direct statistical trading a "clearly" defined approach by NTW31

Discussion in 'Strategy Building' started by nukethewhales31, Dec 31, 2008.

  1. haha im glad you enjoyed that

    I wrote an interesting JSP program that may do it for you if you import the data in to it can be found here

    http://tinyurl.com/NTW31JSPtickFORUMLATOR
     
    #271     Feb 3, 2009
  2. vandalrpm

    vandalrpm

    haha what a dirty dirty game :)
     
    #272     Feb 3, 2009
  3. I had to do it.. lol with the tick data I had a friend at penn state do it for me with a program he wrote
    so my suggestion is find someone that can program i cant.

    or you can do like 100 or so by hand but itll take you a while and wont be a large sample
     
    #273     Feb 3, 2009
  4. wow some str8 3:00 in the morning pipage ....

    Blue entrance 117.02
    stop on break in profit
    exited 115.8 break of low
     
    #274     Feb 4, 2009
  5. chart
     
    #275     Feb 4, 2009
  6. X23V9
     
    #276     Feb 4, 2009
  7. X23V9-04
     
    #277     Feb 4, 2009
  8. x23v9-27q03
     
    #278     Feb 4, 2009
  9. Is this the same algo from earlier in the thread or a different one? I assume the blue lines show a "sell zone" of some sort. How'd you arrive at them (basic algo).
     
    #279     Feb 4, 2009
  10. there are a million way to trade like this just a couple of stats think about what you are looking at form an observation ...

    then create rules and test the observations...

    like candle color for example.....way to do it

    I observe candle color has tendency to occur 3 times in same direction then change direction.. i test

    count how many formations occur over X sample of candles crunch stats for that sample and you get your explaination for the occurrence ... (posted that spreadsheet couple of pages back)

    so high chance of reversals after 3rd candle and 6th candle...

    you have your stats how do you trade it now you need a trigger...

    prices are likely to change direction around century marks... so if we get 6 candles into century mark in a row ... whats your trigger

    now whats your stop and TP... look at it statistically ...

    system ... approach to creation... once you get the system you can create anything.
     
    #280     Feb 4, 2009