[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Profitable trades



PureBytes Links

Trading Reference Links

The split is the choice of the user.  I have traded everything (almost) 
across all(almost) time frames using the same systems.  What I have found 
is "I", as in "Me" and what I see, is if I take the effort to match a 
system/time frame to what is happening in the here and now, I can make a 
little money at this game.

I know this flies in the face of the belief of most, but it works for me. 
 I have found all securities are doing it up, down or sideways in the time 
frame they choose at the time they choose to choose it.  Rather than try to 
develop a single system to trade, I let the security tell me what it's 
doing.  Kind of fell into this using Omni Trader.  OT lets you build 
profiles based on a set of indicators.  Trenders get trending indicators. 
 Choppy ones get stochastic.  Nice smooth ones get MACD & MAs.

I also do not back test for forty years.  I learned to see things in a 
shorter time frame from trading the futures markets and hand keying the 
data - back in the days of PC XTs, Lotus 123 and the WSJ.  My focus is on 
the immediate past and attempting to identify what it is doing right now. 
 I can't do anything about tomorrow because it's not here yet.  For that I 
have "stop" guaranteed work as requested as always.

Something to play with is the Alert(Alert(...)...) posted by someone a 
while back.  Stick this in the Expert and you will get some great signals. 
 Just have to be quick on your feet in that it is a "hindsight" look at the 
market.  Works fantastic on trenders.  Usually will have you in the market 
within 1-2 days of a turn.  It will eat you alive in a choppy market.  It 
really works great with some trend lines.

And that my 2 cents worth.  Remember it's worth everything is 
cost.................

-----Original Message-----
From:	Onno Goedknegt [SMTP:goedkneg@xxxxxx]
Sent:	Tuesday, August 18, 1998 6:25 AM
To:	metastock@xxxxxxxxxxxxx
Subject:	RE: Profitable trades

Don,

Good idea to combine all our experiments and experience to make a better
trading system.

But first of all we need to make a split between:

period?          : long/mid/short/intraday trading
what?            : futures/stocks/options
type of analysis?: indicator builder/expert advice/system tester/explorer

