Recent content by BenzMercedesSL

Here is my universe generated on 1 Mar 2013.

Hi frenchfry, I decoded both the PVAD score and rank calculation from Spyder's wealth lab code. Here is the wealth lab code: http://www.elitetrader.com/vb/attachment.php?postid=1105312 Although I calculated the PVAD score, I didn't use them. When I read Spyder's equity journals, they...

My current problem is how to classify if the stock is in DU state. If I use 25% of average 65 day vol as the DU threshold, I then have very few trading opportunities. Because the stock rises again before reaching that DU threshold. Therefore I read Spyder's equity journals and tried to...

I am working on PVT too. I used the following criteria to get the universe: My criteria: 1. 10 <= Px <= 50 2. 5,000,000 <= outstanding shares <= 60,000,000 3. average 65 days vol >= 200,000 4. RS percentile >= 75 where RS = (Close - Close.240)/Close * 100 My universe contains around...

Hi frenchfry, I found that some of the stocks in your universe exceeded the float limit (i.e. between 5,000,000 and 60,000,000). Why did you include those stocks in your universe? Thanks.

26 Oct 2011 chart

C min D is "CCD". D max C is "DDC". It should be the dom leg of the trading fractal, but I found "DDC" could be non-dom. Did I misunderstand D max C and C min D? Are they triad cases? 28 Sept 2011 chart showed the ideal case of D max C (the FTT of the up TF) 26 Oct 2011 chart showed...

Thanks, Jack! I'll look into it.

I always found CXD in MACD (the green rectangles in the attachment) and it is a lagging signal. I seldom see CXX, CXC, DXX, DXD and DXC in MACD. I focus on these 5 triads (CXX, CXC, DXX, DXD and DXC). Am I on the right track?

I corrected the mistakes and made some changes. I used 25/75 for Stoc(14,1,3) for entry and Stoc(5,2,3) for exit. The result is improved. Here are the updated rocket criteria: 1. Long when macd(5,13,6) histogram >= 0.4 and stoc(14,1,3) K > 75 and stoc(14,1,3) D > 75 (K or D is crossing 75)...

Jack should say 'Thank you' to you (all detractors). Jack is really sharp in ET. The more detracting actions, the more people (I am one of them) learning Jack's method. You guys probably tried to learn SCT, but failed. You detract just because you don't want other people to "get" SCT...

Thanks, SK0. Thanks, PointOne. Thanks, Jack. I'll do the experiments again.

This is a typical losing trade (blue rectangle).

K200 rocket backtest result on degapped data

K200 rocket backtest result on non degapped data