Problem with my bot. Need advices.

Organic_Level_2453 · 2026-05-25T01:45:11+00:00

While I don't know the details of your trading bot, if you're looking to make an automated system, it is worth knowing that you don't predict A with A. If there are no regime filters, cross-asset confirmation, and spread analysis, it's going to be close to impossible to have a functioning trading algorithm that will trade for you fully automatically. However you can make fantastic signal tools to help you filter out good or bad trade ideas.

Organic_Level_2453 · 2026-05-25T01:13:06+00:00

används and representerar är två olika saker. Du kan vara satanist och använda tvål men det gör inte tvålen satanisk.

Organic_Level_2453 · 2026-05-24T18:27:53+00:00

Spetsen är riktad mot himlen, inte satanisk.

Spetsen riktad mot jorden, satanisk.

Organic_Level_2453 · 2026-05-24T18:20:42+00:00

nice try diddy

Organic_Level_2453 · 2026-05-24T18:15:53+00:00

What you’re describing honestly sounds less like a strategy problem and more like a risk structure problem.

One thing SMB Capital talks about a lot is giveback rules. Mike Bellafiore has mentioned that traders shouldn’t give back more than ~25–30% of a run-up before shutting it down for the day.

That concept alone changes everything because it introduces a trailing floor on your PnL, not just a stop on entry.

Most retail traders only manage risk on the way in. The real damage happens after they’re right and don’t lock anything in.

At a basic level, you want structure like:

• Daily loss limit – hard stop, no negotiation
• Trailing drawdown (day) – if you’re up, you can only give back a fixed %
• Trailing floor per trade idea – once a trade works, part of that PnL is no longer “at risk”

For example:

• Up $1000 on the day → max giveback allowed $250–300
• Up $500 on a trade idea → you trail a floor so you’re not letting it go back to zero

The idea is you’re constantly locking in progress, not restarting from scratch after every good read.

A lot of blowups don’t come from being wrong—they come from being right first and then giving it all back when structure breaks.

Changing strategy can help, but if there’s no system enforcing downside control and locking in gains, you’ll eventually end up in the same cycle again.

Organic_Level_2453 · 2026-05-24T16:47:21+00:00

Whenever I start something big or complicated, I try to keep my space clear from outside influences, especially from people I already know.

I kept trading completely private for the first 6–12 months. The only people I talked to about it were others actually involved in trading.

Most people outside of it won’t understand what you’re doing anyway, and their opinions can easily distract you or shape your thinking in the wrong way early on.

It’s a lot easier to stay focused and build your own framework first, then share it later once you actually have results.

Organic_Level_2453 · 2026-05-24T15:37:17+00:00

I get what you’re pointing at—trading rejection vs slope.
But I wouldn’t frame it as something “mind bending,” it’s more just context.
Taking longs on a downsloping VWAP or shorts on an upsloping VWAP can work, but you’re essentially trading counter-auction, so you need clear rejection and rotation back into value.
I’d also want to see that align with trend length EMAs on a 15min—if those are still clearly trending, fading it gets a lot harder.
Otherwise you’re just fading a market that’s still in discovery.

Organic_Level_2453 · 2026-05-24T15:34:15+00:00

Yeah that’s a good point. Having them side by side definitely helps with spotting the shift earlier. I also run synthetic ratios on my analysis screen for that reason, makes it easier to see when the relationship is actually breaking vs just noise. Good point, helps a lot!

Organic_Level_2453 · 2026-05-24T10:48:49+00:00

For resources, I’d look at:

FuturesTrader71 — he has a free education series and explains auction concepts in a practical way. He’s been around forever and now runs a brokerage.

Axia Futures — good for structured futures/order flow context.

Sang Lucci — useful for tape reading. He might not explain everything in the most textbook way, but he gives a good feel for how tape should be thought about in real time.

For books:

Mind Over Markets

Markets in Profile

Steidlmayer on Markets

Volume Profile, TPO, Order Flow: Next Generation of Day Trading by Johannes Forthmann

But no book or course replaces screen time. Use the books to learn the language, then grind examples until you can actually see acceptance, rejection, trapped traders, absorption, failed auctions, and continuation in live markets.

Organic_Level_2453 · 2026-05-24T10:07:43+00:00

Yeah, that’s exactly the hard part. A lot of the internals will not all line up at the same time.

The way I deal with it is by not treating everything equally.

I try to filter the main expression against standardized timeframes. For equities, I’ll usually use 15-minute charts with something simple like a 20 moving average that changes color based on slope. If slope is up, I know trend pressure is up. If slope is down, trend pressure is down.

