Thanks, this is very helpful. I think this is the equivalent on the USD side:...
Thanks, this makes a lot of sense. The $1M question is: are there any products similar to your system? Your old shop has AHLIX / AHLPX which...
Slightly off topic perhaps but while this strategy makes new highs year after year, I notice managed futures ETFs such as WTMF tend to make new...
What would be the highest leverage 'limited risk' position (e.g. to play a possible move from lower to upper trading band)? Allow me to give an...
His blog stated that there was a buy signal on July 1 and subsequent videos detailed the process of getting fully invested. Then the market...
Nice curves - looks like your spline fit is better than mine (MATLAB?). My test was frictionless but could be reproduced with Direxion funds or...
Yes, the pivot is simply (C+H+L)/3. If the high and low are equally spaced around the close then pivot = close. (C + (C+x) + (C-x))/3 = C...
Yes, great paper. 40 downloads of my last plot but this thread seems to be dying ...
Here's a sample equity curve for 1000 daily bars of SPY. Strategy: long on a close below pivot, short above. Also, here is an interesting...
Here are 3 distributions for the last 1000 daily bars on SPY for: close minus open close minus cubic spline close minus pivot The cubic...
Thanks Maestro, I'll verify the distributions over the weekend and then test some simple rules, out of sample on daily SPY data. Will post...
Also, if anyone wants to code a spline in their normal backtesting software without going to MATLAB or R, this is how to do it: | T St...
Maestro - very interesting thread! So the next bar close has a normal distribution around the forecasted close using a cubic spline method?...
RR, the Ball is billed at >75% accurate, you have just witnessed one of the <25% occasions. As you probably know, nothing is 100% in the...
squeeze, it's net trade volume: volume on upticks is positive, downticks negative. infooo, are you going to keep your word? Tom
Thanks squeeze - I'll look at that. Sure infooo, I want to verify some of the recent money flow analyses over at traderfeed. There are some...
I'm looking for daily historical data on index ETFs (eg. DIA) for cumulative up/down volume (summed trade by trade) - also known as money flow....
Just to confirm what the other posters are saying, I have also backtested Carter's price action entries from the book and they have no edge. As...
Does anyone know of a real-time scanner with the following attributes: 1) Can detect higher lows and lower highs of a moving average. 2)...
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