Most volatile EU/GU/XAU/BTC trading | Page 85 | Crypto Craft

Options

Go to
Permalinks
Print Thread

Related Instruments

GBP/USD

Similar Threads

Most Volatile & Crazy Month? 6 replies

Anyone try using XAU/USD - XAU/EUR as proxy for EUR/USD? 4 replies

The most volatile pairs? 5 replies

the most volatile instrument 4 replies

Most volatile over the long term? 0 replies

Attachments: Most volatile EU/GU/XAU/BTC trading
Exit Attachments

Most volatile EU/GU/XAU/BTC trading

  • #1,681
  • Feb 22, 2023 8:38am Feb 22, 2023 8:38am
Quoting Betchad
{quote} I know you have a subscription to CD already, but what I don't know is if you have a lifetime license or not. If you think that you could make this work then I'll buy the license for you. I'd even consider the proper $450/month CME package further down the line. Right now I'm spending double that on news.
Thank you my friend, I'll appriciate!
But the main issue here, that CD indicator is not open source, so I don't know the trigger name it use. So I can't get the data it has because of that.
That's why I'm still thinking how better make it.
Observer effect
  • #1,682
  • Feb 23, 2023 3:09am Feb 23, 2023 3:09am
Quoting ryuryu
{quote} Thank you my friend, I'll appriciate! But the main issue here, that CD indicator is not open source, so I don't know the trigger name it use. So I can't get the data it has because of that. That's why I'm still thinking how better make it.
Would this help? There is a sample project yokawasa/azure-functions-python-samples on GitHub for Azure Function using Python which includes many samples using different triggers like queue trigger or blob trigger.
  • #1,683
  • Feb 23, 2023 3:29am Feb 23, 2023 3:29am
hi thank you for this great thread ryuryu
you mention in the first post on the threads the indis you use
could you explain what your strategy is and the rules for enter and exit explain the principles
and if there is any indicators that you are add to the list you mention before
or if it is some were in the thread guide me to the link
thank you very much in advance
  • #1,684
  • Feb 23, 2023 3:39am Feb 23, 2023 3:39am
Quoting CashBox
{quote} Would this help? There is a sample project yokawasa/azure-functions-python-samples on GitHub for Azure Function using Python which includes many samples using different triggers like queue trigger or blob trigger.
Sorry didn't get what Azure Function is and what it for. If you want to create bot for MT5 using python you just need mt5 and python. Then you can use any python library you want.
Since I was creating my bots for crypto and there are trades (volume) data available for free then I just never ask myself how to make it for forex.
As I know there are CME API where you can get that data. But it is pretty expensive.
May be there is another option somewhere, I just don't know.
In fact I have no time now to investigate it. I'm making bots, dashboards and indicators for crypto. Also I'm trading crypto as well and for now see no purpose of trading forex because it is much more risky and many times less profitable as crypto.
But why not to make few bots for forex, so I just did it

Quoting MhMd3eZZ
hi thank you for this great thread ryuryu you mention in the first post on the threads the indis you use could you explain what your strategy is and the rules for enter and exit explain the principles and if there is any indicators that you are add to the list you mention before or if it is some were in the thread guide me to the link thank you very much in advance
You are welcome my friend!
I can't post links here, because greedy assholes always start to complain that I'm promoting something. So please pm me and I'll give you the link to my discord group where we discuss all the strategies, bots, share ideas and so on.
Observer effect
  • #1,685
  • Feb 23, 2023 3:43am Feb 23, 2023 3:43am
Quoting ryuryu
{quote} Sorry didn't get what Azure Function is and what it for. If you want to create bot for MT5 using python you just need mt5 and python. Then you can use any python library you want. Since I was creating my bots for crypto and there are trades (volume) data available for free then I just never ask myself how to make it for forex. As I know there are CME API where you can get that data. But it is pretty expensive. May be there is another option somewhere, I just don't know. In fact I have no time now to investigate it. I'm making bots, dashboards...
Potential trigger(s) for CD for Python.

"Would this help? There is a sample project yokawasa/azure-functions-python-samples on GitHub for Azure Function using Python which includes many samples using different triggers like queue trigger or blob trigger."
  • #1,686
  • Feb 23, 2023 3:56am Feb 23, 2023 3:56am
Quoting CashBox
{quote} Potential trigger(s) for CD for Python. "Would this help? There is a sample project yokawasa/azure-functions-python-samples on GitHub for Azure Function using Python which includes many samples using different triggers like queue trigger or blob trigger."
It can help to extract variables from mql5 indicator?
Observer effect
  • #1,687
  • Feb 23, 2023 4:02am Feb 23, 2023 4:02am
Quoting ryuryu
{quote} It can help to extract variables from mql5 indicator?
I am not sure...my daughter is the Python programmer who decided to edit books before they're published.

