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  1. J

    Designing and Building a Profitable Automated Trading System

    Between yesterday and today I think we can make a slicer so we can post segments of the day to keep things from getting boring. Please add the volume components so we can slice the day into volume pace ranges by pace shifts. The volume pace coding script is available and there is also an...
  2. J

    Designing and Building a Profitable Automated Trading System

    So lets bring the Elephant into the room. Plunk. Hikng the Volume Gaussians is what we do and the scenary is MACD (context arenas) and trail signs come from the STOCHS for segments of profits. Thus we have Price indicators and Volume mountains to climb and descend. The P, V...
  3. J

    Designing and Building a Profitable Automated Trading System

    So MACD will produce a lot of "context" and "color" for us on the ES 5 minute chart. One of the tests of tuning which we by passed is the fractal tuning testing. to have indicators in a "workable" state, they have to work on a "series" of fractals for a given market. Then when that...
  4. J

    Designing and Building a Profitable Automated Trading System

    The absolute values of MACD make it possible to use the MACD as a speedometer is used on a car or the attachment to your ski pole. Originally it was applied as a gating indicator where the absolute value aspect was a QA that a minimum money velocity was being achieved and thus a good signal...
  5. J

    Designing and Building a Profitable Automated Trading System

    Here is a more explicit comment on what is going on here. we are going to build a cash cow. A cash cow is a software package that goes along making money all the time. This is an intrabar function. Let me explain what intrabar means to a trader who trades without prediction and carves...
  6. J

    Designing and Building a Profitable Automated Trading System

    Entwining is another arena we will be using. As you see entwining is a limiter. We make money at a velocity. there are three places where the entwining limiter applies: long trades; short trades and slaloming in laterals. Laterals come in different sizes like ski trail designations...
  7. J

    Designing and Building a Profitable Automated Trading System

    This is cd'ing of the MACD. C means convergence and D means divergence. both thse tools are inportant WITHIN the MACD and that is how I use them. there is always somthing between C and D and D and C when CD'ing is going on. We will look at the inportance of this crossover of the two...
  8. J

    Designing and Building a Profitable Automated Trading System

    Scott and I agree on what he has said here. We will be wotking toward the goals he has articulated. as it turns out they deal with more than covering what detractors will be posting. In this thread the focus is on moving to a cash cow orientation by tooling up according to how the...
  9. J

    Designing and Building a Profitable Automated Trading System

    As you see here we are dealing with moving averages and for various reasons Scott has chosen the exponential type of moving average. There are some initial signals he built into the coding. The originator had a specific way to do things and a specific application. He used absolute values...
  10. J

    Designing and Building a Profitable Automated Trading System

    The above statement makes some good points about how any person at a given skill level can percieve how things work. When a person is trading, he trades in NOW and he uses Present and past information. The indicator information he sees is composed of data fed to his computuer as time passes...
  11. J

    Designing and Building a Profitable Automated Trading System

    No we are going to go through the process of building and ATS that can be used on 25 or more exchanges as a cash cow. Forward testing is how building ATS's work out. Whether it works or not has been done using cash and trading accounts. By forwarding account information directly from a...
  12. J

    Designing and Building a Profitable Automated Trading System

    I will type for 30 more mins and call it a day. we need to have the math for each indicator in hand. this sets the scene for relating the indicators to the bars and their vlaues (OHLC). The inventors focuses on these four values. STOCH emphasizes the close relative to the volatility...
  13. J

    Designing and Building a Profitable Automated Trading System

    Here is today annotated a little Use it as a homework assignment; I'll comment after I do some more housekeeping
  14. J

    Designing and Building a Profitable Automated Trading System

    Thanks so much. We can do the day in several ways as time passes. There are the issues of hindsight, flappers, etc. Knocking those off as we get the coding done with market slices will be fun. Again I am an advocate of P, V in modern times. Here we are exploring getting coding and...
  15. J

    Designing and Building a Profitable Automated Trading System

    This text appeared before regarding the stack. 1 is volume 2 is MACD, etc. Were the four components arranged in a top to bottom order their respective use would be for the following respectively: 1. patterns, end effects, differentiating retraces from reversals and dominance/non...
  16. J

    Designing and Building a Profitable Automated Trading System

    "Technical analysis from A to Z" is a good reference for indicators. Achelis is in the computerized platform business and he is a nice guy who cares about his clients. Equis International has a lot of clients and stays on the cutting edge. He is the CEO.
  17. J

    Designing and Building a Profitable Automated Trading System

    We all remember the days before PC's and software. Then the indicator inventors were working to have the ability to measure the market. Market's moved much more slowly then. it took 6 to 8 days to make 10 or 20% on an instrument. There were no e mini's or instruments like that. for...
  18. J

    Designing and Building a Profitable Automated Trading System

    Here is the general picture in terms of purposes:
  19. J

    Designing and Building a Profitable Automated Trading System

    To enter a trade, the best thing to do is deal with the sentiment of the market. Money is made through price change and the market sentiment shows what type of trade is in favor. We will drill down deeper and deeper as we go through this. All trading approaches have themes for making...
  20. J

    Designing and Building a Profitable Automated Trading System

    Scott noted the past post with the signals and how they fit together for a trade. For simplicity each trade turn will be a profit segment comprised of a beginning and an end. It is trend following that is based on mathematically created indicators that use information from bars. We are...
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