direct statistical trading a "clearly" defined approach by NTW31

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

  1. ok im done for the day ill be back to answer q's tomorrow maybe noon or 2
     
    #81     Jan 7, 2009
    Traderz likes this.
  2. this is correct
    yes thats it but know that to get the lsd or sld some short side will be rather long if its > than the sld then you move it to the sld side
    then eliminate the lsd top extremities uses 80% data or 90% data so your taking the highest 10 or 20 % off to get lsd.
    good im glad you like it... im glad im bringing people to the forum its a good one i think.
     
    #82     Jan 7, 2009
  3. WOW your right that could have been bad i fixed it luckily it was still 7 and 14

    thanks for pointing that out
     
    #83     Jan 7, 2009
  4. real time candle just closed that candle closed down and followed its high probability of movement perfectly well expand on this a bit tomorrow
     
    #84     Jan 7, 2009
  5. bilbod

    bilbod

    Hello NTW31,

    When you 1st explained your calculations, I thought I understood what you were doing. I made a spreadsheet from the hourly OHLC data (freedata from finam http://www.fin-rus.com/analysis/export/_eng_/default.asp)

    The results look nothing like yours. There is always some variation between data vendors but this is not even close so I suspect I totally misunderstood your calculations.

    Here is my spreadsheet.

    Bill
     
    #85     Jan 8, 2009
  6. there is alot of information there .... i do see somethings that are not right... look at the lsd sld part of the spread sheet
    the lsd > sld this should never happen you move look at the spreads i posted...

    if lsd > sld move that lsd to sld side then determine confidence and filter the bad trades out..

    check out the couple of excels i posted maybe itll help
     
    #86     Jan 8, 2009
  7. spread sheet for next trade attached

    use 80%+ again
    4 removal removed 2 lsd's 2 sld's
    price above 20 ema

    LSD = 9
    SLD = 17

    entrance 10 pips away
    take 16 pips
    stop 10 pips

    direction long trade...
    MDRR= 5:3
    NPOT=58pips

    note: this is a very low MDRR
    and a very low NPOT
    this will help you determine whether you want to attempt the trade or not the higher the MDRR and NPOT the better
     
    #87     Jan 8, 2009
  8. chart that goes with excel

    vert. lines show 21 - 1 bar used for calculation

    21 bar is furthest from price and 1 is closest

    price above ema 20
    trade direction long
     
    #88     Jan 8, 2009
  9. ok chart with trade lines up so you can see...
     
    #89     Jan 8, 2009
  10. at 1208 bar touched 18 and 19 was out entrance this 18 was 9 pips from the open or the 80% - area it stopped before the statistical line and the dropped like a rock past the open to 9.5 just before the statistical line again and pulled back again. cool huh

    now the next new high or low it makes should be its formation direction within our %tile of accuracy.

    if youve read anything on market profile this i think is a pretty cool connection between stat trading and MP
     
    #90     Jan 8, 2009