Regards,
Onno


At 19:26 17-8-98 -0700, you wrote:
>Animal:
>I'll never complain.  I enjoy seeing what these systems pick.  Maybe we 
all
can put something together that will work better than what we can do 
separately.
>Don Hughes
>daringdon@xxxxxxxxxxx
>
>*********** REPLY SEPARATOR ***********
>
>On 8/17/98, at 7:09 PM, Animal  wrote:
>
>>Thanks, I'll adjust the "Big Brain".  I'll start posting the "blind" hits 
>>the systems generates( until someone screams about how much time and 
space
>>it wastes.
>>
>>Might be nice if we could get a few other folks to post any "published"
>>trading systems that are being looked at.
>>
>>-----Original Message-----
>>From:	Marilin Larken [SMTP:uscbl@xxxxxxxxxxxxx]
>>Sent:	Monday, August 17, 1998 12:42 PM
>>To:	metastock@xxxxxxxxxxxxx
>>Subject:	RE: Profitable trades
>>
>>Animal,
>>1234 Has a recommended minimum of $30.00, PDI(14)<MDI(14), ADX>30
>>I have the book, so if you have other questions let me know I'll look it
>>up.
>>
>>Marilin
>>
>>-----Original Message-----
>>From: owner-metastock@xxxxxxxxxxxxx
>>[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Animal
>>Sent: Friday, August 14, 1998 10:09 AM
>>To: 'metastock@xxxxxxxxxxxxx'
>>Subject: RE: Profitable trades
>>
>>
>>Does anyone know if the Cooper 1234 has a minimum stock value to be
>>included in the selection criteria.  5 Day Momentum has a $50 min for a 
buy
>>and a $40 for a sell.
>>
>>-----Original Message-----
>>From:	Christian Baude [SMTP:BAUDECB@xxxxxxxxxxxxx]
>>Sent:	Thursday, August 13, 1998 5:42 PM
>>To:	metastock@xxxxxxxxxxxxx
>>Subject:	Re: Profitable trades
>>
>>On Wed, 12 Aug 1998 09:34:53 -0500, you wrote:
>>
>>>What is 1234?
>>
>>Maybe:
>>
>>"Hit and Run Trading - The Short-Term Stock Trader's Bible" - by Jeff
>>Cooper
>>
>>Cooper 1234
>>
>>This system requires the following.
>>
>>1.  The 14-day ADX >=30
>>2.  The 14-day +DI must be greater than the 14-day -DI
>>3.  Lastly there must be consecutive days where the closing price is
>>less than the previous day or the first day is lower and the second
>>and third day must less than or equat to its previous day.
>>
>>Formula I called "HAR2" (means "Hit & Run 2," I guess):
>>
>> If((ADX(14)>30) AND   ((PDI(14))>(MDI(14))),-1,0)
>>
>>Formula "OneTwoThreeFour":
>>
>> If( (Fml( "HAR2" )=-1) AND  (Fml( "ThreeLL" )=-1) ,-1 ,0 )
>>
>>Formula "ThreeLL" (three lower lows):
>>
>> If( (LOW<Ref(LOW,-1)) AND ((Ref(LOW,-1))<(Ref(LOW,-2))) AND
>>((Ref(LOW,-2))<(Ref(LOW,-3))),-1,0)
>>
>>Formula "ThreeHH" (three higher highs):
>>
>> If( (HIGH>Ref(HIGH,-1)) AND ((Ref(HIGH,-1))>(Ref(HIGH,-2))) AND
>>((Ref(HIGH,-2))>(Ref(HIGH,-3))),1,0)
>>
>>From: Chuck Engstrom <engstrom@xxxxxxx>
>>====================================================================
>>{Cooper 1234 buy}
>>
>>(ADX(14) > 30 AND PDI(14) >  MDI(14)) AND {3 LOWER LOWS IN A ROW}
>>((L < Ref(L,-1) AND Ref(L,-1) < Ref(L,-2) AND Ref(L,-2) < Ref(L,-3))
>>OR
>>{2 LOWER LOWS IN A ROW AND AN INSIDE DAY}
>>(Ref(L,-2) < Ref(L,-3) AND Ref(L,-1) < Ref(L,-2) AND H <= Ref(H,-1)
>>AND L >= Ref(L,-1)) OR
>>{AN INSIDE DAY AND 2 LOWER LOWS}
>>(Ref((H <= Ref(H,-1) AND (L >= Ref(L,-1))),-2) AND Ref(L,-1) <
>>Ref(L,-2) AND L < Ref(L,-1)))
>>---------------------------------------------------------------
>>{Cooper 1234 sell}
>>
>>(ADX(14) > 30 AND PDI(14) <  MDI(14)) AND {3 HIGHER HIGHS IN A ROW}
>>((H > Ref(H,-1) AND Ref(H,-1) > Ref(H,-2) AND Ref(H,-2) > Ref(H,-3))
>>OR
>>{2 HIGHER HIGHS IN A ROW AND AN INSIDE DAY}
>>(Ref(H,-2) > Ref(H,-3) AND  Ref(H,-1) > Ref(H,-2) AND H <= Ref(H,-1)
>>AND L >= Ref(L,-1)) OR
>>{AN INSIDE DAY AND 2 HIGHER HIGHS}
>>(Ref((H <= Ref(H,-1) AND (L >= Ref(L,-1))),-2) AND Ref(H,-1) >
>>Ref(H,-2) AND H > Ref(H,-1)))
>>
>>From: "Stephen Danik" <steve_dk@xxxxxxxxxxx>
>>====================================================================
>>180 b
>>
>>C > Mov(C,10,S) AND C > Mov(C,50,S) AND
>>Ref(C,-1) <= (Ref(L,-1)+(Ref(H-L,-1)*.25)) AND C >=   L + ((H-L) *
>>.75)
>>
>>180 s
>>
>>C < Mov(C,10,S) AND C < Mov(C,50,S) AND
>>Ref(C,-1) >=   (Ref(L,-1)+(Ref(H-L,-1)*.75)) AND C <=   L + ((H-L) *
>>.25)
>>----------
>>Boomer b
>>
>>ADX(14) > 30 AND PDI(14) > MDI(14) AND H <= Ref(H,-1) AND Ref(H,-1) <=
>>Ref(H,-2) AND
>>L >= Ref(L,-1) AND Ref(L,-1) >= Ref(L,-2)
>>
>>Boomer s
>>
>>ADX(14) > 30 AND PDI(14) < MDI(14) AND H <= Ref(H,-1) AND Ref(H,-1) <=
>>Ref(H,-2) AND
>>L >= Ref(L,-1) AND Ref(L,-1) >= Ref(L,-2)
>>----------
>>Expansion b
>>
>>C > Ref(HHV(C,42),-1) AND H-L >= Ref(HHV((H-L),9),-1)
>>
>>Expansion s
>>
>>C < Ref(LLV(C,42),-1) AND (H-L) >= Ref(HHV((H-L),9),-1)
>>----------
>>Pivot b
>>
>>H-L > Ref(HHV((H-L),9),-1) AND ((L <= Mov(C,50,S)) OR Ref(L,-1) <=
>>Ref(Mov(C,50,S),-1))
>>AND C > Mov(C,50,S)
>>
>>Pivot s
>>
>>H-L > Ref(HHV((H-L),9),-1) AND ((H >= Mov(C,50,S)) OR Ref(H,-1) >=
>>Ref(Mov(C,50,S),-1))
>>AND C < Mov(C,50,S)
>>----------
>>Gilligan b
>>
>>GapDown() AND O < Ref(LLV(L,41),-1) AND C >= ((H+L)/2) AND C >= O
>>
>>Gilligan s
>>
>>GapUp() AND O > Ref(HHV(H,41),-1) AND C <= ((H+L)/2) AND C <= O
>>----------
>>Lizard b
>>
>>O >=   L + ((H-L) * .75) AND C >=   L + ((H-L) * .75) AND L <
>>Ref(LLV(L,9),-1)
>>
>>Lizard s
>>
>>O <=   L + ((H-L) * .25) AND C <=   L + ((H-L) * .25) AND H >
>>Ref(HHV(H,9),-1)
>>----------
>>Slingshot b
>>
>>(Ref(H > Ref(HHV(H,42),-1),-1) AND
>>L <= (Ref(L,-1) - .125)) OR (Ref(H > Ref(HHV(H,42),-1),-2) AND
>>Ref(L<=(Ref(L,-2) - .125),-1))
>>
>>Slingshot s
>>
>>2ML:=LLV(L,42);
>>(Ref(L < Ref(2ml,-1),-1) AND
>>H >= (Ref(H,-1) + .125)) OR (Ref(L < Ref(2ml, -1),-2) AND Ref(H >=
>>(Ref(H,-2) + .125),-1))
>>----------
>>Whoops b
>>
>>C<Mov(C,10,S) AND C<Mov(C,50,S) AND O<Ref(C,-1)-0.25
>>
>>Whoops s
>>
>>C>Mov(C,10,S) AND C>Mov(C,50,S) AND O>Ref(C,-1)+0.25
>>----------
>>From: Rob Cloutier <cloutier@xxxxxxxxxxx>, Mullica Hill, NJ
>>
>>================================================
>>Courtesy of my "cut & paste" storage software <g>
>