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Hello Mark,
I'm very pleased You're interested in this idea and I congratulate with You
for the great number of suggestions to improve it.
It would be beatifull if this idea (and many others I hope, whoever propose
them) could become property of the list as Your Oddball;
If members list work all together, ideas can grow...
Mario
----- Original Message -----
From: "Mark Brown" <markbrown@xxxxxxxxxxxxx>
To: "marika11" <marika11@xxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Wednesday, March 20, 2002 7:28 PM
Subject: Re: trading idea
> Hello marika11,
>
> m> Here it is the idea... Assumption: In most indexes markets gaps on
> m> daily bars are rare Idea to take advantage of this: to put in open
> m> 2 orders, one buy x point
>
> i was working on some ideas in the past.
>
> 1.) time - if a certain amt. of time has passed by and the market
> hasn't done what i expect then the system must get out - or move stop
> to break even + cost.
>
> 2.) stop - initial stop should be a reversal order until the time
> dictates to move to a break even + cost. else we need ot test a strait
> stop also.
>
> 3.) volatility - looking for extreme low volatility, then give more
> weight to a trade that is in the opposite direction of the one that
> just occurred.
>
> 4.) ranking - rank trades according to probabilities and stops the same
> way. all must first rate % probabilities 1st!
>
> 5.) fair value - use a a filter.
>
> 6.) divergence - between the sp and cash - sp and tick - sp and nyse -
> sp and (adv-dec).
>
> 7.) 30 yr. bonds trending same direction.
>
> 8.) tick - the levels of the tick should be used as a ranking for
> trades especially when outside of 500+ or 500-.
>
> 9.) daily - look @ patterns on daly chart - looking for certain pop
> offs - leading to sideways markets that tend to swing big.
>
> 10.) high tick - high tick frame filter.
>
> 11.) low tick - lower tick frame for orders etc. (;-) ken) should have
> confirming indicators on this smaller time frame tic bar chart.
>
> 12.) but none of this logic panned out in the long run.
>
>
> --
>
> Have a Great Day, Mark
>
> http://www.markbrown.com
>
>
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