The first exit was a fixed 6-point ($120) target. The second was a 10-minute time stop. The program has some other exits too, which were not...
Very pleased with how the program handled the two shorts today. Had I been doing this manually, I'm sure I would have lost $100-$200. Sorry...
I understand markets through prices, support, and resistance. I found I could develop profitable trading techniques using only these classic...
You should start with something more general than autocorrelation, as absence of autocorrelation does not imply an independent time series....
The chi^2 in my digram box (lower right hand corner) is 472 for 3 degrees of freedom. That's as statistically meaningful as they come. If you...
Looks nice.. do you have any examples of dependency analysis using Eviews?
How is that relevant to searching for dependencies in price changes? Don't you have to fit to a distribution to get skew and kurtosis? edit:...
Here is an example from the S&P 500 (e-mini futures) last fall, using some of the techniques from Sherry's book. [img] The graph across...
Great question. Check out "The Mathematics of Technical Analysis" by the late Cliff Sherry. It's somewhat of a disaster in terms of...
A friend of mine has been a professional portfolio manager for some time and just took the CMT exam. I asked him why, and he said for...
You are asking the right questions. Get any of Bulkowski's books on trading chart patterns.
I am going through Taleb's book, Dynamic Hedging, to try and apply some quantitative power to straddle trading. After some time struggling with...
AltTrader: You should test your implicit supposition that "two time series that look similar were generated by the same underlying probability...
trade summary: Date SLV Calls Price Puts Price Value UPnL Entry 40.20 5 4.65 5 4.50 $4,575.00 7/27/2011 39.28...
Out, got 9.90 (3.65 for the C, 6.25 for the P)
UPnL doubled over the past few days, presumably due to an increase in volatility. Wife has commanded a 10% profit exit. Will look to unwind this...
Looks like a broadening pattern could be forming. This would be helpful in identifying a good place to close the trade, since Bulkowski has...
Date SLV Calls Price Puts Price Value UPnL...
Yes, and since you have some time on your hands, check out the TWS API Excel interface. You could probably modify their example program to suit...
Glad to hear you got everything worked out with your wife, Joe. I almost dare not utter these word on EliteTrader, but if you are looking for...
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