Some of my current graybox tools…

Graybox Trading

Jun 20

In this post, I wanted to share a few of my graybox tools that I’m currently using in my active futures trading. My setup is still very much a work-in-progress. As a tape reader, I use my AlphaReveal software which gives me key insight into the market micro-structure:

alphareveal

Beside AlphaReveal, I have Tradestation running. On Tradestation, I have several proprietary indicators. One of my newest creations is a scrolling heat map style indicator that surfaces the bias of several proprietary indicators. The X axis values do not mean anything. I am only looking at the mix of red and green bars. This is a new indicator and one that I plan to add  additional signals to in the future. As well, I plan to remove any the signals that do not increase value. This indicator is useful because I can read it at a glance, which is important to me:

heat map scalper dots

Below is an indicator I developed which shows me the dollar range of any given market. I find this helpful for getting a general idea of the market’s trend and nature. It is nothing too proprietary but very useful nonetheless. This is one I may release in the upcoming premium section in the near future:

daily equity histogram

Beyond that, I have several additional proprietary indicators and a couple systems providing signals. I am constantly seeking to eliminate anything that doesn’t add value to my setup while constantly seeking new tools that yield superior value.

 

About the Author

Curtis is passionate about markets. He has developed top ranked futures strategies. His core focus is (1) applying machine learning and developing systematic strategies, and (2) solving the toughest problems of discretionary trading by applying quantitative tools, machine learning, and performance discipline. You can contact him at curtis@beyondbacktesting.com.

>