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    Designing and Building a Profitable Automated Trading System

    Topic for my own clarification... There is confusing language in the industry surrounding stochastics. As a result, we need to validate that I've setup the Stoch parameters exactly as intended. The following is my current understanding... The stochastic oscillator formula can output...
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    Designing and Building a Profitable Automated Trading System

    Here is the code for version 0.1 of the CashCow ATS. The name is nice and it's red rags for bull. In order for me to code stuff, I have to make the concepts very simple to match my lack of fluency in the programming language. As a side effect, it should be very easy to read. I have started...
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    Designing and Building a Profitable Automated Trading System

    This is really great so far. I've read everything written at least once and mulled over certain areas. I've been working in the background and created a skeleton ATS that actually functions with rudimentary entry and exit signals. This is a nice project milestone after only a couple days. It...
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    Designing and Building a Profitable Automated Trading System

    Thank you all for thoughtful preliminary commentary. Naturally there are various perspectives based on one's views of what's possible, and so on. Now that we have preliminary views stated for the record we can move forward in an objective way with the true value of the project. The...
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    Designing and Building a Profitable Automated Trading System

    MACD and Stoch are an abstraction of price. To that extent, the "price-less" analysis is not price-less. Jack's hand drawn chart is just a spark. It shows the art of the possible. It demonstrates a thorough understanding of the indicators, even in an unexected market. If Jack's rules...
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    Designing and Building a Profitable Automated Trading System

    Fast and Slow Stochastic Oscillators Introduction The Stochastic Oscillator is a technical momentum indicator that compares a security's closing price to its price range over a given time period. It shows the location of the current close relative to the high/low range over a set number...
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    Designing and Building a Profitable Automated Trading System

    Moving Average Convergence / Divergence (MACD) Introduction MACD uses moving averages to create a momentum oscillator. The resulting plot forms a line that oscillates above and below zero, without any upper or lower limits. Formula The formula for the MACD is the difference between a...
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    Designing and Building a Profitable Automated Trading System

    Excerpt from prior thread follows. Some comments relate specifically to the US 10 Year Treasury Notes chart in the second post of this thead.
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    Designing and Building a Profitable Automated Trading System

    "Answer Key” that I posted with Price restored and Jack’s trades superimposed. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=2213682 width=800>
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    Designing and Building a Profitable Automated Trading System

    Jack’s response with analysis and trade decisions, attached. <img src=http://elitetrader.com/vb/attachment.php?s=&postid=2213677>
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    Designing and Building a Profitable Automated Trading System

    Price-less chart, attached. <img src=http://elitetrader.com/vb/attachment.php?s=&postid=2213675 width=800>
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    Designing and Building a Profitable Automated Trading System

    Calling all application developers who are interested in: Designing and Building a Profitable Automated Trading System based on Stochastic and MACD indicators This thread revives dialog started in another thread that was ultimately deleted for trolling reasons. Moderators are encouraged...
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    How would you rate this mechanical system performance?

    Cutten, very nice results. Approximately when did the system decide to go to cash? When the system decides to go to cash, does it do so in all asset classes (stocks, bonds, REITs, commodities) at the same time... or is it possible for some asset classes to remain invested while others are...
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    Is this a true Aussie?

    Question for our Aussie friends on this forum: Is this guy a true Aussie? http://www.youtube.com/watch?v=YzqgtHxy7d4 I did not view past 1:00 Is this guy's Psychology typical of a trader on ET?
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    How would you rate this mechanical system performance?

    Cold/Jasonn/Apak (and for a brief time 'The Illuminated One'), we missed you. You really are one of the more humorous people here. Being honest, you make me laugh, in a good way, more than anyone on ET. I also like your hard core "I had to walk up hill to school both ways" stories from...
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