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Hi Steve,
I appreciate your thoughts and help. Just to give you an idea of
what I'm doing; I'm a swing trader who is looking for trades that
will last anywhere from 1-21 days or longer. As I'm retired, I don't
want to daytrade and spend my days sitting at a computer terminal.
It seems to me if I can get low-risk,high-probability trades every
few days that would be wonderful. ALL I'M LOOKING FOR IS 100%
ACCURACY AND LITTLE TO NO TIME COMMITTMENT ON MY PART....LOL.
Seeeee, I'm not looking for much...LOL.
Seriously, if I can get a few good trades every week or so I would
be content. I currently am using a LRV plus stochastics to confirm
my trades which are triggered by my CCI indicator. The T3 indicator
sounded interesting which is why I wanted to look at it. My set-up
is simple but doesn't mean it can't be improved. I will only change
it by dropping 1 of my current indicators so the new indicator has
to be very good for me to do this. As I use EOD charts this affords
me the luxury of looking at a possible setup with little time
pressure unlike daytrading.
Once again, thank you for your help and suggestions, they are very
much appreciated.
Kindest regards,
Tim
--- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
wrote:
> 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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