Odds Czar: Simple Biases In the Futures Market: 2009

Discussion in 'Journals' started by Art Collins, Jan 3, 2009.

  1. scjohn writes

    I am a bit confused on one of your indicator values for your March 26, 2009 Futures biases. I am looking under the S&P column at the row titled: Majority 3-day Open-Close. Today's value is zero(0). According to your very first post, the definition for this indicator is -" Bullish if at least two out of the last three closes were lower than the opens." Based upon this definition, I do not see any circumstance that could result in a value of 0. It would seem that you would always get either a 1 or -1. Would you please enlighten me as to why today's value is zero.

    -----------------------------------------------
    you can get zeros when a price is an exact tie with the indicator. in the three days you're talking about, you had one up and one down open-to-close. wednesday closed at it's daily opening price--ergo a three day tie.
     
    #81     Mar 26, 2009
  2. Art's futures biases for Mar 25.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    __________________________________________________

    Single dissenting vote aside, the CzarCharts like the long side of the bond complex for Friday. Note the uanimous top box reading in the 5-year
     
    #82     Mar 26, 2009
  3. parsamkk

    parsamkk

    Has anybody tried to put this formulas anywhere other then trade station ( as described in the book )
    I tried for thinkorswim but no success...
     
    #83     Mar 27, 2009
  4. scJohn

    scJohn

    I have coded the 6 indicators in NinjaTrader based upon their description contained in the very first post of this thread. Do to the brief description(s) I do not know how accurate my coding is at implementing the indicators. I do not have the book.
     
    #84     Mar 27, 2009
  5. Do you get the same results as Art?

    ETUser
     
    #85     Mar 27, 2009
  6. parsamkk

    parsamkk

    I can not find anything on the first page. ....
     
    #86     Mar 27, 2009
  7. Art's futures biases for Mar 30.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    __________________________________________________

    I'd be bullish the indices for Monday were it not for two things--cap tops in the second box and a tendency for Monday to follow Friday, particularly off overbought levels. Note that the previous Friday's down-move was followed by a hyper-up-move on Monday. It's usually a good idea to bet against exact replays.
    The bond and currency complexes are both giving uncontested buy signals.
     
    #87     Mar 28, 2009
  8. gkishot

    gkishot

    Can you please clarify: is it buy or sell on Monday? According to your biases it's S&P buy, right?
     
    #88     Mar 28, 2009
  9. gk is hot wrote

    Can you please clarify: is it buy or sell on Monday? According to your biases it's S&P buy, right?

    _____________________________________

    It's predominantly bullish, but the dissenting factors I mentioned make me reluctant to buy. I probably won't trade the indices on Monday.
     
    #89     Mar 28, 2009
  10. scJohn

    scJohn

    ETUserisme. Do not have access to continuous futures contract. Only have the current expiry contract(s). Some of the lookback periods are greater than what I have data for because the Index complex just rolled over about a week ago. Using the cash indexs, I do seem to be pretty close.

    parsamkk. Read the very 1st post. A very brief description of the 6 indicators are given about 2/3 of the way down.
     
    #90     Mar 30, 2009