using System.FloorTraderMethod;

private void CalculateATR()
{
decimal atr1;
decimal atr2;
decimal atr3;
decimal maxATR;
for (int i = 0; i <= Date.Count; i++) { if (i == 0) ATR.Add(High[i] - Low[i]); else { atr1 = Math.Abs(Close[i - 1] - High[i]); atr2 = Math.Abs(Close[i - 1] - Low[i]); atr3 = High[i] - Low[i]; maxATR = Math.Max(atr1, atr2); maxATR = Math.Max(maxATR, atr3); ATR.Add(maxATR); } } }

Last night, after much delay and excuse-making, I finally began programming the Exponential Crossover project on the Trading Tribe website! I am working in C#. I am amazed how foreign programming language used to seem to me, but now I am certainly becoming handy with it. I'll post some of the project: it's so apparently technical, but in actuality very organic. I like that paradoxical element about it.

I quit trading today around 12:00pm because I did not get enough sleep last night and I caught some great trades during my sweet spot from 10:30 - 11:30pm. I will have to figure out how to trade the afternoon because my present strategy of playing the strongest/weakest names for the day do not seem to work nearly as well after 2pm. Also, institutions usually put their orders in around 3:30pm, which does not give much time for a pullback I need for an entry.

Did well today: 6-4-1 with an average winning R of 2.10. Hit a home run in CAT with a 4R trade and should have had a monster in WFC (probably 6.5Rs) but put my stop too close and only made 3R. I will look into giving stocks a buffer above/below the pullback level on the 2-min chart, so that I do not get shaken out. Also, have found that more "orderly" pullbacks generate winners more often and often BIGGER winners. If you take a look at some of the lackluster trades below, such as MDR, MEE, and VLY, the pullback directly prior to the entry is pretty "messy" whereas the great trades, such as CMC, CAT, and to some extent WFC, are more or less streamlined. I'll start to keep an eye out for that.




Also, wanted to show how I am booking profits with the home-run exit strategy. CAT below is an example. I use a binary exit and move my stop up/down based on levels developed on a lower timeframe, which is a 2-min chart in this case. The ascending red lines show the movement of the stop.


Best to you all!