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Dear Earl,
Coming from you it is worth a lot. I need to find out the composite
value of the Dow vs the composite value of the Nasdaq within the S&P
proper. At this time I can only find Dow data for testing but that
can be surmounted.
I am having the method/system coded and ELA'ed as we speak and will
first test it in its raw state without a trigger.
Thanks,
John
------------------ Reply Separator --------------------
Originally From: "Earl Adamy" <eadamy@xxxxxxxxxx>
Subject: Re: [RT] Time and Motion Study
Date: 04/03/2002 10:53am
FWIW, I would suggest trading the SP with ND as a confirming trigger
to take
advantage of confluence of direction.
Earl
----- Original Message -----
From: "John Cappello" <jvc689@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 03, 2002 10:39 AM
Subject: [RT] Time and Motion Study
>
>
> According to the rules laid out yesteday , the profit at 11:15 exit
> would have been $2000 + or therabouts minus slippage.
>
> I also took the time to visit the oddball trading system developed
by
> Mark. I was impressed with the advance decline ratio concept applied
> to the S&P.
>
> Not having access to that figure, and since all have their own
> trading style and belief systems, I selected the Dow as my filter.
So
> if the Dow movement coincides with the S&P movement between 10:00 AM
> and 10:15 PM then the trade would be taken. If not , then no trade.
> Today they coincided.
>
> Please realize this is a work in process. I chose the Dow since my
> impression is that the Dow components would more likely also reflect
> the S&P 500 as well as advancer/decliner ratio.Obviosly A/D ratio
> has an effect judging from its outstanding performance!
>
> If I am wrong , I stand corrected and will still test the Dow
> correlation factor for lack of timely data in my current
> environment.I personally like to prove a system over at least 2 and
> up to 5 years of testing, so when completed I may seek help for code
> and ELA either on this list or elsewhere.
>
> Sincerely,
>
> John
>
>
> To unsubscribe from this group, send an email to:
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>
>
>
> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
>
>
>
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