Iterative Refinement

Discussion in 'Journals' started by Spydertrader, Jan 3, 2008.

  1. Monthly bar chart DJI ending Nov 2009 including Dec 1

    future gauss for sequential order only does not represent the timeline of events
     
    #12421     Dec 1, 2009
  2. It deeply distresses me to see this fine thread semi-moribund. Kindly permit me to offer the modest improvement in automated assessment of volume gaussians presented here:

    http://www.elitetrader.com/vb/showthread.php?threadid=184774

    The code's objective is to eliminate, insofar as is possible, ambiguity in determining the slope of volume and the timing of the turning point of that slope. If there is any interest, I would be pleased to post other examples for validation against conventional manually-drawn cases.

    Best regards.
     
    #12422     Dec 6, 2009
  3. a look how the DJI monthly chart is shaping up so far.
    lowest monthly volatility so far since Dec 2005
     
    #12423     Dec 20, 2009
  4. here is the ES monthly so far
     
    #12424     Dec 20, 2009
  5. here is an NQ monthly so far this December 2009
     
    #12425     Dec 20, 2009
  6. Oh, my! I am suffering severe withdrawal. As must most of the rest of ET, but are too proud to admit it. EIGHT DAYS with no posts? SCT is my favorite spectator sport, and you aren't playing! When I was a kid, I used to like to poke hornets' nests with a stick. Attached is what my 14 SLOC Beginner SCT code said to do on today's five minute ES H0, for you ES ho's. I was more than a little slurpeyesed that it was profitable. I sincerely wish that I could share with you how I implement the P-V delation in such trivial code, but is even less believable than crayolaing.
     
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    #12426     Dec 28, 2009
  7. OK. I'll play raven raiding the mockingbird nest. That'll bring 'em back squawking. Here is the performance of the Beginner P-V code on five minute NQ. I'm posting it quick while the results are still good. It shorted at the end of bar 1 and has stayed short all day. Now that I don't need my crayolas anymore I am free to eat them like we did in kindergarten. As a reminder, this uses solely the P-V delation as misinterpreted by me.
     
    #12427     Dec 29, 2009
  8. Oh. I see now. The cowards are over here:

    http://www.traderslaboratory.com/forums/f34/price-volume-relationship-6320.html

    Where presumably helpful criticism is not tolerated. I shall continue to give mine here. I repeat. If the alleged PV relation is true, and simple, why have they not hard coded it like I have? More examples to follow. But first I have to wait for good ones. Today in NQ is shaping up nicely.
     
    #12428     Dec 30, 2009
  9. Ezzy

    Ezzy

    Someone was looking for these files so I compressed uploaded them to a site for those that have lost them or have never had a chance to see them. Not sure how long they will keep them available so get ‘em while you can.

    They are from the Tuscon January ’07 meeting, along with the “Putting the Pieces Together” Meetup from ‘06. The Putting the pieces video is just audio with a desktop screen shot, the included pdf has the transcription of the meeting with all the charts.

    You will need WinRar to un-zip them. It has a free 40 day trial, get it here: http://download.cnet.com/WinRAR-64-bit/3000-2250_4-10965579.html?tag=mncol;pop

    Here are the files, enjoy:

    http://www.filedropper.com/20070126fri0800annotatingstocks_1
    http://www.filedropper.com/20070126fri0930ias-dasstocks
    http://www.filedropper.com/20070126fri1100stocksbattingorder-6-06rev
    http://www.filedropper.com/20070126fri1300aes-ftt-flaws
    http://www.filedropper.com/20070126fri1300bes-ftt-channels
    http://www.filedropper.com/20070126fri1445cont-changebarbybar
    http://www.filedropper.com/20070126fri1630morebarbybar
    http://www.filedropper.com/20070126sat0830es-pv
    http://www.filedropper.com/20070126sat1000
    http://www.filedropper.com/20070126sat1100gaussians
    http://www.filedropper.com/20070126sat1130camtasia
    http://www.filedropper.com/20070126sat1300theroutine
    http://www.filedropper.com/20070126sat1500
    http://www.filedropper.com/20070126sat1630
    http://www.filedropper.com/20070126sun0830matrix-dom-sqz-str-ts
    http://www.filedropper.com/20070126sun1000asweep-tick
    http://www.filedropper.com/20070126sun1000bticks-handcharts-
    http://www.filedropper.com/20070126mon0730realtime
    http://www.filedropper.com/presentationfiles
    http://www.filedropper.com/meetupsputtingthepiecestogether
     
    #12429     Jun 27, 2010
  10. emac

    emac

    Hi ezzy,

    thanks for putting them up but none of the links worked.
     
    #12430     Jun 27, 2010