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a statement from a very shallow thinker . This guy is a disaster for every American whether you voted for him or not. I'm a lifelong Republican and Bush and Co. are NOT IMO Republicans in any way but name. They are to me worse the Dems at their worst. DS

Thanks for explanation and good luck on the trade. Doug ps-could you send me a case of "Vitamin B" as I acquired a taste for it while on vacation (holiday) in Oz a few years ago (;

mischief, I too was following NGAS but did not get an entry signal that met the conditions Spyder set out in his summary of the method. You mentioned 11am; is that EST or CST? Also I did not see NGAS reaching 10.41 until after 1:50pm EST and it did not go below 10.0 after that point, so I...

Yes, I got it. I'm trying out an alternate DUV calc and it showed up last night in dryup. In at 67.31 , good trade so far. Ironically, I did a couple of tweaks to the calc method and TIE fell off the list, but luckily so far, I did the tweak after I entered the trade. I'm using small...

What;s that got to do with your premise that tort limits would lower medical costs? Also, if the drug companies stopped spending billions pushing drugs via TV ads or repacking pills in a different color to extend the patent rather than developing better drugs, I might buy your argument. DS

It was tried where I live (TX) and rates kept going up, IOW, it did nothing, try another idea rather than the conservatives blather about lawsuits. Maybe price gouging by insurance companies and drug companies, who last I checked were heavy donars to the republicans. DS

I had a good entry in PETS, it reached FRV, and is showing a gain of about 1.9% so far. My 2nd derivitive trades were slow with only 2 trades in MPWRE about a 1% gain for each. I set an additional requirement to reduce the tendency for a quick exit. It worked well today, but we'll have...

The guy, Rch Barton, behind this new site developed Expedia.com previously, story: http://chron.com/disp/story.mpl/business/3646081.html DS

REDF chart showing volume distribution for a 39 minute bars. Doug

Same as you on the regular trades. For the second derivitive trades, a decent day: 8 wins 6 losses Avg win +1.5% Avg loss -0.7% I had 2 wins and a loss on REDF, see attached chart. Again, I missed about half of the late morning move as the exit triggered too quickly. Also, my...

the REDF chart. Doug

I've posted some comments regarding using Jack's ideas such as second derivitives to boost returns. I am very early in my developement of these ideas and stumbling along a bit. Attached is a chart of GROW showing the second derivitive based trades. As you can see, 2 winners and a loser. To...

I'm still a little confused: Is y the value of the T3 avg one bar ago? I'm using the T3 of the first derivitive which may be different from what you are doing. In algebraic notation: First Derivitive = x = 100*factor*(close-close one bar ago)/close one bar ago. Second...

Sorry, I don't understand WL code; could you write it in algebraic notation? DS

You might look at allofmp3.com, another Russian DL site. They claim they are lega under Russian laws and pay fees to the copyright holders. Also, they take PayPal as well as some other, non credit card forms of payment. Prices are low also. DS

Attached is my chart; note the subgraph labelled, "JackGaussians" is volume. Also, for my intraday trading on Thursday, I was using a 30 minute basis to select the top 5 candidates, but was trading on either 5 or 10 minute chart. Doug

Gooch, I've not had enough trades, 12 so far, to see anything yet. So far, they do a bit better than those that have low SIR. These trades all came from my JH universe so that is not a surprise. I now have a universe of high SIR stocks that are not in my JH Universe and plan to see how...

I'm trying different ways. For the results I posted I used this formulation: First derivitive: X = Factor*100*(c[current bar] - c[one bar ago]) / c[one bar ago]). Factor = 390/barinterval EG-for a 15 minute chart Factor = 26. I use this to normalize price velocity to a daily...

As a followup to my comments re. using the derivitive of price velocity, I conducted a number of intraday trades today to see how it worked. On a real down day, I was satisfied. Entry was based on several factors: 1. A high money velocity (first derivitive of price). 2. The second...

Yes, the first der. of velocity is acceleration. I wrote an indicator for it and I use Tradestation. I'm playing around with the calc method. Doug