Recent content by moonmist

  1. M

    Is It a Reversal or a Pullback?

    IMHO: This question is similar to: When does a trend change from up to down, and vice versa ? Unfortunately, there is no accurate indicator with zero lag that can quantify trend, or express the strength of a trend in terms of a number. Hence, I guess we need to rely on our knowledge...
  2. M

    If you were using a 2000 tick chart, what are you using now that CME bundles trades

    Hi, Can anyone confirm the following news ? ======================================================= Update December 2015 – MDP 3.0 was a ‘storm in a teacup’ The new CME data feed (MDP 3.0) turned out to be a ‘storm in a teacup’. The early mover, CQG/Continuum, switched back from bundled to...
  3. M

    Technical Analysis vs Quantitative Analysis vs Machine Learning

    IMHO: IB is a BROKER, not a data provider. It may not be realistic to ask a broker to offer a high-quality tick by tick real-time data feed for CME futures. Sierra Chart provides tick by tick historical data for ES dating back to the June 2011 contract. For other data vendors, you may like...
  4. M

    Technical Analysis vs Quantitative Analysis vs Machine Learning

    http://www.elitetrader.com/et/index.php?threads/check-your-back-test-data.290143/page-2 http://www.elitetrader.com/et/index.php?threads/interactive-brokers-incorrect-market-data-feed.283277/#post-3962726
  5. M

    Technical Analysis vs Quantitative Analysis vs Machine Learning

    For individual indicator: EMA, Bollinger Band, RSI, TSI, MACD, CCI, etc. CCI is very similar to Bollinger %B, especially if you choose the middle band as the base band. For combinations of indicators: a) Buffy and colleagues have developed a complicated set of indicators. b) Knoxville...
  6. M

    A Free Strategy that works

    http://www.elitetrader.com/et/index.php?threads/free-es-trading-strategy-that-works.162375/page-21#post-4077218 http://www.trading-naked.com/mb-macd-conservative-setup.htm Good Luck.
  7. M

    Why does anyone take technical analysis seriously?

    I agree with you. However, I would like to mention the following: Suppose you read all the books and articles about brain surgery. Can you operate on a patient with brain tumor immediately ? No way. Knowledge is not equivalent to experience. Even though a highly profitable trader reveals...
  8. M

    Why does anyone take technical analysis seriously?

    Yes. Some may think that TA involves volume analysis, order flow analysis, etc. It is tough to come up with a definition that everyone agrees on. Just my two cents.
  9. M

    I've had enough of Marketsurfer!

    Regarding the RSI setting, do you use a 10-period Wilder Moving Average or Exponential Moving Average. A N-period Wilder Moving Average is equivalent to a (2N - 1)-period EMA.
  10. M

    I've had enough of Marketsurfer!

    There is no perfect method. If there were one, a trader would borrow every penny from his/her relatives, friends, bankers, etc. and go all in every trade with maximum leverage. So far, I do not know anyone who dares to do that.:p...
  11. M

    I've had enough of Marketsurfer!

    Let's not get into debates that indicator does not work either. Few years ago, cornix tried to convince marketsurfer that TA worked: http://www.elitetrader.com/et/index.php?threads/cornixs-ta-performance.271186/page-61#post-4009115 I hope you can succeed this time.
  12. M

    jasinhbca's quest for discipline, knowledge & profits

    Hi Handle, Besides time-based chart, and Heiken-Ashi chart, have your looked at range-bar chart ? It seems that some traders have been trading off the closing price of the range bars of crude oil with some success: http://www.forexfactory.com/showthread.php?t=280673&page=407
  13. M

    CL Redux

    Anyone on this board trade like this ? http://www.forexfactory.com/showthread.php?t=280673&page=404
  14. M

    New York State and City taxes on futures trading

    Capital gains due to 1256 contracts are treated as ordinary income by New York State and NYC. If the Federal tax rate for your futures trading is 23%, the total State and City tax may be around 11%.
  15. M

    jasinhbca's quest for discipline, knowledge & profits

    Hi Handle, I notice that volatility of GC, NG, CL, etc., have reduced greatly compared to few years ago. In your opinion, how much is due to program trading ? Have the good old days gone forever ? Thanks.
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