Something very simplistic

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

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  1. dbphoenix

    dbphoenix

    For now. As I've said toward the beginning of the thread, crowding the trades up during the most volatile and liquid part of the day makes sense in terms of probability, so I've seen no reason to alter the times. Clearly, tho, the market itself alters the times for this particular tactic since I'm waiting for the market to resolve itself.

    I track both a 17-17 and a 24-18 in both timeframes, but the trades I posted are from the 17-17 windows.

    --Db
     
    #801     Oct 4, 2002
  2. Thanks again Db.

    I think the idea is a great one. Way to go!

    :)
     
    #802     Oct 4, 2002
  3. Snosur4

    Snosur4

    Thanks to whoever posted the esignal fib bar indicator but I have another request.

    Is it possible to have the bars/candles change color like Quah has his setup when the stochs are above/below?

    Also it would be great to be able to use the fib bar counter on any time frame not just the 1 min.

    I am using the new 7.1 version.

    Thx
     
    #803     Oct 4, 2002
  4. nitro

    nitro

    Heh,

    I think I have done myself a diservice here.

    A slice of my Bio from my trading career:

    From 1989 - 1991, I went to work for a Hedge Fund as a programmer to write, test, and implement trading ideas in C. One of my jobs was to take systems that we had bought, or had come accross in books, and implement them against tick data from Tick Data Corp. I remember the endless hours of testing all these systems by gurus like Larry Williams and Jake Berstein that didn't make a dime after comissions and slippage. After much effort, we found something that worked accross all comodities, using very little walkforwarding.

    This company really got me interested in systems trading. After I left this company, I kept messing around with systems trying to find one just right for me. I never did.

    Then, perchance, I met someone that taught me to trade. I was really reluctant at first to let go of my systems idea, but once I got the hang of it, there was no going back.

    What is funny is that, now that I know how to trade, my capacity to write good systems has exploded - I now, for fun, routinely have four ES systems going in at the same time. Almost all of them make money, and they know a fraction of what I know about spoo trading - I doubt using current technology, that I could teach them everything I know about spoos trading - current programming languages are simply not expressive enough in the "right" way.

    As I said in a previous post, I tested this system ten years ago for this company, except that we did not do the SARs, although we tested it with stochastics, and it did not make money IN THE BIG SPOOS CONTRACT. I simply dismissed it on those grounds.

    But when nkhoi pointed out the completely obvious, that ten years ago we did not have the ES, and we did not have IB or FFastrade - a light bulb went on. Since then, I have revisited some systems that did not work ten years ago after slippage and comissions, but show great promise today - one being FibTimes...

    nitro
     
    #804     Oct 4, 2002
  5. ET member Dion Loy made it and i think he works for esignal.
     
    #805     Oct 4, 2002
  6. A deadly accurate signature. Will that be one Porsche or two sir? Oh, the Bentley? Yes it's available.

    I haven't been around a group of traders since the old days. But I have always been a behavioralist. We are fortunate to be watching the formation of a powerful trader. I, for one, am awed by what I am seeing. I am thankful that I recognize it. It is inspiring.

    BOL to you friend. I truly pray that my Lord continues to protect and bless you and your family. Should the need ever arise, I will always be available for you.

    Wow - I am shedding a few tears... pure joy.

    :)
     
    #806     Oct 4, 2002
  7. Quah

    Quah

    #807     Oct 7, 2002
  8. Dion Loy

    Dion Loy eSignal

    #808     Oct 7, 2002
  9. Quah

    Quah

    Decent day for ES, not too good for NQ. First three trades ended up break even - and a lot of chop on the others - almost always going to +2.50 instead of +3 needed for exit.

    For ES:

    +6.50 points, 13 trades, 10 winners, 3 losers

    For NQ:

    -9.00 points, 18 trades, 10 winners, 8 losers


    http://home.carolina.rr.com/quah/quah1web.htm
     
    #809     Oct 7, 2002
  10. Quah

    Quah

    Today was the first day NQ had a losing day where ES didn't also have a losing day. Both ES and NQ now have 4 losing days each out of the 17 days I've posted trades for.
     
    #810     Oct 7, 2002
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