Posted by junkmaylbox on 7th of Nov 2008 at 02:41 pm
bkout, Yes, I was watching SPX (but not SSO, although it should
not make much difference here) but I was expecting a confirmation
from the 15-minute chart (I misunderstood the system and Vida
clarified it for me). I am still learning :(
Posted by junkmaylbox on 7th of Nov 2008 at 01:34 pm
Matt, as stupid question from me: I have MACD(Close,12,26,9) as
the default on my StrategyDesk feed. Does 5,1 as opposed to 9
make a difference in filtering?
Posted by junkmaylbox on 6th of Nov 2008 at 12:58 pm
Ravun, I take it for granted that it makes money under normal
circumstances. I am not going to bet my house money on any system,
of course. On a personal note, how does your system's performance
compares with that of Matt? Naively, I would expect it to
outperform it slightly, but not more than by a factor of 2. Thanks
for your input on this and good luck in your trades! -Roy
Posted by junkmaylbox on 6th of Nov 2008 at 11:56 am
Yes, there is a promotional video from IB which uses Microsoft
Excel macros for that purpose. Other clients are alluded to as
possible as well. Check the user notes from IB (I should do that as
well).
Posted by junkmaylbox on 6th of Nov 2008 at 11:53 am
Robin, _if_ one can automate Ravun's system on 5 or 15-minute
chart, one should be able to combine the signals from both inputs.
It's a simple logical AND operation, and it's doable in Excel. The
reason I mention Excel here is that IB can be automated with Excel
interface to do what Ninja does, according to IB's promotional
videos. I haven't done it myself -- I'd rather program in C# -- but
that could be done. Do you know of anyone who's succeeded in code
Ravun's system?
Also, is Ravun's system superior to Matt's system in terms of
gains, or how do they compare? Thanks for any input here!
Posted by junkmaylbox on 6th of Nov 2008 at 11:28 am
John, can Ninja trader do more than StrategyDesk in
TDAmeritrade, which is free with the account? I can get live data
feed, 3-minute charts, formulas and usual metrics in TD without
needing to pay anything extra. I don't even trade with TD any
more.
Posted by junkmaylbox on 6th of Nov 2008 at 06:02 am
One more question: Why do we need Ninja Trader for this
mechanical system? I've gone through its tutorial and can see that
it does not provide a live data feed free of charge. I checked
StrategyDesk from TDAmeritrade, and it looks like it could do what
Ninja Trader does (thanks to surfer for posting his formulas). I am
in the process of switching to Interactive Brokers and would like
to know how the same automated strategies are done in IB (not via
Excel). Thanks for your help.
Posted by junkmaylbox on 6th of Nov 2008 at 03:21 am
Regarding financial advisers: you mechanical system beats the
average human investor hands down, it's just obscene to mention it
to a financial adviser as a benchmark.
Regarding the settings for the system: why 9/39 settings used
instead of the usual ones 16/34? Or is there such as thing as the
usual settings? Joel Wyse's blog mentioned different settings for
different index EFT's. I find this fact confusing. Thanks for
feedback on this!
Posted by junkmaylbox on 4th of Nov 2008 at 12:00 pm
So you enter on a buy signal (crossing 20% up) and exit on a
sell signal (crossing 80% down) on the 1 minute chart. What is your
stop on this scalp, if any? Still trying to learn it from you.
thanks!
Submitted by Gerald Clifton on Sun,
2008-11-02 22:07.
By the way, nothing substantially changed this week, in terms of
the basic structure of the Comex gold futures markets. The large
speculators who are long still outgun the speculator bears by huge
margins. It WAS a liquidation week, overall, but not significantly
so. I suspect some of the liquidation was due to end-of-the-month
squaring and the ongoing fund liquidations. Prices declined into
Thursday's (10/23) stab below 700, but rallied back up into the
725-740 area, where the action has been essentially
range-bound.
Posted by junkmaylbox on 31st of Oct 2008 at 01:06 pm
Daniel, The market could be being held up artificially until the
elections are over. I would short it aggressively on Tuesday given
the suitable conditions. I am afraid of surprise rallies on Monday
going into Tuesday, engineered by the PPT.
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I've got a cross on
7/21
Posted by junkmaylbox on 10th of Nov 2008 at 12:51 pm
I've got a cross on 15 min 16/34 SSO. Went short via SDS. I am paper trading only.
Yes, that's what I use.
Posted by junkmaylbox on 10th of Nov 2008 at 11:10 am
Yes, that's what I use.
bkout, Yes, I was watching
SSO Cross Coming?
Posted by junkmaylbox on 7th of Nov 2008 at 02:41 pm
bkout, Yes, I was watching SPX (but not SSO, although it should not make much difference here) but I was expecting a confirmation from the 15-minute chart (I misunderstood the system and Vida clarified it for me). I am still learning :(
I still don't see any
SSO Cross Coming?
Posted by junkmaylbox on 7th of Nov 2008 at 01:39 pm
I still don't see any confirmation on the 15-minute chart (I am learning the system so far) for 7/21.
Matt, as stupid question from
Dow 5 min chart.pngFor those of you who use ninja ...
Posted by junkmaylbox on 7th of Nov 2008 at 01:34 pm
Matt, as stupid question from me: I have MACD(Close,12,26,9) as the default on my StrategyDesk feed. Does 5,1 as opposed to 9 make a difference in filtering?
What is your use for
SSO Cross Coming?
Posted by junkmaylbox on 7th of Nov 2008 at 01:18 pm
What is your use for that formula, if I may ask?
