SPM discussions

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

  1. Quark

    Quark

    I took the same short in the ES almost the same way, but I waited for a touch of the 9 period SMA instead of the 3+1.

    On the chart the green line is the 9 period SMA and the dashed blue line is the 3+1. (This is OEC's platform.)

    When I'm more comfortable with this, I can see a benefit to multiple contracts and scaling out.

    BTW, my stop is 3 points and profit target is 3.75 for now. I may tighten the stop a bit with touches of the 9 SMA because if if doesn't hold, the trade is usually a bust anyway.

    <img src=http://elitetrader.com/vb/attachment.php?s=&postid=2152576 width=800>
     
    #211     Oct 30, 2008
  2. GiantDog

    GiantDog

    Isn't the moving average supposed to be a 3sma or 3 adaptive average with a displacement of 1? Another thing that concerns me is that the Macd lines were both going up at the time even though they were in negative territory. Does it matter if the Macd lines are going up instead of down even though they were in negative territory? Also, it looked like the fast line was about to cross the zero line to the upside. Woudln't that of been a trade to the upside if it broke the zero line?

    woof woof
     
    #212     Oct 30, 2008
  3. GiantDog

    GiantDog

    I will repeat this part in case their is a genius on this board that can answer it.

    woof woof
     
    #213     Oct 30, 2008
  4. GiantDog

    GiantDog

    I just wanted to see if you guys were trading WITH the Macd lines and not against them even though I know you CAN do that when the market is heading strongly in one direction. (if you want to that is). Right now, I just
    missed a cross to the upside. Back to trading.

    woof woof
     
    #214     Oct 30, 2008
  5. The moving average is a simple moving average set to 3 periods, with an offset of 1 period forward.

    I take the crossovers which are supported by price action crossing the sma3,1, even if momentum is in negative territory.
    ***
    Note: I specificially made this post becasue it bears repeating.
     
    #215     Oct 30, 2008
  6. With about 4 or 5 trades to the downside (after the initial opening chop), which worked out for 2pts or more under our collective SPM belts today, you really would not have had to take the trades to the upside, even though they did work out well ... and that's just the ES I'm talking about.
     
    #216     Oct 30, 2008
  7. Stok

    Stok

    What are the MACD settings?
     
    #217     Oct 30, 2008
  8. GiantDog

    GiantDog

    I believe they are 12.26.9
     
    #218     Oct 30, 2008
  9. Could you elaborate on this please Mandel?
    Say the 2 minute MACD crosses up, and the 10 min. MACD shows UP, then I wait for price to retrace to the 3+1SMA before entering?
    Ian
     
    #219     Oct 30, 2008
  10. That's a good question.

    As GiantDog said, they are 12, 26, 9.

    I've done a lot research on Google since Trader28's SPM for reading price action started up again, and found a paper showing the different optimized settings for the different commodities.

    It seems that this is the setting which produces the most consistent results across the board for all the instruements traded, and that is why it is used.

    I'll look around to see if I can find the paper.

    Regards
     
    #220     Oct 30, 2008