Something very simplistic

Discussion in 'Journals' started by Quah, Sep 11, 2002.

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  1. opm8

    opm8

    When you use a 2-min chart for stochastics, aren't the values computed only every two minutes? This is what I get from Qcharts (It's not the best I know, I know). If we're looking at a 1-min chart then we don't get up to the minute stoch values.

    What I mean is, I get stoch values every two minutes at 9:30, 9:32, 9:34, etc. so what do I use for the 'odd' minutes like 9:33? Do I look at the 9:32 value? That doesn't seem right.

    --opm8
     
    #321     Sep 20, 2002
  2. Quah

    Quah

    The "NOT TAKEN" trades were simply because I wasn't going to be or planning to be around when those times hit - it would be easy to check and see how they would have turned out. I think someone has already posted the exact parms I've been using, and the way I've been using them, so again, it would be pretty easy to see how a trade would have turned out.

    I have no reason to scam anyone - I'm not making any specific claims, just presenting what I'm doing and how it turns out. (BTW, I don't think you are saying I'm scamming anyone.) Everyone can interpret any of it any way they like.
     
    #322     Sep 20, 2002
  3. Quah

    Quah

    opm8 - The values are "fixed" every two minutes, but the values are calculated and displayed with every tick, no matter what period-size chart you are using.
     
    #323     Sep 20, 2002
  4. Sanjuro

    Sanjuro

    I have a question:

    So you trade at the open of the fib bar depending
    on your indicator.

    Do you buy at the ask and sell at the bid?
    Or do you try to buy at the bid and sell at the ask?
     
    #324     Sep 20, 2002
  5. ctrader

    ctrader

    I think the idea is to put a limit order out at the opening price of the bar.
     
    #325     Sep 20, 2002
  6. ctrader

    ctrader

    For NQ

    9:33 S 876 B 873 +3.00
    9:35 B 873.50 S 876.50 +3.00
    9:38 B 878 S 881 +3.00
    9:43 S 882.50 B 879.50 +3.00
    9:51 S 877 B 874 +3.00
    10:04 S 874 B 871 +3
    10:25 S 874.50 B 878 -3.50
    B 878 S 874.50 -3.50
    10:59 S 868.50 B 872 -3.50
    B 872 S 875 +3.50
    11:54 B 874.50 S 877.50 +3.00
    13:23 S 879 B 876 +3.00
    15:47 S 877 B 874 +3.00

    Total:

    10 wins/ 3 losses (in a row)

    Not including commissions 20 points.

    I used the one minute chart stochastics 24,1,24. No overlaps today.
     
    #326     Sep 20, 2002
  7. Quah

    Quah

    ctrader - I think you missed one of the rules - 3 losses in a row are not allowed... :)
     
    #327     Sep 20, 2002
  8. ctrader I PM'd you about your product. I am sending another PM now.

    Quah, thanks for the fun this week. I am on vacation next week and not taking the laptop. I promised my family.

    By the time I get back there will probably be 100 pages on this thread, but that will only happen if this continues to work. I really cannot see why it wouldn't. It is dependent on nothing extraordinary.

    :)
     
    #328     Sep 20, 2002
  9. nitro

    nitro

    huh?

    How can you put in a limit order on something that hasn't happened yet? How do you know what the open of the next bar will be? And if you wait until you see the open and then put a limit order there, you are back to having slippage.

    I strongly urge anyone doing this system [OR ANY AUTOMATED SYSTEM] to add $5 per round turn and $12.50 [$25 on NQ] to each side of the trade during their testing for slippage...

    nitro :confused:
     
    #329     Sep 20, 2002
  10. Quah

    Quah

    How can you have slippage on a limit order? Not possible.

    You see the open, you put the limit order there, you get filled. You don't get filled, you don't have a trade.
     
    #330     Sep 20, 2002
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