The ACD Method

Discussion in 'Technical Analysis' started by sbrowne126, Jul 16, 2009.

  1. Maverick74

    Maverick74

    Yeah I'm trying to find every configuration possible to be short the Aussie.
     
    #7921     Dec 18, 2013
  2. Maverick74

    Maverick74

    #7923     Dec 18, 2013
  3. not sure would be fun to apply some TA to this, this is funny though.
    Look/scroll to the the net asset value, terrifying, those are some high sharpe ratios.

    https://www.secondmarket.com/company/bitcoin-investment-trust
     
    #7924     Dec 18, 2013
  4. partha

    partha

    A small widget for the board ...

    A TOS study - for Daily ACD (works well for Forex now). Please rename the file to have a .ts extension instead of .txt and you can import that into TOS.

    The one I gave out previously does'nt work well on sessions that cross the midnight boundary. This new one - can cross the 24 mignight sessions correctly.

    As usual - You need to set the proper parameters for:
    Open Time, Close Time, OR Period (15min or 30min), ATR length (in days), of course your particular Aup/ADn ratios and price target ratios. All times are in Eastern Time (TOS default)

    If you want one session that is London open - load one copy of the study and use 0300 for Open, 0255 for close.

    If you want two sessions - or three, load 2 or 3 copies of the same study and set each one of them to be a different open/close time and appropriate OR period etc.

    Now - TOS - uses 1600 Eastern as a rollover mark for a Day. So the plots will jump at that point to reflect a new value for the ATR - nothing to be done about that ... thats the way TOS works.
    The OR value etc will not change - only the A lines will change a bit.

    Hope this is helpful to some one.
    Happy Holidays - Enjoy.
     
    #7925     Dec 18, 2013
  5. DT3

    DT3

    When would OR be? Also it trades on multiple exchanges at different price levels on each so that would make it a little harder to get correct levels.
     
    #7926     Dec 18, 2013
  6. #7927     Dec 18, 2013
  7. partha

    partha

    BT3 - The OR would start at whatever you specify as OpenTime, and would last 15 or 30 minutes (depending on what you set as your OR Period). If you want any other OR period - you can tweak the code a bit to get that.
     
    #7928     Dec 18, 2013
  8. DT3

    DT3

    Partha my post was regarding bit coins but your script looks great.
     
    #7929     Dec 18, 2013
  9. Holy fk, the volatility was incredible at 14:00 (FOMC)

    With the head fake, a lot of a/cs got cleaned out esp those with stop losses

    For sure, if you have a hard stop loss, it's getting taken out or margin called, only to reverse in your favor when you've been stopped out

    Running & gunning those stop losses. LOL
     
    #7930     Dec 18, 2013