Spydertrader's Jack Hershey Equities Journal

Discussion in 'Journals' started by Spydertrader, Sep 25, 2004.

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  1. If we think of Dry Up Volume as a confirming indicator for pro-rata volume in the same way we use FRV by End of Day to confirm our Dry Up Volume achieved by 11:00 AM, then we already have our built in risk reduction. Eliminating 'short sale trades' from the discussion for the moment, we see that even if pro-rata volume fails to achieve DU by 11:00, we normally see price improvement. This subsequent price improvement allows for a small profit, or at worst, a wash sale. We would exit here freeing up the funds for another equity with a greater money velocity.

    I use a 5% stop loss and a 10% target. Using pro-rata volume to enter into a trade improves the the overall performance of the system from a dollar standpoint without increasing the risk / reward ratio. This was the point I attempted to make. While admittedly, I do not have enough pro-rata trades to definitively express the use of pro-rata volume in absolute terms, under current market conditions (and current market conditions may just be the key to determine when and when not to use pro-rata volume) it appears to provide a superior method of entry. Once we enter a period of flat or falling markets, we should have a better grasp of when and when not to use pro-rata volume, as well as, which levels work the best.

    Due to my three week vacation, I haven't had enough opportunity to observe this theory in real time. Of the few observations I have made on the subject, the results were positive. Significant more study on this theory is required before I can conclude the technique to be valid. As always, look for updates in the future.

    Thanks for your contributions.

    - Spydertrader
     
    #591     Jan 11, 2005
  2. g33m4k

    g33m4k

    I've been studying in detail a remote thread that has some extremely interesting measures that we ought to be able to leverage. Before I taint the thread with my inquiries and what I believe I understand about it, I am wondering if anyone can provide context besides the obvious PV, harmonics/fractal pairing body of knowledge (I finally found some use for my EE background). The grey area for the last several weeks has been the code at the bottom of the page (ie. 33/83/62 etc...). It seams that this is related to the equitites matrix (Fractal vs Pace) which I have yet to completely fill in, but these migrations appear jumpy and thus I must be mistaken... Any thoughts?

    G33M4K the Beginner
     
    #592     Jan 11, 2005
  3. g33m4k

    g33m4k

    This is a continuation of the above related posts...

    Kind Regards,
    G33M4K Beginner

    JC... I will address our issue shortly
     
    #593     Jan 11, 2005
  4. g33m4k

    g33m4k

    Here is the last segment of the series...

    Kind Regards,
    G33M4K Beginner
     
    #594     Jan 11, 2005
  5. Sevens - Ones - Zeros
    APPX - UTHR - DHI
    RATE - LCAV - MKTW
    LSCP - MRVL - MSA
    VIVO - NAVR - SFCC
    ISRG - URBN - WFR
    STZ - SHFL - CREE
    TKC - RIO - CCJ
    KSWS - TIBX - LEND
    CNC - LNCR - CMTL
    DVA - ELX - JUPM

    Hotlist

    RATE
    JUPM
    MKTW

    Watch List

    GOAM - Du Cycle - Du5
    PACT - Du Cycle - Du5
    IDSA - Du Cycle - Du5 - Du10
    BCSI - Du Cycle - Du5
    LWAY - Du Cycle - Du5 - Du10 - DU20
    EBKR - Du Cycle
    ESMC - Du Cycle - Du5 - Du10
    SWIR - Du Cycle - Du5
    CALM - Du Cycle
    ALDN - Du Cycle
    GDP - Du Cycle
    HRT - Du Cycle - Du5 - Du10 - DU20
    HANS - Du Cycle
    PETD - Du Cycle - Du5
    SINA - Du Cycle - Du5 - Du10 - DU20
    VSEC - Du Cycle - Du5 - Du10
    NTES - Du Cycle
    GMAI - Du Cycle
    ANIK - Du Cycle - Du5

    SRVZ Wealth Lab Equations - Dry Up

    ANIK
    EBKR
    EVCI
    GOAM
    PACT

    G33M4K Score for the above Stocks

    ANIK - 2
    EBKR - 0
    EVCI - 7
    GOAM - 2
    PACT - 0

    Gallas2 "Keep an Eye on These" Stocks

    CRDN (Attached)