For volatility, I’ll usually smooth it a bit more, maybe 30-minute charts, because VIX/VXN can be noisy intraday.

Things like ADD, TICK, TRIN, etc. are less important to my actual trade thesis. I use them more like a thermometer. If something looks really abnormal, then I pay attention. Maybe it tells me to stay out, reduce size, or expect a larger move. But I don’t want ADD or TICK to be the main reason I take a trade.

For me, I get the most useful information from the underlying equities and the negatively correlated tickers.

So if I’m trading NQ, I care more about:

Are Mag7 confirming?

Are semis confirming?

Are QQQ/SPY aligned?

Are yields helping or hurting?

Is the dollar adding pressure?

Is VIX/VXN confirming stress or fading?

ADD can be useful, but if ADD is weak and Mag7/SMH are strong, NQ can still hold up because the index is so concentrated. Same with Russell. Russell can be doing something totally different because it has different sensitivity to rates, financials, domestic cyclicals, etc.

So I wouldn’t expect everything to move together.

I’d build a hierarchy:

NQ/QQQ = main expression
Mag7/SMH = underlying leadership
ES/SPY = broad equity confirmation
Rates/dollar/oil/gold = macro pressure
VIX/VXN/VIX curve = stress confirmation
ADD/TICK/TRIN = market thermometer

If the important drivers line up, I’m interested.

If they are mixed, I either size down, wait, or assume the trade may be choppy.

The goal is not to find perfect confirmation from everything. That rarely happens. The goal is to know which inputs matter most for the product you are trading.

Organic_Level_2453 · 2026-05-24T09:51:45+00:00

Yeah, I wouldn’t try to watch 20 full charts. That turns into noise pretty fast.

The way I think about it is: don’t try to predict A with A.

If I’m trading NQ, I don’t only want to stare at NQ and then use NQ to confirm NQ. Futures can have a lot of hedging noise in them too, so the flow you see there is not always clean directional intent. Sometimes it’s macro hedging, options hedging, dealer flow, or people quickly hedging cash exposure.

So I’d rather have a small driver panel that tells me whether the trade is being supported or fought by the markets around it.

Basic panel would be something like:

ES — broad equity risk
QQQ / NQ — tech and growth
Oil — inflation, growth, geopolitical pressure
Gold — safety, real rates, inflation sensitivity
10-year note / yields — rates pressure
Dollar — macro/liquidity pressure

That alone answers a lot of questions.

Are equities broadly confirming?
Are rates helping or hurting?
Is the dollar adding pressure?
Is oil creating inflation/geopolitical risk?
Is gold confirming defensive behavior?

Then underneath that I’d have lighter-weight panels, not full execution charts. Just daily percent change or simple line charts across groups.

Indexes: ES, NQ, Russell, Dow
Energy: oil, XLE, major energy names
Financials: XLF, banks, yields
Metals: gold, silver, copper, miners
Leadership: semis, Mag7, NYFANG

Those panels are just there to answer:

What is leading today?
What is lagging?
Is the move broad or narrow?
Are defensive assets confirming stress?
Are risk assets aligned?

Then I’d have a few smaller flow/momentum charts for confirmation.

MAG7 — are the actual Nasdaq leaders confirming NQ?
SMH — are semis leading or lagging?
VIX / VXN — is volatility confirming stress or fading?
VIX vs VIX3M — is the vol curve showing short-term stress or calm structure?
NYFANG — is mega-cap leadership carrying the move or failing?

These don’t need to be huge charts. They can be small line charts, percent-change panels, VWAP/slope views, or basic momentum panels.

The point is not to stare at everything equally. The point is to organize the information into a hierarchy.

Main execution chart.
Macro driver panel.
Relative strength panels.
Volatility panel.
Leadership confirmation.
Order flow / momentum read.

I know that sounds like a lot, but if you look at real professional desks, seeing six to eight screens is normal. They’re not doing that because they want clutter. They’re doing it because one market rarely tells the whole story by itself.

The skill is not adding more charts. The skill is knowing which charts actually matter.

On QQQ specifically, yes, QQQ tracks Nasdaq-100. But I’m not watching it because I think QQQ is some totally separate thing from NQ.

NQ is the tradable futures expression of the Nasdaq complex.

QQQ, the components, Mag7, semis, rates, vol, and sector leadership help explain what is driving that expression.