Your system
junlmle; I may be wrong but I don;t think you can ...
Posted by junkmaylbox on 6th of Nov 2008 at 12:58 pm
Ravun, I take it for granted that it makes money under normal circumstances. I am not going to bet my house money on any system, of course. On a personal note, how does your system's performance compares with that of Matt? Naively, I would expect it to outperform it slightly, but not more than by a factor of 2. Thanks for your input on this and good luck in your trades! -Roy
Yes, there is a promotional
Programming Ravun's system
Posted by junkmaylbox on 6th of Nov 2008 at 11:56 am
Yes, there is a promotional video from IB which uses Microsoft Excel macros for that purpose. Other clients are alluded to as possible as well. Check the user notes from IB (I should do that as well).
Ravun's system
junlmle; I may be wrong but I don;t think you can ...
Posted by junkmaylbox on 6th of Nov 2008 at 11:53 am
Robin, _if_ one can automate Ravun's system on 5 or 15-minute chart, one should be able to combine the signals from both inputs. It's a simple logical AND operation, and it's doable in Excel. The reason I mention Excel here is that IB can be automated with Excel interface to do what Ninja does, according to IB's promotional videos. I haven't done it myself -- I'd rather program in C# -- but that could be done. Do you know of anyone who's succeeded in code Ravun's system?
Also, is Ravun's system superior to Matt's system in terms of gains, or how do they compare? Thanks for any input here!
Programming Ravun's system
Posted by junkmaylbox on 6th of Nov 2008 at 11:33 am
Has anyone been able to code Ravun's strategy in TD Ameritrade, IB (perhaps through C# programming) with or without Ninja trader?
For those who use IB without Ninja trader for automated trading, How have you coded it (any code samples or hints)?
My huge thanks to Matt and Ravun for covering their systems in multiple daily bulletins and having developed them in the first place!
Ninja trader
Wednesday end of day Market Recap 5.1% gain with SSO system ...
Posted by junkmaylbox on 6th of Nov 2008 at 11:28 am
John, can Ninja trader do more than StrategyDesk in TDAmeritrade, which is free with the account? I can get live data feed, 3-minute charts, formulas and usual metrics in TD without needing to pay anything extra. I don't even trade with TD any more.
www.joelwyse.com, click on Ninja Trader
Wednesday end of day Market Recap 5.1% gain with SSO system ...
Posted by junkmaylbox on 6th of Nov 2008 at 09:34 am
www.joelwyse.com, click on Ninja Trader on the right. I am sorry for missing the link. -Roy
One more question: Why do
Wednesday end of day Market Recap 5.1% gain with SSO system ...
Posted by junkmaylbox on 6th of Nov 2008 at 06:02 am
One more question: Why do we need Ninja Trader for this mechanical system? I've gone through its tutorial and can see that it does not provide a live data feed free of charge. I checked StrategyDesk from TDAmeritrade, and it looks like it could do what Ninja Trader does (thanks to surfer for posting his formulas). I am in the process of switching to Interactive Brokers and would like to know how the same automated strategies are done in IB (not via Excel). Thanks for your help.
Thanks, Ravun! Post more of
S&P 500 30 min chart.png
Posted by junkmaylbox on 6th of Nov 2008 at 05:56 am
Thanks, Ravun! Post more of this stuff, please, whenever you can find it!!
SRS Mechanical trading system
Wednesday end of day Market Recap 5.1% gain with SSO system ...
Posted by junkmaylbox on 6th of Nov 2008 at 03:21 am
Regarding financial advisers: you mechanical system beats the average human investor hands down, it's just obscene to mention it to a financial adviser as a benchmark.
Regarding the settings for the system: why 9/39 settings used instead of the usual ones 16/34? Or is there such as thing as the usual settings? Joel Wyse's blog mentioned different settings for different index EFT's. I find this fact confusing. Thanks for feedback on this!
Yes, that was a low
Gold Commercial Net Short
Posted by junkmaylbox on 4th of Nov 2008 at 04:38 pm
Yes, that was a low number, and it is consistent with bullish structure of the futures market (open interest dropped with lower gold spot price).
TBT
Posted by junkmaylbox on 4th of Nov 2008 at 02:30 pm
Could someone explain why TBT is a good buy now or later? Thanks for any input on it.
So you enter on a
EEV 1min chart.png 1 min EEV chart dynamic - gave a ...
Posted by junkmaylbox on 4th of Nov 2008 at 12:00 pm
So you enter on a buy signal (crossing 20% up) and exit on a sell signal (crossing 80% down) on the 1 minute chart. What is your stop on this scalp, if any? Still trying to learn it from you. thanks!
(repost)The COT report from Friday
Gold Commercial Net Short
Posted by junkmaylbox on 3rd of Nov 2008 at 10:51 am
By the way, nothing substantially changed this week, in terms of the basic structure of the Comex gold futures markets. The large speculators who are long still outgun the speculator bears by huge margins. It WAS a liquidation week, overall, but not significantly so. I suspect some of the liquidation was due to end-of-the-month squaring and the ongoing fund liquidations. Prices declined into Thursday's (10/23) stab below 700, but rallied back up into the 725-740 area, where the action has been essentially range-bound.
Good luck, all.
Daniel, The market could be
Least volatile day in quite some time so far, VIX ...
Posted by junkmaylbox on 31st of Oct 2008 at 01:06 pm
Daniel, The market could be being held up artificially until the elections are over. I would short it aggressively on Tuesday given the suitable conditions. I am afraid of surprise rallies on Monday going into Tuesday, engineered by the PPT.