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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 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?

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 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).

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!

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 on the right. I am sorry for missing the link. -Roy

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!!

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 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!

Title: (repost) The COT report from Friday

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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