SPM discussions

Discussion in 'Strategy Building' started by Jahajee, Oct 22, 2008.

  1. For automation purposes, here's a 2 minute chart of the ES (QuoteTracker).


    <img src=http://elitetrader.com/vb/attachment.php?s=&postid=2147061 width=800>
     
    #111     Oct 27, 2008
  2. I noticed this price action, it seems this way you can avoid buying or selling at the worst point of a spike. Often there is this spike in the "true direction" and then a pause afterwards. At that point of pause I think some entries are where it's at. In general I need to learn this level of price action.
     
    #112     Oct 27, 2008
  3. And here's a chart of the 10 minute ES.

    ***

    As you can see, the larger the time-frame, the fewer the signals, and the more consistent (and larger profit) you will be able to realize.

    I would recommened going with a longer time frame if you are going to try to automate using an off-the-shelf software like NinjaTrader (which is pretty good, overall).

    You have to backtest it, 5 minutes, 10 minutes, etc. to see which one is best for your needs. But 2 minute might be too fast for you right now

    P.S. The stochastic is distracting and redundant. You're better off going with MACD / SMA(3,1) combo and not trying to complicate it until you master it.


    <img src=http://elitetrader.com/vb/attachment.php?s=&postid=2147072 width=800>
     
    #113     Oct 27, 2008
  4. After reading through how nice to see that we're all on the same (simple) page.

    Ultimately this is a technique which exploits the nature of price action, and it is price action that tells us what all of the millions of other traders are thinking in any given instrument that we are looking at, at the moment.
     
    #114     Oct 27, 2008
  5. Ok I will take off the stochastic. I had no clue about the displaced 3sma. I will simplify in real time, but look for the holy grail in coding land lol. I think the coding is a good way to work off the "looking for perfection" bug.
     
    #115     Oct 27, 2008
  6. Ok, I see what you mean now.

    I have now combined the MACD signals with the SMA signals.

    The part I'm missing now is when you actually anticipate the MACD with the SMA but the rest I think I got.

    TV


    <img src=http://elitetrader.com/vb/attachment.php?s=&postid=2147132 width=800>
     
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    #116     Oct 27, 2008
  7. Your missing some signals and others are late.

    Spend some screen time with it and it should become clearer.

    NinjaTrader has a feature where you can see your trades on a chart. Pull up your favorite instruement tomorrow and start testing it out, while keeping good notes on your performance.

    As time goes on it will become clearer.

    NinjaTrader also has a replay feature so you can review your trades at length.
     
    #117     Oct 27, 2008
  8. Hey guys. A few aha! moments came today and last night so I'm going into testing with this. Amazing. Thank you!
     
    #118     Oct 27, 2008
  9. #119     Oct 27, 2008
  10. ctrlbrk

    ctrlbrk

    #120     Oct 27, 2008