Minimal Effort Returns - Algo Based

Discussion in 'Journals' started by Spectre2007, Jan 28, 2017.

  1. Thank you for the link to that website. I had calculated some of those correlations myself but this is a very helpful overview, and always up to date.
     
    #61     Feb 5, 2017
    Spectre2007 likes this.

  2. yeah pretty cool to see how they all relate.
     
    #62     Feb 5, 2017
  3. In a upwardly trending market, you always want to wait for a retrace to build in a buffer, from entry to stop. The upward vector will have noise/oscillations around that vector on a specific timeframe.

    while driving thought of this analogy. If the car traveling along the road is akin to trader's bias, the road becomes the timeframe vectors or direction the price is headed. If bias is fixed and not adaptable, the car goes into the ditch killing the trader. Leverage becomes the velocity of the car. The end point or destination becomes the profit target. The stops are the guardrails.
     
    Last edited: Feb 5, 2017
    #63     Feb 5, 2017
    wave likes this.
  4. Next project is to plot the implied profit targets on each chart and look to see if the excursion is doable.
     
    #64     Feb 5, 2017
  5. /GC 1221.6 - 1198.3 = x , 2330/x = y , y = $100/point = 5000/100 = 50 points, 1248.3 (takes it to the next critical resistance, close to 200 day MA)

    /ZB 150'15 - 150'08 = x , 218.75/x = y , y = $1000/point = 5000/1000 = 5 points

    /6J .008894 - .008818 = x , 950/x = y , y = $12.5/.000001 point = .000400 points

    /HG 2.615 - 2.6665 = x , 1287.5/x = y , y = $25,000/1 point = .2 points

    /6B 1.2491 - 1.2494 = x , 18.75/x = y , y = $62,500/1 point = .08 points

    /ZT 108'132 - 108'122 = x , 62.5/x = y

    /ZN 124'065 - 124'15 = x , 265.63/x = y

    /ZW 429.5 - 414.25 = x , 762.5/x = y

    /6E 1.07975 - 1.07165 = x , 1012.5/x = y
     
    Last edited: Feb 5, 2017
    #65     Feb 5, 2017
  6. /ZT 108'132 - 108'122 = x , 62.5/x = y , 1/32 = 62.5 , 4/32 ($250 target)

    /ZN 124'065 - 124'15 = x , 265.63/x = y , 1/32 = 31.25 = 1000/1point = 2 points ($2000 target)

    /ZW 429.5 - 414.25 = x , 762.5/x = y , y = 50/point = 50 cents ($2500 target)

    /6E 1.07975 - 1.07165 = x , 1012.5/x = y , y = 125,000/1point = .008 ($1000 target)
     
    #66     Feb 5, 2017
  7. Targets

    gold - 50 points = 1248.3

    bonds - 5 points = 155 '08

    yen - .000400 = .009218

    copper - .2 points = 2.86

    pound - .08 = 1.3294

    2 year - 4/32 = 108'162

    notes - 2 points = 126'15

    wheat - 50 cents = 464.25

    euro -.008 = 1.15165

    if you look at the charts above (yellow), you see the modified donchian (high - low) channels, the target variance is within past historical variance.
     
    #67     Feb 5, 2017
  8. snapshot2617.png

    credit catching up to gold..
     
    #68     Feb 6, 2017
  9. Looking at the basket, gives indication if the dollar bear trade is rolling over. No real headway made with bonds/gold higher in pnl.
     
    #69     Feb 7, 2017
  10. #70     Feb 8, 2017