Spydertrader's Jack Hershey Futures Trading Journal

Discussion in 'Journals' started by Spydertrader, Dec 30, 2006.

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  1. ralphbass

    ralphbass

    Can you help me fill in the blanks?

    Continuation / Change

    Increasing Black volume with increasing price = Continuation
    Increasing Black volume with decreasing price =

    Decreasing Black volume with increasing price =
    Decreasing Black volume with decreasing price =

    Increasing Red volume with increasing price = Change
    Increasing Red volume with decreasing price =

    Decreasing Red volume with increasing price =
    Decreasing Red volume with decreasing price =
     
    #2741     Apr 4, 2007
  2. Memorizing the 30 some different data sets required for continuation and change is not how you want to go about learning this stuff.

    - Spydertrader
     
    #2742     Apr 4, 2007
  3. ralphbass

    ralphbass

    Not having the answers is not learning it at all.
     
    #2743     Apr 4, 2007
  4. That makes it no more useful than a guess I would think.

    Will still have to look at this STR/SQU but so far I just see a premium/fair value measure.

    On tradestation you can simply chart the ES PREM and put a horizontal line at the premium value from indexarb.com and make that your zero line (for those having trouble at TS getting it up and running)
     
    #2744     Apr 4, 2007
  5. Pr0crast

    Pr0crast Guest

    If you understand the logic behind this, you won't need to fill in these blanks.

    Either way, filling this in would be worthless since whether something is continuation or change depends on the market's sentiment (i.e. incr black incr price could mean change if you are in a down channel).
     
    #2745     Apr 4, 2007
  6. Aurum

    Aurum

    This is called "doing the work."

    Spyder has given you a framework where you can easily find out the answers for yourself. Simply monitor the market and everytime the conditions you have presented are met, record what happens next.
     
    #2746     Apr 4, 2007
  7. Pr0crast

    Pr0crast Guest

    This has been posted a couple times, it may help you.

    I suggest reading the entire thread--you probably missed some stuff.
     
    #2747     Apr 4, 2007
  8. If STR/SQU invalidates incorrect thinking and validates correct thinking is it still a guess? :D

    It isn't an 'always on' indicator. When no information exists to indicate continuation or change on the other tools (ES, YM, PRV, etc.), we look to the STR/SQU. Because we have not yet introduced all of the available tools, we may find times when STR/SQU doesn't provide the information we need as well. However, STR/SQU does give us the opportunity to have more data sets available, and as a result, 'see' the signal for change earlier.

    - Spydertrader
     
    #2748     Apr 4, 2007
  9. Pr0crast

    Pr0crast Guest

    Is there any way for an IB customer using quotetracker to get STR/SQU set up?
     
    #2749     Apr 4, 2007
  10. The problem with esignal is that it does not commit the extremes to memory. I haven't done the catching up on the thread yet but in gleening through your indicator, it appears as though the programing does not store the extremes. In a sense, you want to be plotting just like a HLC bar. That means, you always want to be plotting the MAX NEUTRAL OFFSET of the bar/fractal, the MIN NEUTRAL OFFSET of the bar/fractal, and the CURRENT NEUTRAL OFFSET of the bar/fractal. Your indicator is missing the extremes and appears to plot the NOW which is fine if your sweeping is on top of the ball. However, if your sweeping does not efficiently spot the data, you will have missed the datapoint/signal, hence the need to capture MIN/MAX/NOW. The extremes are important because they tell you how prevalent the upcoming ES move will be...
     
    #2750     Apr 4, 2007
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