closed.

Can you please post or send me a chart of the next 30 min in 2 min Timeframe please---want to have a look.


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## captain black (2 January 2017)

Will post one just before the cash open for equities (6:30 our time). It's too chaotic after then to post much.


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## captain black (2 January 2017)

Ok, here's the 2-minute. The weak bar is at 18:00 (strong signals on the 1-minute as well). I've had a couple of scalps off the 1-minute chart in this mess for a few ticks. Currently short from the red line. If it's a quiet night I'll post another one later.


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## captain black (2 January 2017)

A quick note while the cash open settles down. The weak signal at 18:00 is the controlling bar. 4 attempts (18:02, 18:04, 18:10 and 18:12) were made to push prices higher. All were on weak volume. The push lower at 18:08 with high volume signalled a short bias to me. I like taking trades with tight stops in those consolidation ranges before price breaks out. 

Oops gotta go, I'm long and this train has a head of steam


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## captain black (2 January 2017)

I'll also add that one thing you'll notice with my charts is the lack of MA's, MACD's, RSI's etc.

I have some signals on the bars that are part of the statistical analysis I've done that form part of the code (sorry, but I've switched them off before posting, I'm happy to share general ideas but not specific code) but apart from that I'm interested in only what the closing price is doing and what the volume is showing on each bar and in the context of things like controlling bars etc.

Too much stuff on charts tends to confuse the decision making process and with day trading decisions need to be made and acted on in a matter of seconds on some occasions.

Gee the Bund is a breath of fresh air after trading the FESX CanOz. I think I'll owe you a few slabs/bottles of your favourite beverages for pointing it out if it keeps trading like it has been in the last couple of weeks I've watched it


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## captain black (2 January 2017)

Here's another nice setup. High volume reversal bar at 19:36. Entry at 164.49. Exit at 164.61 after weakness on the 19:46 bar. Bread and butter trade.


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## captain black (2 January 2017)

The setups I've posted on the SPI and Bund should be fairly easy to replicate on any decent charting software. Setups like high volume reversal bars, stopping volume, reading volume and control bars in consolidation zones don't require any special coding skills. I've done a lot of analysis that's in my code but it isn't necessary to trade these types of basic setups. I'm glad tech mentioned T/H's comment about spotting your mother in the crowd because these types of setups really stand out after spending a bit of screen time.

The money is made in how these setups are managed. My long term win/loss is 50/50. I'm happy to keep banging away taking these trades and cutting them quickly if they don't go my way because I know that the other 50% of the time they will go my way and if managed properly will give me a positive expectancy.

Keep it simple. It's all in the maths.


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## captain black (2 January 2017)

For a bit of balance, here's a losing trade 

Took a short at 164.80 after the high volume down bar at 21:00. Perfect high volume reversal bar on the 1-minute chart. I'll take that trade every time if I can get on board.

Price didn't go my way and pushed past my initial stop at 164.81 and I closed it out at 164.82.

Calling it a night now. Hopefully these setups might help someone with their own trading plan.


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## jjbinks (3 January 2017)

thanks for the posts
what charting software are you using captain


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## captain black (3 January 2017)

jjbinks said:


> thanks for the posts
> what charting software are you using captain




I use Amibroker for charting. I've been using Amibroker for trading mechanical systems on the ASX etc. for well over a decade so decided to use it for futures testing/charting as well rather than learn another coding language. 

If you're starting out in futures then something like Ninjatrader or Multicharts might be a better choice with integrated DOM and trade reports etc. Apart from the DOM I use my own scripts for reports etc. but it's probably easier to start with a package that has that stuff integrated.

I use Zeroline Trader for the DOM with Interactive Brokers and the Multicharts DOM when I'm trading with AMP.


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## CanOz (3 January 2017)

Jigsaw now has a stand alone version of the thier DOM. It's just into beta now and will eventually incorporate the auction Vista feature. Something for those happy with their charts but not with thier dom....


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## captain black (3 January 2017)

captain black said:


> Took a short at 164.80 after the high volume down bar at 21:00. Perfect high volume reversal bar on the 1-minute chart. I'll take that trade every time if I can get on board.




This blow-off top bar at 21:00 set the high for the session on the Bund, these types of bars/setups quite often do.

Holding a trade overnight with a wide stop isn't part of my trading plan but for someone looking to trade that way then the type of setup at 21:00 might be worth investigating further.


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## captain black (3 January 2017)

CanOz said:


> Jigsaw now has a stand alone version of the thier DOM. It's just into beta now and will eventually incorporate the auction Vista feature. Something for those happy with their charts but not with thier dom....




Cheers for that, will take a look


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## jjbinks (3 January 2017)

do you right your own code to get that VSA type chart on amibroker


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## captain black (3 January 2017)

jjbinks said:


> do you right your own code to get that VSA type chart on amibroker




The original code that I've modified is from Karthik's VPA code which is based on the work done by Richard Wyckoff.


