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Closed TLT @ 118.45. Keeping my long SLV, it's above my weekly and daily A up

It is a boring day, isn't it? I fade the A down on TLT and went long SLV but got chopped in OIL, I'm thinking closing everything and call it a day. I made some progress on my ACD spread "research", nothing special really, but I stumbled upon on some statistical properties regarding ACD that I...

That's very interesting, I think I'll give it a try today and let you know what I come up with. Unfortunately NinjaTrader doesn't have built-in spread charting so programming this stuff it's gonna be a bit tricky and ugly, but an interesting experiment nonetheless.

Thank you very much Maverick, that explanation was very helpful. I've read a lot about trading correlated or cointegrated pairs but I never thought about it as a volatility position, but after reading your post it makes a lot of sense. I can see how betting on the convergence of diverging pairs...

Please Maverick, could you to explain this further? What's the relationship between a dollar neutral spread and your position in it's volatility? And also, how could you be short volatility in a pair trade taking into account those factors? Thank you!

Hi guys, One screenshot that Mav shared a few days ago and the insistence to focus in strong products and avoid weak ones, push me to spend some time this weekend customizing a few screens to try to find out quickly what's hot. I just put together the SPDR Sectors in one screen and a bunch...

Thanks kinggyppo, you're right, I'll have to find what makes sense to me but was worried about using monthly ranges that don't match with weekly ones resulting in conflicting "signals", and although you've been saying that there are not right levels throughout the whole thread I was afraid that...

I've just finish doing needed changes into my ACD indicator to cover weekly levels. What do you think?

Hi all, I have difficulties figuring out what to use for the Monthly OR, what do you use? The first day of the month or the first Monday of the month? The first day of the month look like the "natural" way to do it, but given months have variable days and they don't align with a whole week...

Here we go, today's levels on SPY. I only had a scratch and missed the opportunity to short when it broke below the pivot range late in the day. Overall I'd say I'm quite happy with my intraday levels, I'll try to spend some time this weekend to extend my indicator to longer timeframes, I'm...

Closed @ 125.99. Very bad trade... I'll post my levels later anyway :P

SPY Long @ 125.90, STP @ 125.73

Today's trade on SPY. Quite happy with the result although I wish I were at home today to be able to trade the failed A down, what a powerful move. Love ACD!

Thanks Maverick, My idea is use ACD intraday to get a quick feeling for the method as fast as possible, but actually I would like to improve my indicator (maybe coding a full system out of it) to be useful in longer timeframes given that I can't trade full-time. Ah, I forgot to tell, in my...

Hi everybody, long time lurker posting for first time here. I'm a novice trader, been trying different stuff with mixed results until I realized I needed a method or approach if a wanted to achieve reliable results over time and that brought me here. I don't want to bore you with irrelevant...