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Expiration brings many trading opportunities. I have read in many columns by writers that the days after expiration seem to reverse the action of the days preceding expiration. Using Friday expiration as the fulcrum day, I tested correlations if X day rallies led to X day selloffs or X...

I hope this journal brings value to the readers of Elite Trader. I can't promise it will be updated all the time, but I will make the commitment to post when I can. ------------------------------------------------------------ Offshore's trading process: 1) Emotion is the enemy in...

Just being frank guys... if the tone is perceived wrong, my apologies.... I don't believe I'm being redundant here, trying to hit on different aspects of my point in each post... 'Nuff said on my part, I hope I made some points here in the thread on how to construct a positive edge...

Well all I can say if anyone trades the above technique, good luck to you. Unfortunately, at less than 30% accuracy, there are much better methods of fading the market. (I have no idea how no_pm jumps a method from 28% accuracy to over 70% accuracy) If in fact he does, his market skills are...

I've exported hundreds of times, perhaps its my brain dead in front of this computer the last two nights.... files arents saving....

inputs: Price( Close ), KeltnerLength( 20 ), Factor( 2.5 ), fastlength(3), slowlength(10), adxlength(14),risk(3); variables: Avg( 0 ), Shift( 0 ), LowerBand( 0 ), UpperBand( 0 ),valadx(0), condition1(false), condition2(false)...

I'm having trouble exporting the results on this computer but here are the main stats.... Tested over the SP Continuous data for the last two years.... total net profit before commissions ($42,125.00) Total number of trades : 222 Winning trades:54 Losing Trades: 168 percent profitable...

Thanks... the fatal flaw in the whole system is not statistically testing how many times the 5 minute market actually trades between keltner bands on a 2.5 multiplier...... The system is asking if the market bounces from one side of the band to the other side when divergence occurs in a...

This thread intrigues me. The excitement it has seemed to generate from everyone is expected. A few easy rules and whola!..... money machine.... Here are my thoughts... 1) The methodology will lose BIG money over time 2) If PM has made money, he states that he doesn't trade all the time...

BTW, if anyone would like to prove or disprove his claims, program the system in TS 7. Not at all hard. The rules are objective enough to get a good idea of how the system would perform. Maybe someone will start another thread putting together code to program the system.... That...

In market conditions like we have had for the last couple months, any anti-trend system will perform rather well. However, in a trending market, this type of system will get hammered. Know your market conditions, then apply the right system. In all actuality, within this thread there has...

Great play!

I can't agree with you more. There are so many people writing and selling and writing and selling, its comical that others can't see the transparency. I've been trading for a long, long time, and I research like crazy, anything and everything so I can fall back on other quant edges or systems...

is being creative, using your imagination, thinking and feeling freely, i believe thats a critical component to trading whether you are discretionary or mechanical like myself

Tested all his methods. They suck. Simple as that. And for some reason, he knows which "patterns" to take and which ones not to, it's common sense as he says. Legendary? By who's standard? TM's marketing group? Conners? who says Haggerty is the smartest person he's ever talked to about the...

the only thing is there is no expectations data.... hmm... where can i find it?!?!?!?!?!

I am looking for data in the past as well as the current to run statistical tests. Not sure where to find it tho.

Does anyone know where one can find historical data on the Unemployment rate and what was expected? Thanks in advance!

Niederhoffer's summation of the absolute changes in the VIX is interesting. However, after programming into TS I still haven't found a reliable edge. Anyone tinker with it?

Thanks!