direct statistical trading a "clearly" defined approach by NTW31

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

  1. sync

    sync

    I'm wondering if anyone has done a summarization of NTW31's method. I think there is some good stuff in this thread but I found it very hard to follow.
     
    #441     Aug 12, 2009
  2. SYNC....totally agree with you
     
    #442     Aug 12, 2009
  3. yeah sorry it makes sense to me because im scatterbrained, so when i read it. it makes sense. if you have anyquestions just ask.
     
    #443     Aug 15, 2009
  4. Programmed that I designed using fully statistical data and runs without any user input.. it corrects itself and is constantly republishing new statistics for itself and trading based off of those results.... this is proprietary and will not be released but goes to show the ability of the use of statistics when mixed with basic TA.

    NUKE.
     
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    #444     Aug 20, 2009
  5. Thanks for posting that Nuke. What's the timeframe of those 445 trades?
     
    #445     Aug 20, 2009
  6. 4 hourly
     
    #446     Aug 20, 2009
  7. alpri16

    alpri16

    Curious...have you (anyone) tried this on futures or stocks?
     
    #447     Aug 21, 2009
  8. yeah it performs well on longerterm timeframe equities and futures.
     
    #448     Aug 21, 2009
  9. babe714

    babe714

    Hi Nuke , thanks for the thread

    Say you are going to draw stats off the daily interval for stocks.
    What interval would you use with the 20 EMA in order to determine bias? ...weekly? monthly?
     
    #449     Aug 31, 2009
  10. depends on what your trying to do .. 20EMA is usually fine... there are defferences between EMA's and how price movement relates to that specific EMA... But generally if you above the 20 EMA look to be long if your below look to be short.. If your above the 20 EMA and price is at a high of more than 140% you should not enter long.. if your below 20 EMA and price is more than 140% below the low dont enter short. The opposites are likely true as well.... IF your above the 20 EMA and 140% below the low and if trading on the daily ( interest rate differential is in favor of long then its ok to enter long. the opposite for short.

    The Mechanics of price when above the 20 ema will drop quickly rise slower than it drops the opposite is true aswell.

    NUKE
     
    #450     Sep 1, 2009