Recent content by TradePlayer

I'm interested in performing backtests on range charts. However, I'm worried about how back-adjusted data will hold its integrity with range charts (since splits/dividends alter the true range that occurred). Does anyone have any tips or ideas for this?

Another Pattern I found- Alright, first off this is based on 24-hour charts (12am-11:59pm). If the Daily (12am-11:59pm) close was less than the previous Daily low, enter long at 12:30AM CME with a 3 point target and 4 point stop. Obviously, the gains will not be as much, but the setup...

I apologize in advance if I have not understood your questions correctly. I prefer continuous contracts for Daily research, and the current contract for intraday. If I'm backtesting strategies, I always use continuous contracts for both. For me, the more data, the better.

Bill- Set your ego aside. You will not ask me for an answer and then condescend to state that "real" traders speak in terms of profit factors. Real traders also speak of average profit per trade, largest drawdowns, average drawdowns, equity curve, etc. I will give you the profit factors, but...

In addition to that, they give you 5 free strategies for the S&P to get ideas started. Here's a report: http://www.quantumcharts.com/trading-strategies-reports/backtest-stock-trading-strategies.html

The First Calendar day is the S&P from 1984-current, but the ES results from 1997-2011 are the same. Pre-Option Expiration is ES 2001-2011 Option Expiration is ES 1997-2011, Last Trading Day of Month is ES 1997-2011 I tested them with Quantum Charts. I don't know a single word of...

A few Patterns I've backtested that trade consistently are: 1. The 1st calendar day of the month. Buy at the open, sell at the close. 70% success rate since the S&P began. 2. The night before Option Expiration from 10:30pm CST-8:30AM CST the market has risen 72% of the time. I like a 5...

There are also software programs for finding these patterns that don't require programming. If you don't know how to program, let me know and I'll send you a link.

This trade worked out perfectly and was even more profitable than expected. Many outside events do impact the success of this trade, but remember that the natural tendency is that 70%+ of the time the trade has been successful with these very simple rules.

This is a thread regarding past price action and natural tendencies with the Option Expiration day. If you can't handle that this pattern does exist, please do not waste your time trying to write a clever comment. There are two trades surrounding the Options Expiration day, one long and one...

Sorry, I meant to post that on the other "Rollover" thread

I was doing some backtesting (don't bother commenting/arguing if you don't trade with patterns or backtesting) and found that on "Rollover" day 70% off the time the market drops at the open for about an hour and a half, then pops back up until about noon. It's usually 4 points on the fall down...

Have you guys noticed a pattern in the Corn Options Expiration? I'm trying to figure out a trade around it. I think shorting from the open until 11am CST and then going long at 11:30AM CST until the Open on Monday. I have a limited amount of data, if any of you have data and backtesting...