I know you're not a metatrader fan, but I'm old school who started out mt4 and you got my attention when you said you were learning Python to mt5. Just hoping that info would help.
  • #1,688
  • Feb 24, 2023 6:33am Feb 24, 2023 6:33am
I'm now focused on moving everything from traditional databases to Redis (in-memory). Because traditional databases are not able to manage all the ordeflow and to record all the data.
But in-memory database can do it easy.

This is example with the difference SQLite vs Redis
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 4 KB
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 3 KB

For low vol assets everything is okay, because there are no many trades and database is able to save the data. But for high vol assets it miss >50% of data, that is not good especially to trade Deltas.


I'm saving every trade to redis is this format:

Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 6 KB
As you see each trade has unique key, with data inside. So it is easy to take all the sell trade and all the buy trades and create datasets.

Moreover calculating the dollar volume at the moment of trade is much more accurate then calculating all the volume at current price.
Observer effect
  • #1,689
  • Feb 26, 2023 1:41am Feb 26, 2023 1:41am
Quoting ryuryu
I'm now focused on moving everything from traditional databases to Redis (in-memory). Because traditional databases are not able to manage all the ordeflow and to record all the data. But in-memory database can do it easy. This is example with the difference SQLite vs Redis {image}{image} For low vol assets everything is okay, because there are no many trades and database is able to save the data. But for high vol assets it miss >50% of data, that is not good especially to trade Deltas. I'm saving every trade to redis is this format: {image}As you...
Pretty good tip on Redis!
But are you seeing any profitable deltas in crypto? One would think that the exchanges would not allow any deltas to exist, especially with crypto when it's all conveniently digital and available, meaning price will near instantaneously adjust to any change in trade volume.
  • #1,690
  • Edited 5:49am Feb 26, 2023 4:48am | Edited 5:49am
Quoting costos
{quote} Pretty good tip on Redis! But are you seeing any profitable deltas in crypto? One would think that the exchanges would not allow any deltas to exist, especially with crypto when it's all conveniently digital and available, meaning price will near instantaneously adjust to any change in trade volume.
I have finished moving everything to Redis.
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 19 KB
It works very fast and somehow use lower CPU then SQLite or Postgre...
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 4 KB

About the deltas. I'm trading deltas. And you are absolutely right my friend deltas are very good for exit purpose. When orderbook wall found then here we will have a lot of opposite deltas.
The only one thing about volume and delta trading that it is hard to show how to trade it. Because everything happens inside the candle and the chart with historical data literally shows nothing...

Like that famous Ryuryu's Three-in-a-row thing. Yes, it is profitable. But it is too slow for me. People making 100%+ daily with that approach, yes. And it is good for manual trading. But not for lazy arse like me. I want bot to do all the job for me so my timeframe is 200ms - the speed of websockets

BTW I forgot somehow to say that I have created cumulative delta indicator many month ago may be a year ago I don't remember.
It if free for all of course. To obtain it the only one rule must be matched - you must be a member of my discord trading room. Because I don't want to spread my indicators for all the public.
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 65 KB
Observer effect
  • #1,691
  • Feb 26, 2023 6:19am Feb 26, 2023 6:19am
One big task ongoing: create CUSTOM charts with REAL volume, REAL delta and with lowest possible timeframe (200ms).
I have no time for that because I have to learn javascript first... but someday I'll finish it. I have found openai very helpful in learning how to code so now I'm improving my coding skills very fast.
That mean someday we can have same charts like tradingview, but with really good data on it and all the indicators in one place.

Stay tuned!
Observer effect
  • #1,692
  • Feb 26, 2023 7:14am Feb 26, 2023 7:14am
Quoting ryuryu
One big task ongoing: create CUSTOM charts with REAL volume, REAL delta and with lowest possible timeframe (200ms). I have no time for that because I have to learn javascript first... but someday I'll finish it. I have found openai very helpful in learning how to code so now I'm improving my coding skills very fast. That mean someday we can have same charts like tradingview, but with really good data on it and all the indicators in one place. Stay tuned!
Looking forward to it ryuryu, thank you !
  • #1,693
  • Feb 26, 2023 7:25am Feb 26, 2023 7:25am
Quoting ryuryu
One big task ongoing: create CUSTOM charts with REAL volume, REAL delta and with lowest possible timeframe (200ms). I have no time for that because I have to learn javascript first... but someday I'll finish it. I have found openai very helpful in learning how to code so now I'm improving my coding skills very fast. That mean someday we can have same charts like tradingview, but with really good data on it and all the indicators in one place. Stay tuned!
Hi ryuryu

I'm liking what I'm hearing, never for one moment doubt you won't make your dreams a reality -

But hang on a second, what's this 200ms time frame talk when you know I'm stuck on a slow boat within a 3 second chart.
I better get a good head start on you my trading bigger on my Heatmap software - before your new charts just chase down my profits.