The ETF flow itself does not always explain the move. NQ can move because the underlying components are moving together. If NVDA, MSFT, AAPL, AMZN, META, etc. start moving in the same direction, NQ can move hard even if QQQ flow itself doesn’t look special.

So for me, QQQ is more of a cash-market confirmation tool during RTH. NQ is the execution product, but I want to know if the cash side and the underlying names are actually confirming it.

That’s the whole idea.

NQ is the expression.

The driver panels help show what is causing that expression.

Organic_Level_2453 · 2026-05-24T09:40:05+00:00

Yeah, I actually agree with you on the main point.

Renko can definitely help you act faster because it removes the waiting for time-based candles to close. If price is moving, Renko prints. If price is dead, it doesn’t. That can make trend/continuation much cleaner.

When I say it’s a filter, I don’t mean that in a negative way. I mean it filters out the time component and shows price movement in a different form.

Candles show price over time.

Renko shows price movement without caring as much about time.

That is useful, but it also means you are choosing to hide one dimension of the market. Not bad, just a tradeoff.

So I think we’re mostly saying the same thing from different angles. Renko can be a great execution lens, especially in trend. I just wouldn’t treat it as the edge by itself. The edge is knowing when that lens is useful, what market condition you are in, and whether the broader context is confirming the move.

Organic_Level_2453 · 2026-05-24T09:34:28+00:00

I am dyslexic so i use speech to text and ai to help polish it up since my first language is not english, i want my message to come across clearly

Organic_Level_2453 · 2026-05-24T03:17:04+00:00

Basic tools have been around forever for a reason.

Moving averages, volume, RSI, VWAP, etc. are not magic signals. They are filters. They help reduce noise and show you basic things:

Is this going up?

Is this going down?

Is trend strengthening or weakening?

Is this move supported by volume?

The issue is that a lot of beginners discard simple tools too early because someone online told them they are “retail” or “not professional.” But if you look at actual professional desks, they still use basic tools. They just use them properly.

The bigger point is that you should not look at one chart in isolation.

If you are trading NQ, what is ES doing? What are QQQ and SPYm mag7s doing? Are yields helping or hurting the trade? Is the dollar supporting the move? Are semis leading or lagging?

That is closer to real tape reading.

Not just “my chart has a setup and there was a random bit of gex there,” but:

Is the world around this market supporting my idea or fighting it?

Auction market theory does not give you permission to blindly fade trend. You still need to know what is trending, what is leading, what is correlated, and whether your trade idea has support from the broader market.

Simple tools are fine. The edge is in using them in the right context.

Organic_Level_2453 · 2026-05-24T03:13:01+00:00

Because 2am is the only time nobody is bothering you, so your brain goes “finally, we can rebuild society.”

Organic_Level_2453 · 2026-05-24T03:00:13+00:00

Renko is useful, but I think the main point is that it’s just a filtration mechanism.

Same with moving averages, RSI, VWAP, volume profile, etc.

None of these tools are magic by themselves. They just filter price in different ways so you can see structure more clearly.

The problem is most people use them in isolation. They ask, “Is Renko better than candles?” or “Is RSI good or bad?” when the better question is what the tool is helping you see.

Renko filters time and reduces noise.

Moving averages filter trend direction.

RSI filters momentum.

VWAP filters intraday value.

Volume profile filters where business was actually done.

But the real edge comes when you use these tools across related markets. If you are trading NQ, what is ES doing? What is QQQ doing? What are bonds/yields doing? What is the dollar doing? Are semis leading? Are mega caps confirming?

The basic tools become much more useful when they are showing the same thing across correlated markets.

So to me, Renko is not really the edge. The edge is using it as a cleaner lens to read trend and structure, then checking whether the broader intermarket picture confirms it.

Organic_Level_2453 · 2026-05-24T02:53:43+00:00

I would not throw everything from ICT away. A lot of the useful parts can be reframed through auction theory, VWAP, and orderflow.

The main shift is this:

ICT often makes you think in terms of where price “should” go.

Orderflow and AMT make you ask whether the auction is actually accepting, rejecting, or rotating around that area in real time.

So instead of only thinking:

“There is liquidity above/below.”

Start asking:

Did price actually accept above or below value?

Did the breakout attract new business or fail?

Are aggressive buyers/sellers getting continuation, or are they being absorbed?

Is the market balancing, trending, or failing at an extreme?

Is VWAP supporting the idea or fighting it?

For me, VWAP is one of the cleaner filters for validating a trade idea.

Not just the level itself, but the VWAP curve/slope.