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## captain black (3 January 2017)

Here's Karthik's blog with versions of his VPA code plus a heap of his other Amibroker code:

http://karthikmarar.blogspot.com.au/

Here's his VPA Facebook page with analysis of the Indian market using his VPA code and other code:

https://www.facebook.com/pages/Tatechnics/231721820202451?ref=hl

Like most traders I've taken an idea and modified it to suit my trading style. One of the tools I use to manage trades is based on the 3-bar countback line I read in my first trading book by Daryl Guppy.


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## captain black (3 January 2017)

Big moves on the Bund in the last hour so I wont have time to post any setups tonight. The way I trade this type of volatility is different to how I trade normal market moves. The Bund up until an hour ago was a different market to how it's now trading, so I need to trade it in a different way. Tight stops don't work but the range is now wide enough that the trades that go my way are large enough for me to trade with a wider stop.

Recognising changes in trading conditions is probably the toughest thing to get used to with day trading but also one of the most important elements to making expectancy work.


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## captain black (3 January 2017)

For those that have followed Peter2's trading threads you'll notice how he adjusts risk etc. depending on market conditions. With discretionary based day trading we need to do the same thing, just on a more compressed time scale. The market I traded in the last hour needs to be managed in a different way to take advantage of the volatility and manage it in a way to take full advantage of it while still managing downside risk.


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## CanOz (3 January 2017)

Nice balance retest play with a GAP fill twist to play out in the next hours/days....watch 467


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## CanOz (3 January 2017)

Oh, there is also the Monday gap twist to this play today too....Maybe GB can code and test a new year gap strategy as well!


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## captain black (4 January 2017)

Another nice early setup on the Bund.

Breakout higher at the open. I didn't catch it so I wait for a reversal signal. Reversal signal (short) on the 17:40 bar.

Manage the trade with a trailing stop until another signal to reverse (long). The 17:50 bar has stopping volume on the 2-minute but not obvious on the 1-minute. Next bar (17:52) has a strong reveral bar on the 1-minute and stopping volume on the 2-minute. Flipped at 163.36 for 15 ticks. 

edit: flipped the 163.36 long at 163.39 (a bit of slippage, teach me for posting and trading at the same time  ) Now short from 163.39 with a breakeven stop. 

(I've previously posted "thumbnail" images but curious to see how the "full image" looks.)


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## captain black (4 January 2017)

Full image looks better to me than the thumbnail. Will use that from now on


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## captain black (4 January 2017)

I'll post another chart if I get time. The short trade from 163.39 I've flipped a couple at 163.29 and another couple at 163.30 so currently long.

I'm still on learner's plates with the Bund so only trading 4 contracts at the moment while I get a feel for it.

Don't want to turn this into a follow my trade type of thread so will try and stick to the theme of the thread and post a chart of the setup when time allows.


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## captain black (4 January 2017)

Ok, it's moved my way, I can post a chart to make it easier to follow the setups. Should be self-explanatory but more than happy to answer any questions.


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## kid hustlr (4 January 2017)

Captain I have a bunch of questions but you should start ur own thread and I'll ask them there. Maybe tonight's posts can be moved to there as a kick start?


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## captain black (4 January 2017)

kid hustlr said:


> Captain I have a bunch of questions but you should start ur own thread and I'll ask them there. Maybe tonight's posts can be moved to there as a kick start?




Sounds like a good idea, I'm not quite ready but I've started one in the members area here:

https://www.aussiestockforums.com/threads/captain-blacks-day-trading-futures-thread.32793/

If Joe is reading this would you like to move today's posts here over to the new thread. Thanks.

Happy to take any questions over there


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## CanOz (5 January 2017)

The bund is setting up for one of my favorite context plays, a short covering rally....will try and post some more on this in the arvo....


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## CanOz (5 January 2017)

This is currently building value where we see the volume distributing. These profile builds trap participants. We keep an eye for the levels where the shorts will start to bail out....there are two ways to trade this, one would be the use of the play as a trend direction and enter on pull backs, or start to build a position as we move lower....


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## tech/a (14 January 2017)

Here is a group of Charts showing (1) Short trade after a re test of a blow off top. Then charts with comments as I watch for an exit. (2) The final setup for the exit which shows a classic reversal.
About 60 ticks in the trade. I like to try and do these in real time (at the time) as they mean more than hind site notations. (Well I think any way.)

This is a short trade I note in my rush I used the word Buy 10035 Meaning short!


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## tech/a (14 January 2017)

This next suite of Charts shows graphically the importance of support and resistance zones.

I notice others are also a little fuzzy with their lineage of the zone as I am.

