Search results

  1. T

    Who are daytrader's counterparties?

    Although I do not daytrade (and probably never will), I am interested in the intraday patterns in the market because that affects the daily OHLC and volume (I trade multiday swings from EOD data). Day trader behavior also determines how my order execute, whether I use MOO, limit, or stop...
  2. T

    Question about stupid, stupid Excel

    Alas, I tried this and it does not work. SIGH! The construct IF(ISNUMBER(E50),E50,"") does not actually create a blank cell, it creates a text cell with no text in it. If we put the formula IF(ISNUMBER(E50),E50,"") into cell F50 and then the formula TYPE(F50) in G50, the result is 2. This...
  3. T

    Question about stupid, stupid Excel

    Minime, Good suggestion for filling in the missing data on a chart, but I actually WANT the gaps. I'd like to create my own variants of OHLC and candlestick charts and DON'T want a line between the opening price and the prior closing price. I would also use chart gaps to plot Open P&L...
  4. T

    Question about stupid, stupid Excel

    inandlong, Well, I did NOT know about MrExcel. Thank you, thank you, thank you! I will post my question in those hallowed halls. Cheers, Traden4Alpha
  5. T

    Question about stupid, stupid Excel

    Sometimes Macrocrap Excel really cheeses me off! My current ongoing frustration (Excel "feature" #5389) is the inability to have an automatic gap in a line chart based on a formula that defines a missing or invalid data value. Anyone know a way to have Excel NOT draw a data point if it...
  6. T

    Anyone trading with linux?

    Although I use neither Linux or Mac OSX, I have heard that some UNIX and Linux geeks are considering Mac OSX as a useful alternative. As I understand it, Mac OSX provides both Unix internals (FreeBSD on the Mach kernel) for hard-core programmers and a pretty desktop with a full range of...
  7. T

    End Of Day Trading

    You make some good points and perhaps I should not quibble with a recently anointed "Elite Member", but I will.:) <b>You Are Right: Entries Are Important:</b> I do agree with the need for "surgical, precise entries, taken for reasons." I will admit that I could be over stating the issue in...
  8. T

    End Of Day Trading

    CWU's PM about EOD trading prompted me to reawaken this thread. My 2 cents comes in 3 points (that's a whopping 2/3 of cent per point???). Exits are more important than entries: Too many books and systems focus on the entry, too few spend enough time on the exits. A good exit strategy...
  9. T

    Multiplying the Multiple Choices

    Whoa, that was a fast fix. You replied so quickly this morning that I did not even see it happen. :cool::):D Thanx, Traden4Alpha
  10. T

    Entry Tactics for Longer-Term Strategies

    inandlong, Nice idea.:cool: Since the prices near the close of the day are a reasonable approximation for the close of the day, I can see how this would work. The key is to be able to get the data, calculate the indicator(s), generate orders, and submit them quickly enough. Ideally, one...
  11. T

    Multiplying the Multiple Choices

    Hey Baron, Any chance of expanding the max number of items in a poll? 5 is too small a number for us scatterbrains that can think up a million different alternative answers to any trading-related question. How about 12 answers as the limit -- I'm pretty sure I can edit my lists of possible...
  12. T

    Entry Tactics for Longer-Term Strategies

    How do longer-term (holding time of at least a few days) traders manage their entries? For systems that operate off of daily or weekly bars, the trader must translate an entry signal at the end of the day or week into a specific trading action during the following day. I have yet to find a...
  13. T

    Do Indicators lag?

    All indicators lag because traders tend to oversmooth the lines in a desperate attempt to make them look pretty. Too many traders equate a smooth line for comforting certainty and a squiggly line for icky randomness. That is why everyone applies so much smoothing to everything. But in trying...
  14. T

    What's the best method to keep yourself from overtrading?

    1) Trade using a 1200 baud modem -- it will take so long for the data & pages to load, you won't be able to do more than a few trades per day. 2) Breakup your trading account into less than 25k chunks and let the PDT restrictions do their job. 3) Get one of those under-the-desk exercise...
  15. T

    6.371 Double EMA???

    Absolutely! Its all described in Achelis. Page 122 describes the spreadsheet for Double EMA, and p208 shows the spreadsheet for the regular EMA calcs that needed to do the two components of DEMA. Happy smoothing, Traden4Alpha
  16. T

    6.371 Double EMA???

    Sounds like we have two definitions of "Double EMA" I'm refering to the one developed by Patrick Mulloy in the Jan 94 TASC and summarized on p121-123 of "TA from A to Z" by Achelis. Anyone know for sure which one is used by Mathis and Rundy? RE: fractions: Unlike simple moving averages...
  17. T

    6.371 Double EMA???

    DEMA(X,N) = 2* EMA(X,N) - EMA(EMA(X,N),N) The combination of twice the EMA minus EMA-of-EMA gives this filter some interesting properties. First, it has a much heavier weight on recent data than a plain EMA. Recent data is weighted nearly twice as heavily as in regular EMA. This weight...
  18. T

    6.371 Double EMA???

    Actually, if you are a fan'o the Fibb, then the answer is either 6.1803 = 10/(GoldenRatio) or 6.4721 = 4*GoldenRatio (Just goes to show you that you can find any "magic" number that is close to any other number you pick)
  19. T

    Lumber

    Let me guess, the current quote on lumber futures is 2x4?
  20. T

    Creating A Merged Account or Synthetic Fund

    Courtesy of the IRS, my trading capital is scattered across 5 different accounts. Although I have created some tools to quickly and efficiently decide which trade goes in which account, its still a pain in the patooties. Is there a broker that can create a merged virtual account that draws...
Back
Top