Catch me if you can
Trading thin liquidity at the boundary of the charts
  • #1,694
  • Feb 26, 2023 8:29am Feb 26, 2023 8:29am
Quoting RickM
{quote} Hi ryuryu I'm liking what I'm hearing, never for one moment doubt you won't make your dreams a reality - But hang on a second, what's this 200ms time frame talk when you know I'm stuck on a slow boat within a 3 second chart. I better get a good head start on you my trading bigger on my Heatmap software - before your new charts just chase down my profits. Catch me if you can
Old V3 API on bybit said that the update frequency of websockets for trades is 200ms.
As I see now, V5 has
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 10 KB

So it is really real-time. Then we can have 5ms timeframe hehe.

Also, the response has a timestamp, and it is in linux epoch format:
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 12 KB
it is milliseconds, so literally we can have 1ms timeframe haha

But in fact I want to make custom charts with any tf you want. Like if you want to trade with 3second chart then ok, then you can switch to 5second or 100ms. It doesn't matter. Because the datafeed is live.
Observer effect
  • #1,695
  • Feb 26, 2023 8:47am Feb 26, 2023 8:47am
----- Announcement -----
I don't want to write anything in other topics anymore and teach anyone.
I don't understand at all how you can trade for 10-15 years and not know absolutely nothing about volumes or how the market works.
I don't believe this is possible.
This is either a special kind of idiocy, or a banal scam.
In any case, I do not want to participate in this and advertise these scammers with my participation.
----- Announcement -----


So I will post only in this thread, if you want to discuss volume delta approach please you are all welcome!
Observer effect
  • #1,696
  • Feb 28, 2023 6:13am Feb 28, 2023 6:13am
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 28 KB

Added buys, sells separate. Also delta in $ and delta in%
Look nice, will update the website too to show that data
Observer effect
  • #1,697
  • Mar 1, 2023 3:58am Mar 1, 2023 3:58am
I have updated the website as well, so now you can see imbalances

Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 32 KB

2 trades today were made using that approach.

1. Check volume and distance, pick the coin.
2. Wait it to hit HH or LL
3. Wait it to have imbanance

Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 17 KB
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 12 KB
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 17 KB
Observer effect
  • #1,698
  • Mar 1, 2023 3:19pm Mar 1, 2023 3:19pm
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 3 KB
I have found one interesting idea. I was trying to improve the speed of redis (because it read all the trades for 4 seconds). And now it read it for 2. But that was not the case. The case is that I have added time check (script execution time) and hmm it looks like it can be used like a rating: for example APE read time is 6 seconds but btc is 21 because there are much more trades for btc. So we can have some kind of rating, depending on the amount of trades.
Also I have added calculations of all buys and sells, so we can see general market imbalance. I think that can be helpful to see the trend
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 5 KB
Observer effect
  • #1,699
  • Mar 1, 2023 11:48pm Mar 1, 2023 11:48pm
As promised I have added global market imbalance calculations to website
(now I know how to use redis with php haha )

Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 44 KB
Observer effect
  • #1,700
  • Mar 4, 2023 1:59am Mar 4, 2023 1:59am
Trader must be smart and educated. And he must criticize everything. It is very important to filter all the bullshit around and not allow it to land in your head. Because lie repeated 100 times become true.

I'll show you how to detect "not a trader" and skip what such people saying.
I can't post in this thread (https://www.forexfactory.com/thread/...chman?page=275) because scammers banned me for revealing their lie, so I'll show you here.

Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 38 KB

Quote
If you are an intraday swing trader, aiming for 50pips minimum per entry, then keep your eyes on the h4 candle. The secret sauce is h4 candle and h4 intent(not the same as candle) governs intraday movement. H4 intent is the most important, trade in the direction of the intent, never against this intent that kills the account.

1. "intraday swing trader" - There are no intraday swing traders. It is not possible to trade with some limits like days. Each day unique, every trading condition different.
2. "aiming for 50pips minimum per entry" - this shows that "trader" don't know the math, don't understand how margin works, can't calculate position stats. This statement in general make no sense.
3. "keep your eyes on the h4 candle" - Here we approve again that "trader" have no clue how market works, what candles are and even what open and close time of candle showing. He even don't realize that candle time is close time, not open. Also why then not 4H candle or 3.33H candle? Again, that "trader" just don't understand how market works and that if he want to use "candles" he must adjust the timeframe to the market conditions first.
4. "trade in the direction of the intent, never against this intent that kills the account" - This show us vacuum in "trader's" head, complete lack of knowledge, general misunderstanding of the principle of operation of exchanges.
... and the funniest part:
5. "the only thing that can move a intraday swing 50pips and more is h4 intent." - I even don't know how to comment it. Guy thinks that... oh, no. Please. I can't stop laughing

So, if you met such a person and read about the same bullshit now you know how to detect "blah-blah-blaher". Remember they like to use words like "key", "secret sauce", "learn" and so on.

Analyze the messages on the forum, practice looking for inconsistencies. This will help you understand that 99% of people here are complete losers and do not know anything about trading at all. And that there is no need to waste time either arguing with them or identifying their lies. All you need to know is that you don't need to read, listen and perceive them.

Think with your own head. Remember that there is no place for magic and magic in trading, only mathematics and common sense.
Observer effect
4 traders viewing now