Daytrading with the help of the TRIN (Arms Index)

Discussion in 'Technical Analysis' started by KCalhoun, Jun 20, 2020.

  1. KCalhoun

    KCalhoun

    I've relied on the TRIN for decades when daytrading, because it helps identify bullish vs bearish bias in the market (I use it w/VIX & SPY charts).

    Anyone else use TRIN? If so, how?

    My tips:

    + If TRIN is close to 1.0, I minimize trading because breakeven/flat market bias

    + When TRIN < 0.7 strong long bias

    + When TRIN > 1.5 strong short bias

    It helps me fight temptation to overtrade choppy markets etc by telling me to slow down if it's close to 1.0, eg hovering .9 to 1.1 ... great discipline / bias indicator.
     
    Last edited: Jun 20, 2020
    TimtheEnchanter likes this.
  2. varaamo

    varaamo

    What time frame do you use with TRIN?
     
  3. KCalhoun

    KCalhoun

    I use a 1-minute line chart plus more useful, a quote box that updates frequently (I believe every 30seconds)

    trinn.jpg
     
    Last edited: Jun 20, 2020
  4. SunTrader

    SunTrader

    Actual reading is unimportant IMO. The overall intra day direction and trend if there is one is what matters.

    As for low trin being bullish and vice versa look at what happened yesterday when Trin started off down in lows 0.40's and moved all the way up to 1.80's. ES went from highs to lows. Not bullish at all.

    Trin.png ES.png
     
  5. KCalhoun

    KCalhoun

    Thanks for posting charts.
    Actually that supports my point, they are inversely correlated. The market was long bias when TRIN down at .4, becoming bearish as TRIN got over 1.

    Right re TRIN trend is important that's why I use line chart. Digital reading is also useful to see TRIN value at a glance.
     
    Last edited: Jun 20, 2020
  6. SunTrader

    SunTrader

    Uhhh no.

    Overnight futures were long bias. But as you know S&P is mean reverting a lot of the time. Not always obviously but in this case, yesterday, what goes up must come down. And right away from the RTH open Trin starting going up (with it starting from below 0.70) and market going down.

    Direction not current particular reading. Also volume (off main exchange(s), black pools, etc) nowadays sometimes screws it so for me it is like a lot of other data points, as always secondary to price.
     
  7. KCalhoun

    KCalhoun

    Good point especially re mean reversion. I have noticed TRIN not as consistently correlated these past few months vs years ago. Excellent point, re off exchange volume screwing with it, thx I was wondering why lower correlation. Brilliant insight, much appreciated.... that explains it.

    Fwiw I used to follow both TRIN & TRINQ (nas) bc they often diverge.

    Big picture, biggest benefit for me is as a discipline tool to remind me to avoid trading much when it's close to 1
     
    Last edited: Jun 20, 2020
  8. TheFoot

    TheFoot

    What I'd TRIN? I'm new
     
  9. KCalhoun

    KCalhoun