Jeremytang

Use the CurrentOHLC indicator, here is also a PriorDayOHLC indicator as well.

Hi UB, I'm curious, if I may ask... What is the output that your NN generates? Jeremy

Hi Ranger, Thanks for your contributions to the community! I was actually starting work on a scalping strategy when I came across your post. Would you be interested in a port to NinjaTrader? Let me know if so, I'd certainly be interested in taking that on. Jeremy

Interesting... Do you look at volume on the same timeframe, or do you like to zoom out to a longer timeframe? Ie: daily chart

I'm currently trying to figure out a way to idenitfy short term intraday s/r using a mechanical (computational method)... So far I've noticed that sometimes EMAs of the highs and lows can act as s/r for certain instruments. I'm curious is there anyone else out there using any TAs to derive S/A levels?

I'm curious bakrob, have you ever compared tightening stops as opposed to taking the trade off and on (in this case tightening it 3-4 ticks once say 7-8 ticks of profit has been reached)

Deadalus, What criterion are you using for entry? Is it mechanical? If so I may be able to assist in backtesting a scalping strategy over a very long history over the 6A and perhaps others. Also considering that a scalping strategy is basically trying to steal profits from the general noise of the market, ever consider dynamically basing profit and loss stops off some multiple of recent atr?