Emini divergence journal

Discussion in 'Journals' started by no_pm_please, Aug 5, 2003.

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  1. dbphoenix

    dbphoenix

    I assume so. I'll have to start looking at the NDS when I have a free weekend.
     
    #291     Aug 14, 2003
  2. NPP


    I am new to this thread, and am very impressed with your system, although I am not sharp enough to use it yet..

    I have a system which works well on any active market, with high % accuracy...Finally I have found someone who also believes capturing reasonable points and not "homerun trading" is a wise approach..I trade the Emini S&P 500.. Best Wishes
     
    #292     Aug 14, 2003
  3. dbphoenix,

    Not having traded the NQ,
    what is the advantage of that contract
    over trading the ES ?
    (is this a pm situation...I'm new at ET)

    thanks,
    jd
     
    #293     Aug 14, 2003
  4. dbphoenix

    dbphoenix

    I just like it. I really can't tell you why. I've fiddled with the ES in the past, but it's a bit too matronly.
     
    #294     Aug 14, 2003
  5. ma·tron n
    1. a woman, especially a married woman of middle age or later, who has had children and is thought of as being mature, sensible, and of good social standing.
    Encarta® World English Dictionary

    I think a martini is in order, or have you
    started without me :) :)

    jd
     
    #295     Aug 14, 2003
  6. NPP



    Is it possible to find the same consistency your system produces with Simple Moving Average Indicators?

    Thank You
     
    #296     Aug 14, 2003
  7. It sure is refreshing to come back from vacation for a few weeks and see a quality journal like this. I wish other ETers would devote the time to teaching or demonstrating a method like this studio musician has done.

    I kept a journal up for 100 pages and it was very helpful to my trading, as was the advice I got from fellow members.

    no_pm

    I use a divergence method also. Treated me pretty well so far.

    The use of the ADX here is intriguing. I am a simple man and do not claim to understand all there is to know about indicators. I stuck the ADX on my charts to watch it for a while. May help me filter the trades some.

    Can anyone help me with understanding this indicator? I am assuming waiting for the ADX to rise above 30 means a trend is developing and if a signal is generated there is a good chance that the movement will go in the direction indicated.

    Here is my chart with the ADX. I use the stochastic and a custom MACD as my indicators. Keltner to help with entry and exit points. On the trade displayed, the ADX is below 30, but my signal still worked. Just a random trade, I could probably find several that the ADX helped. Any input appreciated.
     
    #297     Aug 15, 2003
  8. dbphoenix

    dbphoenix

    You may have an easier time understanding the ADX if you also plot the DMI (+ and -) since the ADX represents the difference between the two, much as the MACD histogram represents the difference between the two MACD averages. In fact, many people use crosses of the DM+ and DM- rather than the ADX because they are quicker to point to a change from trendlessness to trend (just as many people use the MACD histogram rather than the actual MACD MAs). The degree of trend you require, of course, is up to you (you can also fiddle with the number of periods).
     
    #298     Aug 15, 2003
  9. I don't know. When I think of moving averages I think of a trend following method. I don't think trend following methods have a win rate much above 50%. I'd love to see the work of someone that has a successful method using MA indicators.
     
    #299     Aug 15, 2003
  10. Thanks for your journal no_pm. However I have a question for you.


    I am a student of LBR myself.

    I noticed that you go counter trend at the top of the Keltner channel. This makes sense to me.

    However, most of your trades go against LBR's Holly Grail setup
    when they approach MA 20.

    LBR always teach that when ADX > 30, exponential MA 20 becomes a support/resistance even if ADX drops a little (exp to 28).

    I did not find Holly Grail setup useful for an entry. But it does provide a support quite often. Exp yesterday.

    By viewing some of the past signals (need to make historical tests to prove it) I came to conclusion that it might make sense to exit a half or all your position at the MA instead of the KC bottom/top.
    especially in a strongly trading markets.

    Ofcourse your profit/loss ratio will drop substantially but having fewer losses will compensate for it and make your trading
    more fun. Exp yesterday.

    Regards.

    Alex T.
     
    #300     Aug 15, 2003
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