Just curious, does anybody have a volume based automated trading system they could share that works? Thanks.
What are you trading and what software are you running? Do you currently use VWAPs or Volume Breakdown? I have something for equities but don't have a datafeed for currencies with volume data so don't find I can use it there.
Volume breakdown. I've been trading options only, and now I will probably start trading futures and stocks as well when I switch to an IB account early next month. Most likely I'll use Ninjatrade or similar and eventually program my own proprietary software. I am not quite ready to go automated yet, since I can't see myself using it for options, most likely I will use the automated piece for futures/stocks once I gain more experience (way down the road Forex). -steps
Go here for stocks: http://www.elitetrader.com/vb/showthread.php?s=&postid=2651406#post2651406 And go to "iterative refinement" journal and its predicessors for commodities intraday trading.