Iterative Refinement

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

  1. Munck

    Munck

    The channel did establish itself at the end of november (at your B2B). I don't think your R2R is correct, so the B2B is still in effect. You should allign your channel so it starts with the B2B.

    Also, I have enclosed your chart to this post. Take a look at my 'circles'. If it was a dominant traverse in a up-channel, you should have increasing black volume. On your chart you have decreasing red volume. As they should match, you can conclude that you should redraw the channel.

    Furthermore, if you look at the fast stochastic, you'll see that it turns just after each FTT. I have started you use fast stochastic as a help to identify FTT's. Maybe it can help you too :)

    I hope the above clarifies things a little :)
     
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    #261     Jan 14, 2008
  2. It could mean any number of things. However, when 'Volume Drop Off' does materialize, you do know what such circumstances represent.

    - Spydertrader
     
    #262     Jan 14, 2008
  3. Once I have had an opportunity to thoroughly evaluate the available platforms, I'll gladly provide a recommendation. Expect some additional information, either just before, or just after, the NYC Traders Expo. This includes a platform for both Futures Traders and Equities Traders (Forex and Options too).

    - Spydertrader
     
    #263     Jan 14, 2008
  4. Below is a screen shot of a model that I have been developing (its a work in progress). It consists of three OHLC-volume charts with automatic lateral and pennant annotations and logic for flaws and continuation/change. Eash chart is a “moving window” of the last 10 bars. The other day I had somewhat of an AH-HA moment regarding continuation/change. As it has been said many, many times before, by the end of each bar, volume and price will tell you one of two things: Continuation or Change. If it hasn’t told you change, then you can expect continuation. And, you will know this AT SOME POINT based on PRV weather or not you have continuation or change. So I decided to simply model continuation or change to “point out the obvious.” The blue up and down arrows are based on this logic. You can think of it as sort of a “Dynamic” Jokari Window. You can't trade purely off these, but they are there as a reminder. I added additional logic for flaws. If the volume of a bar is less than 60% of the previous bar, it is flagged as a flaw. Some other annotations made are the % complete of the PRV (the blue % number in the cross-hatched PRV of the current bar). This gives me a visual of how far along the bar is. The other thing I label is the % change of the bars volume compared to the previous bar. This gives me a number of the juice behind the moves. The model automatically takes pdf snapshots every 15 seconds which I can review later in the day. I am working on taking all those "snapshops" and making a video, but I end up with a REALLY BIG file. It's a work in progress, but I thought I would share. I am working on the FTT logic, but that may take a while!

    [​IMG]
     
    #264     Jan 14, 2008
  5. Quick question on using my tick chart....
    I noticed this today and am wondering if it is significant.

    Is this volume change on the tick chart one of my clues for change?
    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1748291>
     
    #265     Jan 14, 2008
  6. It certainly looks that way. :D

    - Spydertrader
     
    #266     Jan 14, 2008
  7. Afternoon Chart

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1748303>
     
    #267     Jan 14, 2008
  8. Chart for January 15 2008
     
    #268     Jan 14, 2008
  9. cnms2

    cnms2

    I wonder if automatic annotation helps... For me annotation has to be an active (not passive) process, that puts me in tune with the market. There are almost no two identical situations in the market, and having something else pointing me in one direction might obscure other possibilities, and might throw me off course.

    What is your opinion on this?
     
    #269     Jan 14, 2008
  10. Wow, thats pretty good stuff WG. Nice.
     
    #270     Jan 14, 2008