Search results

Thanks very much my mail is fortuna@fortunafund.com Bloomberg code is TRIN Index

I am assessing the quality of signals coming from TRIN and Mcclellan. For TRIN, bloomberg gives me only datas from 1997: results are very good but I would like to check on a bigger scale. For mclellan I have datas from 1993

I am looking for database before 1997 on daily TRIN, advamce & declines on NYSe and adv & decl volumes Welcome any hints Thanks

How is it calculated ? I think there are some EMA. Where can I get the formulas for EMA Thanks for any response

WELL UP A BIT UNTIL 20 OCT AND THEN DOWN

still working fine when looking at the waves, but less vigorous than in 1980

just sold esz3 on the pivot let's see

That is extremely interesting I check what the stats say about time pivot. It is true that I intuitively find that the best pivot signals are the first ones

Today on the dax, you would have made (I made) as of now Dax @ 3577 , 64.5 points or nearly 2 % with very high reward ratio, with 3 trades (one has been stopped) signal 1 point before pivot stop loss 3 points behind pivot Time frame 1 minute R1=3602.33 High of day = 3606.5 Pivot=...

Hello Funky, What do you suggest ? that prices tend to converge towards the pivot most of the time ?

es is not moving . volatility of 14% nq is moving too much dax is just in the middle and what i need

YES ALSO ON THE NQZ3 TWICE today at 1423.83 pivot however much more efficient in intraday for dax and cac

Results are very good for the last 2 months. Main drawback: when market is lazy and moving around its pivot line , the model is making a lot of small losses than can be big by the end of the day (my model considers some slippage). Solution: I discover that this back and forth action is...

Yes u are right . Pivot from yesterday close high low , the old method of floor traders.. Seems to be still working very well

THANK U VERY MUCH

Could u give an example ? I want to be sure I get what u say ? I will post results of my back testing when over

Is there a way to send an order by e-mail generated by an excel VB code ?

I am talking at the initial loss limit. For instance I fixed it at 3 points from Pivot Line for DAX & CAC. For the signals , I enter the position if price is just 1 point from the PL. for instance, dax up to 3618 (pivot line is 3619), I sell at 3618 with a stop loss at 3619+3=3624. Right now, in...

Following my study of the percentage of high/lows that are matched by supports/resistances calculated by pivot method, I just finished to code a simulator to back-test intraday signals. Well, results are just incredible. I am now finding ex post the best stop loss and entry signal points...