The ACD Method

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

  1. Maverick74

    Maverick74

    Well, we confirmed a monthly A up this month. Number line is flat. I see no reason to be short. I wouldn't be long either though as my monthly number line does not confirm the monthly A up.
     
    #8711     May 19, 2014
  2. sarue

    sarue

    Trilogic, since you pulled up one of my old posts, I thought I’d chime in. You’ll read throughout this tread that there isn’t one magic way to calculate ACD levels, That’s right. The magic is when you develop a methodology that makes sense to you and that you apply every day exactly the same way. My method of using ACD is taken from Fisher, but I don’t do it the same way. If anyone else on the plant does the calcs like I do then it’s pure coincidence. I’ll tell you what I do. For the daily I use a 15 minute OR. I don’t use 20% of the daily ATR for the A levels. I use intraday data because it better reflects the volatility. There are 26 15 minute periods in a trading day for stocks. I use a 26 period 15 min ATR to determine my daily A levels. Through trial and error I use a multiplier on the ATR value and stick to it for every daily A level. I don’t use a multiplier on the weekly, monthly, etc but otherwise I use the same method. I track a small universe of mostly triple ETFs like TQQQ, UPRO, and TNA. Using today as an example, my TQQQ A up was 62.52. The 11.55 bar failed at 62.52. My A down was 61.04 which was confirmed. Price rallied until the 2.25 bar failed at the A down. Price subsequently rallied again, this time failing at the bottom of the OR. Price closed below the OR so my number-line for it today is -3.

    ACD is only part of what I do. I also monitor market internals very closely and have it all in a spreadsheet so I can more readily see extremes and potential reversal areas. I’ve done it this way for more than two years now and love it. I don’t always trade it right, I screw up some trades and not all of them follow the script. But enough do to be very useful.



     
    #8712     May 20, 2014
  3. trilogic

    trilogic


    Thank you- helpful
     
    #8713     May 20, 2014
  4. Sell in May and Go Away?

    Well that’s sure not what my number lines are showing.

    You can see the strength in XLB and XLE. XLK confirmed on Thursday with a 6, 10, 17 and pulled back a bit on Friday (the 5 day) to 4,12,21.

    First time the DOW has confirmed in some time and SPY is right there.

    Dollar neutral SPY and GLD or SPY and UNG? (Like I know:))

    In my retirement MF’s I’ve overweighed large cap value; then large cap growth; then mid cap value and finally mid cap growth. On a Relative Strength basis, after many months, the SPX is now outperforming both the MID and SML (MID is also outperforming SML.) Large cap value is out performing LCG and mid cap value is outperforming MCG.
     
    #8714     May 26, 2014
  5. Maverick74

    Maverick74

    I got a confirm last week on ES. I think she is going to at least test the 1920 area. A lot of charts out there look really nice. Lot of strong stuff. The market does NOT look toppy. Vix looks like it wants to flirt with single digits again.
     
    #8715     May 26, 2014
  6. trilogic

    trilogic


    http://vimeo.com/15967837

    right around hour mark discussing +/- days, anyone still using these in their everyday evaluation/calculation for making trades ?
     
    #8716     May 27, 2014
  7. Maverick74

    Maverick74

    Is that the "what happened 30 days ago is likely to happen again today" indicator?
     
    #8717     May 27, 2014
  8. trilogic

    trilogic

    I believe so, still relevant wondering, find it hard to believe, but...
     
    #8718     May 27, 2014
  9. trilogic

    trilogic

    Also I think you wrote that Mark said if you trade from ideas in the book you will get "killed"

    What exactly does this mean, .... whats the point of the description on the OR and pivots then, an number line... hope you dont say just a guide or something
     
    #8719     May 27, 2014
  10. Maverick74

    Maverick74

    I never used that nor understood it.
     
    #8720     May 27, 2014