Spydertrader's Jack Hershey Futures Trading Journal

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

Thread Status:
Not open for further replies.
  1. Extreme volume?
     
    #6271     Oct 2, 2007
  2. CNMS2 Questions-

    Constant Volume charts -
    1) What level do you set the minimim volume at?
    2) Using constant Volume chart PRV monitoring is impossible
    correct?

    Level1, Level2, Forest, Tree, Limb, etc.
    Longer Time interval TO Shorter Time Interval

    For clarification purposes I understand your use of the above
    terms to mean for example ( Doesn't have to be in the
    below units. But the relative relationship is important ):

    level 1 - weeks
    level 2 - days
    forest - Intrady Monitoring measure in minutes (30,15,...)
    tree - forest / any number X
    limb - tree / X

    IF YOU monitor and trade at the forest level choose a fractal
    where the chart channels appears to "Tape" ?

    IMO - You have to trade at a faster channel than the one being
    monitored.


    CHANGE/CONTINUATION MONITORING POINTS AND POTENTIAL ENTRIES - Please see attached chart.

    CHARTs from left to right - 1min .5pt inc 5 min 1pt inc 15 min

    On the 5 min (Middle chart)

    red arrows -I was monitoring the bar low for a short entry CHANGE SIGNAL ( NO Short Entries
    at these points ).
    Green arrows for long entry CONTINUATION SIGNAL.

    The lime green channel was in place and I added the green
    channel after the PRV and price surge of the 1130 bar.

    The vertical lines on the 1 min chart corresponds to the entry arrows on the
    5 min chart.

    What I really like about the chart, at this time, is that we were at the 15 minute chart RTL.
     
    #6272     Oct 2, 2007
  3. ivob

    ivob

    The much lower volume "flaw like" bar after the LTL bounce is also an indication that change has taken place IMO.

    Ivo
     
    #6273     Oct 2, 2007
  4. R/R

    R/R

    I recognize the above and knowing that a change in sentiment has occurred is more important than attaching the correct label. But, how in Spyder's example does one identify the green and orange events as FTT's rather than LTL bounces? I don't see a noticable difference from the example in the snippet. Perhaps the YM chart was the key.

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1626219>
     
    #6274     Oct 2, 2007
  5. ivob

    ivob

    This is very interesting. I have noticed indeed that when RTL breaches while volume / volatility is decreasing you can count on the channel to be widened soon. Very useful. Good moment to be out if you don't like the increased risk.

    regards,
    Ivo
     
    #6275     Oct 2, 2007
  6. cnms2

    cnms2

    1) usually 10k or 30k
    2) correct, but you can observe the pace

    I don't have definitions for those terms, but I'd use "level 1" as first level above the "tape", then "level 2", ... "forest".

    At some point, Jack recommended that after entry to find the slower fractal on which you see a tape forming. Search for "tampa tape".

    On your charts I see an up channel forming, and a retrace to pt 3 happening, so I'd look for a long entry. I'd need a signal that the setup changed toward short before looking for a short entry.
     
    #6276     Oct 2, 2007
  7. Talas

    Talas

    One problem when entering a new area is that people tend to use short hand phrases. The problem is just then learning what concept to which the phrases refer. Change and continuation are short hand for 'Change at some resolution' vs 'Continuation at that same resolution'.

    By removing the context, a single bar could be BOTH Change AND Continuation. That is, a Change could occur at a finer resolution that indicates Continuation at a more coarse resolution.

    I don't believe that the problem is simply identifying Change vs Continuation, but rather if the current event means Change, it means change at what resolution?

    If I've stated something that's incorrect, feel free to correct me.

    - Talas
     
    #6277     Oct 2, 2007
  8. you are looking at the wrong bar. I'm discussing 2 bars later than the highlighted bar, i'm assuming your talking to me lol.
     
    #6278     Oct 2, 2007
  9. cnms2

    Would the short CHANGE signal in this case be a B2R -> R2B Gaussian ( or if I didn't denote it properly an INC in Red PRV volume to signify a change in sentiment to SHORT) at the monitoring time interval ( which in the charts I attached was 5 minutes ) ?

    Thank you !
     
    #6279     Oct 2, 2007
  10. cnms2

    cnms2

    Yes. And don't forget:
    Long: HH & HL
    Short: LL & LH
     
    #6280     Oct 2, 2007
Thread Status:
Not open for further replies.