Estimation and Prediction Trading

Discussion in 'Strategy Development' started by aquarian1, Jun 29, 2012.

  1. I am interested in developing contacts with others who may be interested in predictive trading (PT).

    In PT you are predicting the turns in price by using price, time, and other factors. There could be other factors exogenous to the market that are useful for PT.

    I have been working on my project for several years. I am looking for others who also are working on PT. My project is built on tracking ES swing points and looking for time price relationships.

    As an example if you know the time of Monday's LOD and know it will be the first in H/L order and you know the range of the day, then you know the price of the HOD. Alternatively if you know the time between the H&L of the day then once the LOD is in place you know the time of the HOD.

    Unfortunately given the culture of this board, I would ask that wise-acres, nay-sayers, forum trolls, rude people and those who feel that they are auditioning for Saturday night live please go elsewhere.

    For this thread if you have nothing positive to say please don't post here.

    Unfortunately ET does not give the OP of the thread the ability to block certain posters. As a result most threads are trashed by non-traders and immature people.

    If I get too many of such post I will discontinue posting here.

    If you find this thread are interested in this topic you can PM me.

    Thank-you to any good and positive people who post in this thread.
  2. I think it's a good endeavor.
    One thing I've observed, however, is HL order tends to be efficient for reasonably long samples. Have your observations or methods shown otherwise?

    ..also, don't know if this belongs under journals.
  3. Thank-you for your post!

    It is a good question, as I understand it you are asking it the low is first in the day and the high is second,

    will that order be maintained?

    I would say that if you are in a clear uptrend or clear downtrend then yes (with the exception of Thursday which is often a counter-trend day). So an uptrend will tend to be LH, LH, LH, for a few days until the weekly trend (meaning several days to about 14 days, needs a breather and then you get a retracement on the daily chart and that is generally HL, HL, etc until the retracement is done.

    In the chart shown I have looked for a period of time to meet your theory. As you can see that is not so easy.
    I show a zoom in of the area in the red rectangle which is June 4 to June 7.

    15 min RTH chart

    IF the trend is unclear, choppy or flat, then if the o/n session is LH the day-time session tends to be HL. Though this is contingent upon with the o/n HL is within the previous day's range and where the open in relation to

    the o/n stops.

    line drawing
  4. As to Journal section or not - I don't know.

    I intend to post estimations in the morning and then how those estimations turned out for perhaps 2 weeks. This is only to encourage others seriously interested in the subject to post - as you have done.

    What are your thoughts?
  5. Starting at the 14th there is a 4 day streak with the order being maintained. That is the longest I can spot.

    How about you?
  6. First, how can one trade with positive expectancy without making some kind of (at least probabilistic) prediction?

    I predict continuation of moves and turning points based on patterns I discovered over the years. For instance, on 6/18 I predicted a top for SPX at 1380-1390 (in the "Only Apple" thread).
  7. ocean5


    I`d rather concentrate on My Boo.
  8. Thanks for your post Rock.

    Well done on your call.:)
  9. OP ignore list
    Please do not quote or respond to people on this list in my thread.

    Ocean5 - Sat night live
  10. Mon 04-Jul 08:34 AM
    buy near open Mid Chg 1
    0.25 Dir 1
    FE=HE breakout?
    FE=HE Breakout= 1368.50
    BuyStop= 1368.50
    Est High= 1366.50 1360.50
    Blind Sell= 1365.00 1368.00
    Sell above= 1362.25
    Est Mid= 1360.00
    Buy below= 1357.50
    Blind Buy= 1354.75 1351.75
    Est Low= 1353.25 1359.25
    SellStop= 1349.25
    Breakdown= 1300.50
    Est Range= 13.50
    EstH-Ldif= 13.25
    ZC= 1365.50 12:10 1351.00
    FEa= 1361.50 09:11
    FEb= 1351.75 10:00
    SE= 1343.00 10:04


    Nothing posted here is trading advice. Everything posted is educational information only. Futures and other trading involve the risk of loss. yada, yada, yada....
    #10     Jul 2, 2012