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Did you write some explorations or a template with these indicators and
Elders view of them. I did some time ago, but never was able to develop
a trading system - can't say I put an all out efforet into it either.
Thanks for the post.
JB
++++++++++++++++++
On Sun, 11 Jan 1998 13:14:29 -0000 "Steven Buss" <sbuss@xxxxxxxxxxx>
writes:
>It's been a while since I last posted.
>
>Watching multiple time period indicators intraday has convinced me
>that it
>is essential to evaluate market indicators from a multi-period
>perspective.
>
>Alexander Elder has the clearest exposition of this that I've seen
>(his
>"Triple Screen System").
>
>Anyone know of anyone besides Elder who has written clearly about an
>integrated multi-period analysis and trading?
>
>I've summarized values for my current favorite indicators below by
>index and
>period as of close 1/9/98.
>
>
>S&P500 Daily
>Weekly
>Monthly
> Stochastic(5,3,3) 13.56 & falling 36.24 &
>falling 73.81
> MACD (12,26,9) -2.95 & falling -5.43 &
>falling
>5.52 & falling
> 3 Line EMA(4,9,18) 4 just crossed below 9 & 18 4 just crossed
>below 9
>4 above 9 & 18
>
>DJIA
> Stochastic(5,3,3) 19.90 & falling 30.04 &
>falling 61.97 & rising
> MACD (12,26,9) -18.7 & Falling -41.44 &
> -13.78 & Falling
> 3 Line EMA(4,9,18) 4 just crossed below 9 & 18 All ~= but 4 is
>falling
>4 above 9 & 18
>
>Nasdaq Composite
> Stochastic(5,3,3) 12.97 & falling 27.50 &
>falling 35.14 & falling
> MACD (12,26,9) 1.48 & falling -23.96 &
>falling 2.34 & falling
> 3 Line EMA(4,9,18) 4 just crossed below 9 & 18 4 crossed below 18
>4 above 9 & 18, but close to 9
>
>4 periods ago
>Nasdaq 100
> Stochastic(5,3,3) 19.12 & falling 24.04 &
>falling
>32.13 & falling
> MACD (12,26,9) 2.09 & falling -18.33 &
> -5.35 & falling
> 3 Line EMA(4,9,18) 4 just crossed below 9 & 18 4 crossed below 18
>4 above 9 & 18, but close to 9
>
>4 periods ago
>
>Wish me luck. My intra-day travels (or is it travails?) have led me
>to try
>my hand at intra-day S&P futures.
>
>Steven Buss
>Walnut Creek, CA
>sbuss@xxxxxxxxxxx
>
>
>
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