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Hi Mav and other ACDers, Have any of you guys run any figures on the 30 day nl score versus profit/loss? Something like filtering nl30 > 20 then totalling up the returns from being long on those day vs returns for being short? Maybe even filtering in brackets nl30 > 10 & nl30 < 20 then...

What about short CADJPY? It will be interesting to see how the euro acts on this pull back.

I might be able to answer this for you. The method you have described in your posts is the same way as I present mine whereby I have rows with nl scores in various day combinations and then previous returns along with future returns. So then just by looking along one row I can see that when we...

Bagger, Which part of the code are you struggling with? I may be able to point you in the right direction.

Bag, Can I ask how many observations were used for this scatter plot? Thanks

HI Bagger, Can you explain your x&y values please? Thanks

Here is a list of fed minutes scraped from the fed site *Not checked for errors. For educational purposes the attached is the code in R that I used to scrape it. I threw it together quickly as I don't have much time but you could probably code something similar in Python. Hope it helps.

Have not really checked. If I can get the time later I will throw together a web scraper and scrape a historical calendar. This link might be useful.

I have been tempted to code this up. You can just use the days high & low +-<Avalue> then score accordingly. You can just subset your data by a list of fed calendar dates to get the days in question. There was someone doing similar in here already but cannot remember the handle.l

That underground ebook must sure be fetching a fair price on ebay by now :-)

I used the criteria that you defined for a trend day so please do not make false accusations. There is absolutely no point in debating this as I agree with you about when lows and highs are formed and have carried out the research to verify this. If I can be bothered then I will do this when...

I just ran this criteria which returned 0 candidates. This could be due to me using 1 min data and the 45% up/dn bars meeting the said criteria.

MoneyMathew I have coded this up and done a run over 1.5 years of data spanning 30 etfs, using a 5min opening range and a 10 day average range. My data is 1min granularity so I have changed variables to be the same as using 5 min data as you use. The first chart here shows the distribution of...

Rather than give you the answers its far better to dig into the data and see for yourself. I would recommend that you read up on any articles by Charles Le Beau and how he applied ADX to trading then play with it and let the data show you.

Shhhhhuuuuuuussssshhhhhh. I actually got that one from another poster in this thread. Its highly dependent on how its interpreted and the majority of people I see using it don't understand how to use it correctly.

Thats fine i was and genuinely am interested in how others define things like trend days hence my persistence. Will be interesting to see the difference in results.

At last you provided me with what I have been looking for well done!! If I have the time this evening I will code these up and post the results here. In the meantime since you said you have already tested this, can you posts your results to how the OR as a percentage of the ATR(5) looked. Then...

As I have said previously that is how I classified a Trend Day. If yours is a better classification then please, as I have asked you to before, post your description here. You don't have to sell me on anything and yes I have read "The Logical Trader " by Mark B. Fisher. I can write any code I...

But what you have just stated completely disagrees with what you told me about trend Days in this post. Please clarify, Thanks.

You already have mine from my previous post and I am now waiting to hear yours. If you read my previous posts you will notice that I posted from an objective standpoint by providing evidence to support/negate the discussed subjects. I would highly recommend that you start responding in a...