Search results

My other trade right now is short two grocery stocks. Have xlp very weak and grocery stood out within it.

I was long spn and mdr until the other day, took profit when my oih data started looking ugly again. Got short clr and rrc yesterday (at open unfortunately). I don't break them down beyond etf levels yet. I have xop weakest and oih strongest in the energy sectors I track. No reason to be...

Isn't that more of an intraday behaviour?

I have no idea. Not a question that can be answered imo.

Its been a few years since I read his book but I think the whole premise was that tail events are more common than the market thinks. He used a bunch of fancy words and math but I remember thinking that was all he was really saying. Maybe I misunderstood...

I don't get why anyone would fade the ES, when you could at least look for a weak sector or something. There is a whole lot of talk about nothing here without any position management. I could make a long or short call just about anywhere and claim some sort of profit.

Check out the ACD thread. I use it for scoring. I also use it for various statistics like correlation, variance, price change data. I use it to populate a bunch of excel files for various stock sectors to check out the components and also to compare sectors to each other. Also to track my...

I'm sure you will find the good books on Amazon, but I found for trading applications the typical beginner books are of limited use. I recommend one good beginner book and then once you can understand documentation get smart on pandas. Maybe Python for Data Analysis(author created pandas), but...

I'm with you there. I was getting up at 3:30 every day for a while to work on my first big project. I should warn you once you achieve your first goal you will find lots more ideas to investigate, which will require further learning. :)

You will have to quantify what you are looking for. You can use a highest x lookback period, or a high/low that meets a certain volatility requirement, or some combination. You can code that stuff and then test to see if certain factors lead to greater predictive value. For confirmation you...

They are just inside and outside bars, and three day rising or falling bars, common bars people look for. Just an example not something I use. Regarding breakouts, you will need to learn some programming to do what you are talking about. I do something like that in Python and then write the...

Hopefully #1 is Graham because that's the only fundamental analysis book I've read. Now that I think about it a few years back I used to browse the IBD at the library on post on my lunch break and did some quick reading on whatever version of canslim they use. I wasn't impressed with the stats...

I'll check out O'neil. I'm not familiar with him or canslim. Thanks guys.

-Distance above/below MA in % -Correlation -Bar patterns Anything you can see on a chart can be put into numerical format, and tested in any way you want. Other things that can't be seen on a chart too. I personally use 15 minute data because it suits my needs just fine. It all depends on...

I'm not anywhere near having the capability to automate but I am working on building harder rules to guide my manual trading that would eventually be the rules for an auto system. I've been exploring many options and keep coming back to just two: one NL derived, and one based on instrument...

Also Mav I'm curious what your data is saying for oil stocks. I started picking up some divergence between a bullish OIH vs bearish XOP/XLE about a week ago and I was just wondering if you are seeing the same thing since I know you specialize in energy.

I was short USD/CAD in early June around 1.35 I think and took profit at 200 pip because I was just wanting to trade something else...All my ACD stuff told me to hold it but I was bored. I'm automating more and more of my decision making to hopefully take my stupid brain out of the equation at...

GAT I just wanted to say thanks for the material you are putting out. Learning about volatility targeting and SR trading cost from you has made a world of difference in my trading results and stress level. I appreciate it!

I used kibot to get my long term historical data, and esignal for daily updates. I've read bad things about kibot tick data but minute data seems fine.

There hasn't been much to talk about because I got my parameters dialed on to a nice trading speed. I did take profit on XOP and switch to long on some OIH names a few days ago. I'm probably not going to be posting here much anymore because I'm currently finalizing the details of a partnership...