Search results

ok, moving on to phase 2: "The Demarker is actually the sig and if it is in the direction of the daily CR...then find a 60M, 30M or 15M CR to agree...then get in... " So is it safe to asume: A) Every entry will always AT LEAST have a 5min DeMarker(10) >0.95 or <0.05? B) Finding a...

Closing this thread is not an issue with me but maybe you may need 2 threads, 1 developmental and one journal?

Don't forget, Regression channel starts in Nov 05, while DBCF starts in July 06 I believe.

The only thing I can think of is that the CR changes shape which is not shown. The bottom 3 can easily become the top 3 no?

The above example is CR +- X std deviations. X is tunable. Market based. The perfect X can also be solved for using the existing CR.

Difference being the market does not know/care about PIP size and the dotted lines are fib PIPs added to and subtracted from CR(open). Either way, mean reversion.

very cool, similar to this beast.

The daily CR value stays fixed for the entire day until the close. Thus, you will see a stepped line and not a smooth curve. The dotted lines are for informational purposes only as they are 55,89,144 (fib) PIPs above and below the daily CR (blue) solid line. Essentially this is just the Daily...

I noticed the same thing but this is a scaling issue. the daily CR price value is off your chart in the 5m since it is far away. To see it you can right click on the chart and select properties and much around with the scale (fixed) and set the lower and higher values wider apart....

Don't know if its been done but attached is the source and the executable for rjb's work. Same procedure as before, unzip into indicator folder. thx

Thanks, rjb. Tried it out, works great and learned something new. ES will love it.

" ("Virgin Arches" = beginning of a bend)" Is it safe to assume that the beginning of a bend occurs after the following: (lets say for a short) A) CR indicator is rising ("u" shaped) many bars ago as seen many bars ago. B) Eventually as more bars come in, the same plotted CR...

total of 300 bars again. All charts, each grid holds 11 bars * 27 full cells = 297 + the most current incomplete cell = 299 +- 1. This simply is a limitation of Marketscope and the parameter that is passed to CR is ALL_DATA Constant, so by default its 299 (or greater as we cannot confirm...

Once again 299 bars wide! Interesting. ok, lets see a final one, 1min (entire data) pic please.....

Crap. If that is a view of all Daily data available in MarketScope then we can only state what the period of the CR is not. The chart is 299 bars wide, and for every bar there is a CR value. We can say that the CR period on Daily timeframe is MINIMUM 299. It could be longer but we don't know...

It may be that everything is correct but the historical data may vary. As I understand it, no 2 sources would be identical as there is no centralized exchange. Of course, in that case, no 2 sources would be drastically off either (arb).

This all starting to makes sense slowly. There is sound reasoning behind this method but before I jump to conclusions I have many questions to get my assumptions straight. And before that I need to get my params right because at the moment I see discrepancies between my charts and that of ES...

My next step is to find these situations "Virgin Arches" or "beginning of a bend" algorithmically. Any ideas? ES, when you get a chance, can you post maybe 2 pics on what is a good CR setup and what is a bad one (Daily), maybe I can come up with something. At the moment I have 2 ideas but...

damn seems like it may be following MACD hang in there

heading into resistance x2? shorter period flatening out now. High Demarker.