    Dry Up Stocks with G33M4K Master List Score of Zero

    SINA
    PACT
    BCSI
    EBKR
    CALM
    GMAI

    (GOAM, ANTP, IDSA, NGPS, LWAY, HRT, VSEC & NVEC have float outside normal parameters)

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=665036>
     
    #595     Jan 11, 2005
  6. Glad to see everyone had a safe and happy holiday. It is very cool that you have an EE background like Jack. For pace vs fractal, I have found that the MACD gives me the best clue as to what the dominant fractal at play is. If the lines are divergeing, than the faster fractal is dominant. If they are entwining, then the current fractal is dominant.

    I also usually find that pace will slowly migrate down to no pace, and then jump to the fastest pace and then slowly migrate down again. All related to volume.
     
    #596     Jan 11, 2005
  7. Our system generated one signal today when actual volume for HRT exceeded calculated Dry Up Volume around 11:00 AM. Unfortunately, HRT has a float that falls outside our normal parameters. As a result, we do not take the HRT Trade Signal.

    With price degradation over yesterday, one might find themselves tempted to short HRT - especially when looking at a long term chart (attached). Keep in mind that float parameters apply to both long and short opportunities. In addition, MACD (+.0124) had already turned into positive territory and The Stochastic Indicator (50.9201) improved off the lows of the morning both by 11:00 AM. Levels for each indicator, in and of themselves, would have precluded any short trade at 11:00 AM. Lastly, average daily volume for HRT remains below our desired levels.

    I hope you find the above explanation useful.

    - Spydertrader

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=665157>
     
    #597     Jan 11, 2005
  8. Sevens - Ones - Zeros
    NAVR - SHFL - DVA
    NGPS - UTHR - ELX
    VIVO - LEND - DHI
    IRS - LNCR - KSWS
    HUM - MRVL - CCJ
    DECK - URBN - MSA
    CEDC - JUPM - HOV
    CNC - RIO
    NTAP - TIBX
    TKC - FFIV

    Hotlist

    NGPS
    JUPM
    FFIV

    Watch List

    GOAM - Du Cycle - DU5
    PACT - Du Cycle
    IDSA - Du Cycle - DU5 - DU10 - DU20
    BCSI - Du Cycle - DU5
    LWAY - Du Cycle - DU5
    EBKR - Du Cycle - DU5 - DU10 - DU20
    ESMC - Du Cycle - DU5 - DU10 - DU20
    ALDN - Du Cycle
    ULBI - Du Cycle
    GDP - Du Cycle
    ENWV - Du Cycle
    HANS - Du Cycle
    PETD - Du Cycle - DU5 - DU10 - DU20
    SINA - Du Cycle - DU5 - DU10
    ASKJ - Du Cycle
    VSEC - Du Cycle
    ANIK - Du Cycle

    SRVZ Wealth Lab Equations - Dry Up

    ANIK
    EBKR
    GOAM
    PACT

    G33M4K Score for the above Stocks

    ANIK - 2
    EBKR - 0
    GOAM - 2
    PACT - 2

    Gallas2 "Keep an Eye on These" Stocks

    ENWV (Attached)

    Dry Up Stocks with G33M4K Master List Score of Zero

    ESMC
    EBKR
    BCSI
    ALDN
    ULBI
    GDP
    ASKJ

    (GOAM, ANTP, IDSA, NGPS, LWAY, HRT, VSEC & NVEC have float outside normal parameters)

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=665687>
     
    #598     Jan 11, 2005
  9. svrz

    svrz

    Welcome back, Spydrtrader and thanks again for the continuing the posts.

    Take care
    RZ
     
    #599     Jan 12, 2005
  10. http://tinyurl.com/64yn7

    The above link contains a News article for ULBI which may or may not affect today's trading. Just keeping everyone informed.

    - Spydertrader
     
    #600     Jan 12, 2005
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