Recent content by acdtrader

Here is information pertaining to calculating Intraday strategy The pseudocode is in C# Stats dailyStats = new Stats(dailyReturns.Values.ToList()); double meanReturnAnnualized = dailyStats.MeanX * TradingDaysYear; double stdDevAnnualized = dailyStats.StdDevX *...

Mav, Thanks for posting the book: Trader Vic on commodities. Would easily one of the top 5 trading books ever read

I am in the process of creating the number line and I was looking for bouncing some ideas from the group. Lets say I wanted to create a number line value for a FailedAUp trade. In that case, FailedAUp could occur because of 2 reasons: 1. Market doesnt spend enough time above the A Level (Half...

http://www.time.com/time/magazine/article/0,9171,1858880-1,00.html

I realize you are trading more on a weekly basis and your you can use timed stops effectively since when trades dont go in your favor, you get out most probably. On a relative basis, only 30% or less of trades are profitable, because I get out early if trades dont go in my favor right away...

Maverick - thanks for this stuff - very thoughtful and very much appreciate your feedback. It makes sense, I have added this study called as "follow through" to my list of studies that i develop for ACD version 2.0. Once I have it ready, I will share the results on the blog. This is what I...

If you don't mind, how do you come up with your stops? I use a factor of 10 day atr such as 0.5 or 0.4 or 0.6 X ATR

Maverick74 - agree with what you have to say. The OR stop is too wide. However here is my thought process, and please feel free to critique what you think. Let say: Lets say the OR is high / low of the day -> 30% of the time and every time I bet in the direction of the OR breakout, lets say I...

I used OR time as 10 mins in all commodities. Interesting to see that 60 mins is the high or low of the day 57% of the time. What commodity are you calculating these stats for? By the way - flip, can you explain the results of your probability distribution from the link that you posted...

Thanks for sharing. By the way, it will be interesting to see if similar anomalies is evident in individual stocks as well.

Interesting stuff flip. Here is a similar study where I studied, what % of the time OR is the high or the low of the day. "OR High" "OR Low" "OR Stat - High / Low" Metals GC 15% 18% 34% SI 17% 19% 37% HG 13% 20% 33% Energy CL 16% 17% 33% HO 19% 18% 37% NG 20% 19% 39% RB...

Here are couple of my trades from yesterday, I was in the money for quite a while - My current methodology involves trailing and scaling out from a portion of my positions. Are there any discussions out there where I can look into testing some exit methodologies. For example, yesterday my GC...

I just found out about this blog, and I am impressed with the discussion that you guys are having. I was up all night going through every page - taking notes. Thanks to every one for contributing several key ideas. I have been living in vacuum not knowing there are so many users of ACD...