Learning to read Price Action with P&F Charting

Discussion in 'Strategy Building' started by HolyGrail, Mar 22, 2008.

  1. lol I screwed up. It already hit the 2052.
     
    #931     Jun 5, 2008
  2. Basically when you stay with the trend the horizontal target is a pretty good target.

    Let's wait for the next bullish signal and check it out.
     
    #932     Jun 5, 2008
  3. yayt

    yayt

    haha, not bad.

    In my preliminary tests using PnF double,triple,quadruple top breakout signals (and exiting on bottom breakdown signals) [vice versa for short], there were lots and lots of small losses (that add up) and a few large gains that barely offset the losses.

    (this was using adjust daily close for S&P 500 and Midcap stocks)

    Any suggestions on how to make the backtest more reliable/accurate?

    I am trying to get it so that it'll only make buy/sell decisions if RS is in an X/O column and higher than the max of the previous X/O column ... thoughts ?
     
    #933     Jun 5, 2008
  4. ok we just got a bullish signal on the .5 at 2047. The horizontal price target is 2051.50. We are supposed to hit that before we hit 2044.
     
    #934     Jun 5, 2008
  5. yayt

    yayt

    To provide more clarification, this was all done using 1X3 box/reversal, and was done more with a position trading view than day trading (plus I think it's easier/more accurate to backtest using daily data).

    I think with the addition of relative strength against SPY and against the appropriate sector ETF will make the signals more reliable and have less losses.

    I am still trying to figure out a good exit strategy - a PnF sell signal might make me exposed to some pretty large losses in the case of a huge run up, and subsequent retracement.

    After I can get the comparison to relative strength working, I want to add bullish support/bearish resistance trendlines, which seems like it'll be the hardest part yet, for some reason.
     
    #935     Jun 5, 2008
  6. well, as you can see it did not work too well.:D The market is tanking quickly and I don't know if it is due to any news.
     
    #936     Jun 5, 2008
  7. ignore my last message
     
    #937     Jun 5, 2008
  8. yayt

    yayt

    I want to backtest PnF signals to see if they can consistently provide returns higher than simply holding an index.

    I don't see how your point about the information being incomplete invalidates the reason to backtest - all information we have is always incomplete.

    Anyway, yes, this buildup to the pattern is something I am trying to quantify as well, with trendlines and relative strength comparisons.

    Thanks for the idea, market breadth / bullish % as HolyGrail suggested will also be included after the RS and Trend lines.

    Thanks for the input.
     
    #938     Jun 5, 2008
  9. ElCubano

    ElCubano

    :D
     
    #939     Jun 5, 2008
  10. Horizontal Target on the 1.0 for nq is 2051 before it hits 2039.
     
    #940     Jun 5, 2008