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  1. J

    Designing and Building a Profitable Automated Trading System

    Here is my chart with the segments on it. Wins are black upward slope and red downward slope. Losses are opposite. Look at the A condition of MACD and the rattling around (B) of STOCHS. Do an If A, then suppress B for version 3.0 of the code. I also want to pick off the first...
  2. J

    Designing and Building a Profitable Automated Trading System

    Great trading log. It is set up as a typewriter orientation. We can run a logic diagnostic along side it on the same excel sheet. I wish to refrain from doing a bar by bar diagnostic because bar-by-bar clouds the issues as the day unfolds. We have raw price and volume coming into the...
  3. J

    Designing and Building a Profitable Automated Trading System

    I zipped through the trades and I annotated the segments as black (long) and red (short). I am pleased to see that we can do trading suppression using a signal genrator (the volume 50%). The great thing that shows up is the chop stuff I mentioned before. These are the adjacent bar trades...
  4. J

    Designing and Building a Profitable Automated Trading System

    Thanks. I agree we can switch to more frequent cycles later afterwe rough out some refinements.
  5. J

    Designing and Building a Profitable Automated Trading System

    At this point it looks like the code is cycling at the end of every bar (once evey five minutes). This is like the screen is the source of the data and not an external stream of data. Dark ages type use of PC. Can you confirm that your ATS coding doesn't get information very often...
  6. J

    Designing and Building a Profitable Automated Trading System

    LOL that is yesteday.... Two trades before I recognized it. can we set up to post a list of trades as they occur like a log of some sort. The STOCH5 X over 50 and the STOCH14 80/20 exit are in good synch. I'll find the two "losers" and see if the cases from yesterday fixed them.
  7. J

    Designing and Building a Profitable Automated Trading System

    It was me. I copied it to paint and I can now see it.
  8. J

    Designing and Building a Profitable Automated Trading System

    its probably me but I can deal with the chart in any way. Can't enlarge of copy it.
  9. J

    Designing and Building a Profitable Automated Trading System

    I see this is set up for a rocket entry (MACD hist .1.4) based on STOCH5 direction after a three bar time synch. Conservative but useful for first pass. I see the exit is STOCH 14 stuff. You need to slip in a way to do a reversal if the new entry is BEFORE the old exit. you said you...
  10. J

    Designing and Building a Profitable Automated Trading System

    To keep the illustrations simple (slicing wise) would you consider putting up a chart each time the ATS annotates the chart as you indicated is going on. We can, soon, then code up an advance warning SSS so we put up the chart BEFORE your ATS annotation and maybe put the intended happening in...
  11. J

    Designing and Building a Profitable Automated Trading System

    We can take each of the boxes in the overall separately and show them as I/O boxes with the I's and O's named by a nomenclature you determine. I have been speaking about the chart representations of the lines on the indicators in a way I am accustomed to. This nomenclature goes back many...
  12. J

    Designing and Building a Profitable Automated Trading System

    As a consequence of a review of several word groups that appeared I will make a comment or two using a simple focal point of the yellow zones where mixed signals appeared. If anyone has spent time in the CW of PA trading, then you are keenly aware of what happens when you "do not know that...
  13. J

    Designing and Building a Profitable Automated Trading System

    This is a composite of today the 10DEC08 0n the 5 min ES. To make it easier to analyze I put in wide HOLD bars in BLACK for long trades and red wide HOLD bars for shorts. Sidelined periods are shown in wide YELLOW. I used pink signals from the fast STOCH for ENTRY and green EXIT signals...
  14. J

    Designing and Building a Profitable Automated Trading System

    I think it is worth reflecting on the originators of the MACD and the STOCH. They did it on the frontier of the times and they were able to critically think through how to get an absolute iundicator and a relative indicator to do a good job of measuring the market status. It is almost a...
  15. J

    Designing and Building a Profitable Automated Trading System

    This is a beauty for showing the S1B2 position trading using the indicators on the daily chart. It also illustrates how far from falling off the edge of the Earth trading can be. A nice drill is to print the chart and use the signals for entry, hold and exit all in the context of MACD...
  16. J

    Designing and Building a Profitable Automated Trading System

    slow stochastic. Some more logic shows up here.
  17. J

    Designing and Building a Profitable Automated Trading System

    Here is a market contest look. For this we add coding to the MACD. Rays are used as "away" vectors. For manual trading on a chart they calibrate us for making money. The two dimensions are duration and "awayness" This "boxes up money making in rectanges as the day goes by. you can see we...
  18. J

    Designing and Building a Profitable Automated Trading System

    Pre open situation and comments on the indicator functions.
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