I have more examples if anyone finds there is an interest.(Various other plays)


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## captain black (14 January 2017)

tech/a said:


> I have more examples if anyone finds there is an interest.(Various other plays)




Always interested in anything you post tech 

I have my setups coded into Amibroker and they don't include support and resistance zones at the moment. With your and Pav's futures threads from a few years ago and more recently Modest's S&R levels and CanOz's Market Profile it's something I've got on the top of my list to be coded this year and incorporated into my setups.


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## tech/a (14 January 2017)

*I hope this chart introduces something new to some of you.
I've found it very powerful in my index trading and something I search for on each chart
longer timeframes best 3 min to 9 min max.


I also refer to these bars as volume support or resistance bars.

Notice that although there was a full move of about 250 ticks that the 3 very high volume bars
at the open of trade encompassed the whole sessions trading! As it panned out the spike high of 10130 ish took a while to be broken.




*


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## captain black (14 January 2017)

Yeah, like it. I also like the pattern before the 1st control zone. Strong selling up until 02:00 then a consolidation pattern between 02:00 and 04:00. The last few narrow range bars leading out of the consolidation before the edge of control zone 1 (I call it a "perch" in my code) gives a clue to the direction price will breakout and also gives an area where you can (a) place a tight stop and (b) know very quickly if the trade is not moving in your direction.

Those last few bars I call the "perch" leading out of consolidation are usually low volume bars too. Sellers are exhausted because with each test to push price lower they've failed. Buyers are waiting for sellers to push lower again but sellers have given up. Hence the low volume and narrow range. Next bar is the breakout from the consolidation and then we get the final test to push lower after the breakout which fails again and off it goes with a large range bar (the first high volume bar in the control zone).

Like blow-off tops and stopping volume these patterns are fairly easy to code and backtest.


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## Trembling Hand (16 January 2017)

tech/a said:


> Notice that although there was a full move of about 250 ticks



Tech a tick is the *minimum *move of a futs contract. So for the DAX its a 1/2 point. That was a 500 tick move OR 250 points.


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## tech/a (16 January 2017)

Stand corrected.

25 Euro being min a contract I've never noticed.


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## CanOz (17 January 2017)

Incomplete profile play on the Bund setting up.....
	

		
			
		

		
	






this is a CT play at the moment, look for longs at 163.64


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## CanOz (18 January 2017)

I had to bail early on this, due to issues with kids, but the play is still active. I'm now watching the retest area for longs...


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## CanOz (27 January 2017)

CL broke out of its balance area last night, so now its setup for the throw back to 53.24-53.16


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## Quant (8 March 2017)

CanOz said:


> CL broke out of its balance area last night, so now its setup for the throw back to 53.24-53.16



  Canoz just wondering how you market/ volume profile guys deal with the huge volume on futures rollovers  , trying to explore this tool and wondering if it useful at all around contract rollovers  , Keen to hear views of the experts  ... thank you

PS id love to share some futures plays and will add a couple in time  , but at times the best plays i have are an edge and edges lose sharpness as they become 

FWIW i think a thread like this is a prime candidate for a the ASF only private forum . Encourages membership to access the great content , good for Joe Blow  

common


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## Trembling Hand (8 March 2017)

Quant said:


> Canoz just wondering how you market/ volume profile guys deal with the huge volume on futures rollovers  , trying to explore this tool and wondering if it useful at all around contract rollovers



What is that data? If that is daily it looks wrong. Should be around 20,000 to 30,000 on a normal day.


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## Trembling Hand (8 March 2017)

Ok I see its hour or something? But still you have to be careful who's data you use. IB for example is rubbish and treat a rollover as a trade and included it. Most decent data vendors don't include it. Esignals CQG etc.


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## Quant (8 March 2017)

Trembling Hand said:


> Ok I see its hour or something? But still you have to be careful who's data you use. IB for example is rubbish and treat a rollover as a trade and included it. Most decent data vendors don't include it. Esignals CQG etc.



OK thanks for that  , obviously i will ignore rollover on what im getting   , intraday over couple days no big deal but big picture its distorting what im looking at  

My daily volumes look about right


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## kid hustlr (8 March 2017)

By no means an expert but several of the guys i follow on twitter who use MP / VP almost exclusively have made the point that during rollover their edge is lower


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## CanOz (8 March 2017)

Hi quant, hope all is well ! I use continuous back adjusted contracts, merged. So the volume at rollover is captured in the composite and then in the individual daily profiles as well. There is a slight difference in the volume around rollover but it's all relative in terms of the key reference levels anyway.


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## grah33 (3 August 2018)

It's great seeing how people are trading their futures.  Just wondering if there is a name for these kinds of technical analyses methods that people are using to trade futures, or a book they got it from?

Maybe price action stuff (such as in the babypips course for forex ) can also be used, although it doesn't incorporate volume in the analyses.


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