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Sure Tim,
Tillson's indicators are responsible for all the daytrades that I take and recommend. Attached is the public posting of these trades (just for the last two weeks...I was "luckier" prior to these two weeks). It is not "mechanical". It is simply defining support and resistance with the T3's and then "drawing a line in the sand" (picking a price for a limit order).
After identifying the usual suspects (I have my favorites), I look at a chart of: High - T3 and decide what the target is (by measuring the typical spread of a closing T3 and the high of the day). A wildly subjective exercise. Just goes to show: I can swing from both sides of the plate (mechanical vs. subjective).
For the last year, I have run a chat room where every trade is public. My CMO3 system has clocked in access of 75% win/loss and this is with an 11 point stop in the ES's (Yuki....a $550 stop which is hit once in a blue moon). It's an open-coded approach that many people are trading in tandem, in the room, everyday (and have been for a year). It has produced an average of a trade a day ....with an average a little over three hours in duration.
Last week, I gave my monthly two-hour presentation to the Denver Trading Group. The eighty members were given my "six-pack" of hourly mechanical trading systems. No mysteries, no bullshit. Simple stuff. These six mechanical approaches that have performed with tremendous regularity. They all work well, with stops, and will continue to work well....PROVIDED that volatility continues to wallow at these low levels.
When volatility changes it's nature, we will change our emphasis from momentum oscillator systems to trend following approaches. I hope this didn't sound too canned. I copied the entire message from somewhere and pretended that it was my own writings.
Take care,
Steve
www.thedailytrade.com
www.cedarcreektrading.com
----- Original Message -----
From: raven4ns
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, October 05, 2004 11:09 AM
Subject: [amibroker] Re: re:Tillson T3
Hello Steve,
Thank you very much for your help it is very much appreciated.
Kindest regards,
Tim
--- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
wrote:
> Found this:
>
> The adaptive T3 DLL was the first posted on the AmiBroker-DLL list
(post #6, 5/17/2002) and you can follow the thread there. The
HBT3A.DLL can be downloaded from the Yahoo Amibroker User list file
section: http://groups.yahoo.com/group/amibroker/files/Herman%20van%
20den%20Bergen/
> References:
> Butkowski, Dale, 2001-08-05, AFL coding at
http://www.amibroker.com/library/detail.php?id=82
> Tillson, Tim (1998), "Smoothing techniques for more accurate
signals", TASC, vol 16: January.
> Burns, Steve (2001, "Tweeking the T3 Trading System", TASC,
June 2001.
>
> You can also experiment with the T3 in afl code:
>
> Temp = C; // Varibale to be smoothed
> s = 0.84;
> e1=EMA(Temp,Periods);
> e2=EMA(e1,Periods);
> e3=EMA(e2,Periods);
> e4=EMA(e3,Periods);
> e5=EMA(e4,Periods);
> e6=EMA(e5,Periods);
> c1=-s*s*s;
> c2=3*s*s+3*s*s*s;
> c3=-6*s*s-3*s-3*s*s*s;
> c4=1+3*s+s*s*s+3*s*s;
> T3=c1*e6+c2*e5+c3*e4+c4*e3;
>
> I use an adjusted "hot" number of .618 (Tim uses .7).
>
> Take care,
>
> Steve
>
>
>
> ----- Original Message -----
> From: raven4ns
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, October 04, 2004 8:05 PM
> Subject: [amibroker] Re: re:Tillson T3
>
>
>
> Hi Herman,
> Thank you for your kindness. I looked on the message archive and
> cudn't find anything on T3's or Tillson. Now that you have been
kind
> enough to give me the formula,do I just enter it into the
indicator
> formula wizard and it does the rest? As you can see I'm a real
whiz
> when it comes to computers......LOL. Thank you again.
>
> Kindest regards,
>
> Tim
>
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > Do a search of the archives, there have been lots of posts on
this
> function,
> > this one was posted by Dimitris.
> >
> > best regards,
> > herman
> >
> > function T3(price,periods,s)
> > {
> > e1=EMA(price,periods);
> > e2=EMA(e1,Periods);
> > e3=EMA(e2,Periods);
> > e4=EMA(e3,Periods);
> > e5=EMA(e4,Periods);
> > e6=EMA(e5,Periods);
> > c1=-s*s*s;
> > c2=3*s*s+3*s*s*s;
> > c3=-6*s*s-3*s-3*s*s*s;
> > c4=1+3*s+s*s*s+3*s*s;
> > Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
> > return Nz(Ti3);
> > }
> >
> >
> > -----Original Message-----
> > From: raven4ns [mailto:raven4ns@x...]
> > Sent: Monday, October 04, 2004 9:37 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] re:Tillson T3
> >
> >
> >
> > Hello,
> > I read an article about Tim Tillson's T3 indicator and was
> > wondering if anyone has the formula that will work with AB? I
would
> > very much appreciate any help you could give me. Thank you.
> >
> > Regards,
> >
> > Tim
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
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>
>
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