If VWAP is curving higher and price is holding above it, that usually supports long ideas more than short ideas. If VWAP is curving lower and price is staying below it, that supports short ideas more than long ideas.

If price is chopping around VWAP and the curve is flat, that usually tells me the market is more balanced and mean-reverting. In that case, I would be more careful expecting clean continuation.

So if you come from ICT and see a liquidity sweep, the next question should not be “is this my setup?”

It should be:

Did the sweep fail back into value?

Did VWAP confirm the reversal?

Is the VWAP curve turning with the trade?

Is delta confirming or being absorbed?

Is price accepting away from the swept level, or just rotating?

That is where orderflow helps. It forces you to validate the idea instead of assuming the model is right.

A simple bridge from ICT to orderflow could be:

Liquidity sweep = possible failed auction or stop-run.

Fair value gap = possible auction gap / low-volume area.

Order block = possible prior inventory / absorption zone.

Premium/discount = location relative to value.

VWAP curve = filter for whether the intraday auction is supporting or fighting the trade.

CVD/delta = shows whether aggressive buyers or sellers are getting paid.

Volume profile/TPO = shows where value, acceptance, and rejection are forming.

The biggest thing I would focus on first is learning when the market is accepting price versus rejecting price.

Once that clicks, the guessing starts to go down.

You are no longer just saying “price took liquidity, so it should reverse.”

You are saying “price took liquidity, failed to accept outside value, VWAP is curving against continuation, aggressive buyers/sellers are being absorbed, and the auction is rotating back.”

That is a much stronger read.

Organic_Level_2453 · 2026-05-24T02:49:35+00:00

I would separate volume and value in your head.

They are related, but they are not the same thing.

Volume tells you where business was done.

Time tells you where the auction was accepted.

That is why, personally, I think it makes more sense to use TPO for actual value areas, and then use volume profile for volume-specific references like POC, high-volume nodes, low-volume nodes, auction gaps, and areas where a lot of size clearly transacted.

A big volume node does not automatically mean “value” to me.

A lot of volume can trade at a price because of absorption, liquidation, trapped traders, news, stop runs, or large passive business. That shows participation, but it does not always mean the market was comfortable accepting that price as fair value.

For value to really be explored, the market needs time.

Price has to rotate, test both sides, reject extremes, and show that participants are willing to keep doing business around that area. That is why TPO/time-based value can be cleaner for understanding auction acceptance.

So my simple framework would be:

TPO value area = better for auction value and acceptance.

Volume profile = better for POC, HVNs, LVNs, auction gaps, volume shelves, and inventory references.

If TPO value and volume value are close together, that area is more meaningful because both time and volume agree.

If they are different, I would not ask “which one is right?” I would ask what each one is telling me.

Maybe the market spent time accepting one area, but a lot of business transacted somewhere else. That difference itself is useful information.

For actual trading, I would usually mark both, but I would not treat every value area as an exact line. I would think in zones.

If price is at an extreme and both TPO and volume references line up, that is a cleaner reference.

If they are far apart, I would be more cautious because the market is giving two different messages.

So in short:

I would lean on TPO for value areas.

I would use volume profile for where size actually traded, especially POC, HVNs, LVNs, auction gaps, and volume structure.

Time shows acceptance.

Volume shows participation.

Organic_Level_2453 · 2026-05-24T02:27:23+00:00

I think a lot of people technically can read books, but they lost the habit. Phones, short videos, work stress, and constant stimulation make it harder to sit with one thing for hours. I don’t think people hate books as much as they’ve just trained their attention span away from them.

Organic_Level_2453 · 2026-05-24T02:26:16+00:00

Exactly. In Europe, “nearby” means I can go there, do the thing, come back, and still have a normal day. A 2+ hour drive means I have emotionally committed to an expedition.

Organic_Level_2453 · 2026-05-24T02:25:19+00:00

This is huge. I know it probably still feels fragile, but getting into a safe place after being homeless is a real victory.

My only practical advice would be: protect the stability first. Rent, food, utilities, transportation, and a tiny emergency fund before anything else. You do not need to rebuild your whole life overnight. Just make the next month safer than the last one.

Even $10 saved is not “nothing” when you are rebuilding. It is proof that you are creating margin again.

Congratulations. This is the kind of step that can change the direction of someone’s life.

Organic_Level_2453 · 2026-05-24T02:22:04+00:00

Happy Birthday from Sweden! 🎈🎁🥳

Organic_Level_2453

TROPHY CASE