|
PureBytes Links
Trading Reference Links
|
<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD W3 HTML//EN">
<HTML>
<HEAD>
<META content=text/html;charset=iso-8859-1 http-equiv=Content-Type>
<META content='"MSHTML 4.72.3612.1700"' name=GENERATOR>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT color=#000000 size=2>I have begun playing around with predicting
T-Bond directional movement w/ neural nets. The best I can do after a few
days of work is to achieve roughly 80%+ accuracy of knowing if the Open tomorrow
(t+1) is higher or lower than the Opening yesterday (t-1) just after the market
Opens today (t=0). Or about 75%+ accuracy of knowing if the Open in two
days (t+2) is higher or lower than the Open today (t=0) after the close of the
market today (t=0). Can anyone shed light as to whether or not this could
be useful in trading T-Bonds in any meaningful fashion? Thanks,
Brian</FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sat Aug 07 11:25:06 1999
Return-Path: <owner-realtraders@xxxxxxxxxxxx>
Received: from ml.nw.verio.net (ml.nw.verio.net [204.202.220.47])
by purebytes.com (8.8.7/8.8.7) with ESMTP id LAA00154
for <neal@xxxxxxxxxxxxx>; Sat, 7 Aug 1999 11:24:42 -0700
Received: (from majordom@xxxxxxxxx)
by ml.nw.verio.net (970819888) id KAA23979
for realtraders-sendemout; Sat, 7 Aug 1999 10:13:56 -0700 (PDT)
Received: from mail1.nwnet.net (mail1.nwnet.net [192.220.251.8])
by ml.nw.verio.net (970819888) with ESMTP id KAA23975
for <realtraders@xxxxxxxxxxxxxxx>; Sat, 7 Aug 1999 10:13:52 -0700 (PDT)
Received: from 3oaks.com ([63.65.59.9])
by mail1.nwnet.net (970819888) with ESMTP id KAA08698
for <realtraders@xxxxxxxxxxxx>; Sat, 7 Aug 1999 10:13:50 -0700 (PDT)
From: walt@xxxxxxxxx
Received: from walt.www.3oaks.com [63.65.59.55] by 3oaks.com
(SMTPD32-5.01) id AAD87FE0012C; Sat, 07 Aug 1999 13:20:24 EDT
Message-ID: <37AC6657.2742@xxxxxxxxx>
Date: Sat, 07 Aug 1999 13:01:11 -0400
Reply-To: walt@xxxxxxxxx
Organization: http://www.tacticalmarkets.com
X-Mailer: Mozilla 3.0 (Win95; U)
MIME-Version: 1.0
To: realtraders@xxxxxxxxxxxx, realtraders@xxxxxxxxxxxxx
Subject: Re: Inside Bars
References: <50b031b1.24d9cdab@xxxxxxx>
Content-Type: multipart/mixed; boundary="------------7C5F528A308F"
Sender: owner-realtraders@xxxxxxxxxxxx
Precedence: bulk
Status:
Chris and all,
One way to trade inside bars is through a trend filter. Here are
the rules for a simple one:
UPTREND exists if the last occurrence in the market was high greater
than highest high of 4 previous bars and close greater than the close
of the previous bar.
DOWNTREND exists if the last occurrence in the market was low less
than lowest low of 4 previous bars and close less than close of
previous bar.
Looking for these occurrences creates a series of thrusts that can
be counted. Look for your inside days and trade only in the direction
of the current trend bias. (see chart)
Walt Downs
http://www.tacticalmarkets.com
>
> Does anyone in the group use inside bars as part of their setups for an
> intermediate-term movement? I would be interested in exchanging strategies.
>
> Chris
Attachment Converted: "c:\eudora\attach\beans9.gif"
|