Recent Content by acdtrader

  1. Calculating Sharpe ratio for intraday futures strategy?

    Here is information pertaining to calculating Intraday strategy The pseudocode is in C# Stats dailyStats = new...
    Post by: acdtrader, Aug 28, 2014 in forum: Automated Trading

  2. The ACD Method

    Mav, Thanks for posting the book: Trader Vic on commodities. Would easily one of the top 5 trading books ever read
    Post by: acdtrader, Feb 16, 2012 in forum: Technical Analysis

  3. The ACD Method

    I am in the process of creating the number line and I was looking for bouncing some ideas from the group. Lets say I wanted to create a number...
    Post by: acdtrader, Feb 15, 2012 in forum: Technical Analysis

  4. The ACD Method

    http://www.time.com/time/magazine/article/0,9171,1858880-1,00.html
    Post by: acdtrader, Oct 4, 2011 in forum: Technical Analysis

  5. The ACD Method

    I realize you are trading more on a weekly basis and your you can use timed stops effectively since when trades dont go in your favor, you get out...
    Post by: acdtrader, Oct 3, 2011 in forum: Technical Analysis

  6. The ACD Method

    Maverick - thanks for this stuff - very thoughtful and very much appreciate your feedback. It makes sense, I have added this study called as...
    Post by: acdtrader, Oct 3, 2011 in forum: Technical Analysis

  7. The ACD Method

    If you don't mind, how do you come up with your stops? I use a factor of 10 day atr such as 0.5 or 0.4 or 0.6 X ATR
    Post by: acdtrader, Oct 3, 2011 in forum: Technical Analysis

  8. The ACD Method

    Maverick74 - agree with what you have to say. The OR stop is too wide. However here is my thought process, and please feel free to critique what...
    Post by: acdtrader, Sep 30, 2011 in forum: Technical Analysis

  9. The ACD Method

    I used OR time as 10 mins in all commodities. Interesting to see that 60 mins is the high or low of the day 57% of the time. What commodity are...
    Post by: acdtrader, Sep 30, 2011 in forum: Technical Analysis

  10. The ACD Method

    Thanks for sharing. By the way, it will be interesting to see if similar anomalies is evident in individual stocks as well.
    Post by: acdtrader, Sep 29, 2011 in forum: Technical Analysis

  11. The ACD Method

    Interesting stuff flip. Here is a similar study where I studied, what % of the time OR is the high or the low of the day. "OR High" "OR Low"...
    Post by: acdtrader, Sep 29, 2011 in forum: Technical Analysis

  12. The ACD Method

    Here are couple of my trades from yesterday, I was in the money for quite a while - My current methodology involves trailing and scaling out from...
    Post by: acdtrader, Sep 29, 2011 in forum: Technical Analysis

  13. The ACD Method

    I just found out about this blog, and I am impressed with the discussion that you guys are having. I was up all night going through every page -...
    Post by: acdtrader, Sep 28, 2011 in forum: Technical Analysis