To the stochastics method. On ES I have a 0.75 profit, with 6 wins and 5 losses. Had 4 SAR reverses, including one double wammy. That sound right?
No, that doesn't sound right. Seems to be one of the better days - ES one reversal at 10:04. NQ has had 3 reversals. Are you trying to trade it by the same signals I'm looking at or with something different?
Trying to use the same signals as you. I guess I screwed that up. I have fond that livecharts as a real time ES feed, with tick by tick charting of stochastics. I set the study type to stochastics, buy it only has %K and %D settings. I tried 17, 17, but it moves to slow. I think I'll try 17,3. The problem with 17,3 is that they are often touching, and then its best guess at which side to take. For the 11:54 trade it was sitting right on top, so my best guess was to go long because it was sitting at support. http://finance.lycos.com/home/livecharts/default.asp?symbols=
I've attached a one minute chart with a 34,2,34 on it - as noted somewhere above that will be pretty close to a 17,1,17 on a 2 minute. Only the 9:33 bar was different when looking at the two minute. The bars on this chart are colored based on the position of the stoch lines - the stoch is being calculated on the open on this chart - not the close. If you are seeing something totally different than this, we are not looking at the same thing.
Thanks Quah, that helped alot. On the 1min chart I set the %K to 34 and the %D to 34. That gives me the same shape as you have. Don't know why. As I said before I need to get a real feed.
Anyone willing to provide some webspace to post my excel workbook that includes daily details of trades and a accumulated summary of the statistics? It's currently about 250K. PM me.
This file can be downloaded from the following address: http://www.btinternet.com/~futurestrader/quah1.xls
Thanks Stu. And thanks to everyone else who offered. When the file is opened, you can disable macros if you want - there are no macros in the spreadsheet - I think that is a residual from a control I was going to add but decided not to. There may be a typo or 2 in there - I didn't recheck everything - but it seems to be accurate.