CL Redux

Discussion in 'Journals' started by schizo, Oct 9, 2009.

  1. out 94.05
     
    #27391     Oct 27, 2011
  2. double top?
     
    #27392     Oct 27, 2011
  3. Blotto

    Blotto

    Instead of buy low, stoploss lower ; sell high, stoploss higher ; enter - panic and get out for a wash - one could replace with calm methodical trading to take net gains from the session.

    How about, setting a range of 15 points from the high or low as the "optimum" range for this market, and play with continuous reversals.

    This generates the following signals.

    09.12: $93.58 sell short
    09.45: $92.74 reverse long
    10.20: $93.24 reverse short
    10.34: $92.68 reverse long
    11.42: $93.29 reverse short
    12:02: $93.26 reverse long
    12.23: $93.51 reverse short
    12.58: $92.94 reverse long
    13.14: $93.65 reverse short
    13.27: $93.37 reverse long
    14:06: $94.05 reverse short
    14.12: $93.68 reverse long
    14:30: $94.01 go flat

    This gives the following net results:
    0.84, 0.50, 0.56, 0.61, 0.03, 0.25, 0.57, 0.71, 0.28, 0.68, 0.37, 0.33.

    Your net total is $5.73, or $5,730 per contract less commissions. You are continuously in the market for the whole session, open to close, 09.00 to 14.30.

    This is an example of using 15 cent distances to time turns. A more proficient trader could use a tighter tolerance, or come up with something closer to "optimum" from extensive testing. In addition, a serious player could use any of the following plans (or a combination) to give signals to watch for buy or sell reversals:

    - knowledge of the likely price levels and time windows (clock time) where reversals are likely to occur
    - template for the type of day - whether an up day, down day, range bound day, which levels are important, likely range etc
    - pattern recognition skills from looking at thousands of CL trading days
    - multiple timeframe analysis to drill down into entries, including very fast charts, volume or tick based charts etc
    - on chart lines and indicators
    - volume analysis

    There are some good clues in posts by Cheese and other members, here and elsewhere, and some other clues in between your own two ears, but one has to do the work to find them. Happy hunting!
     
    #27393     Oct 27, 2011
  4. Hi Blotto,

    Have been writing some code here trying to replicate the system you described, and am wondering if you can clear up a couple of things for me:

    a) Why wouldn't your system have gone short at 9:03, from 93.44, as the previous minute had a high of 93.59?

    b) 92.74 didn't print during the minute of 9:45, so how does the second trade you listed work?

    Thanks,

    JQP
     
    #27394     Oct 27, 2011
  5. I will help you. On Friday, make a chart of CL. Then pretend to buy every swing low and sell every swing high. By doing this each day, you will soon control all the money in world and be richer than Buffet.

    Blotto is either Buffet or an angry drunk troll. Your pick.

     
    #27395     Oct 27, 2011
  6. Visaria

    Visaria

    stopped out -50t
     
    #27396     Oct 28, 2011
  7. Visaria

    Visaria

    long 9235
     
    #27397     Oct 28, 2011
  8. short 93.60
     
    #27398     Oct 28, 2011

  9. nice Blotto. you're finally grasping what Nodoji's been sharing on this thread for months on end. good for you. your next step is to post live calls. posting hypothetical trades after the day is over has no merit on this thread.
     
    #27399     Oct 28, 2011
  10. Visaria

    Visaria

    Out at 9335, +100t, this volatility is fooking annoying.
     
    #27400     Oct 28, 2011