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  1. M

    ES Journal Archive (2006 - 2008)

    No oscillator, it`s the TICK-NYSE Index http://www.daytradingit.com/tick.html
  2. M

    Using the $TICK for confirmation

    I just started to look at TICK last ~ 5 days and managed it now to include it in my TS on friday. I coded some study from my observations, here a TICK scalper on 1 min YM, signals taken only from TICK extremes, 10 point target and stop, timestop after 15 min, this is just meant as a study not a...
  3. M

    ES Journal Archive (2006 - 2008)

    Here the observations about the TICK Index in hard code. Signals are only taken by TICK, not by price, Triggers were -500 for buy, 1000 for sell, stop and target = 10 point YM, timestop after 15 min. It`s just a study about one day, working probably only in low volume rangebound environment...
  4. M

    ES Journal Archive (2006 - 2008)

    By applying some linearregressionchannels on 60 min, this does not look very short to me, the one and only argument is the extended time of staying in an upward channel like this, but in history the S&P rarely did much longer trends... The danger or chance is an inverted head and shoulders, a...
  5. M

    ES Journal Archive (2006 - 2008)

    Spike, I´m not a scalper, just theoretical eyeballing...don`t know if i will try it...the risk would not the same, if it works out we talk about 1 : 1 risk/reward with ~ 80-90% Win, but the commissions are a problem.... But agree in general, that`s more my way too.... Otherwise I see the...
  6. M

    ES Journal Archive (2006 - 2008)

    sorry, have no historical data, just checked to use the correct format in excel to collect from IB and have so far just the data from today....IB is not supporting hist data, guess it`s not easily available at all. About scalping: I was using a 5 tick chart for TICK with 2 MA`s(20,9), and it...
  7. M

    ES Journal Archive (2006 - 2008)

    system says range/zigzag my mechanical openrangefader would have been short from the top, but they were too fast...rule is fading a break of 1. hours range, exit at mid of range...thought about shorting the top nonetheless but i`m somewhat out of sync the last days...After some bullshit...
  8. M

    Scalping_My Way with ACV

    Hi VST, thanks for substantial infos, so far quite logical and I will have a look into it, I´m curious what your datafeed is...I´m using IB, the booktrader has a cummulated BID/ASK Volume, but i see no way to get it into tradestation, cause the only data available from tws i could collect...
  9. M

    ES Journal Archive (2006 - 2008)

    I found a remarkable site from an unusual guy jim kane, I know really nothing about his methods or products, but i like his articles....He is a discrete/manual trader but he points out what i think is the key in discrete trading: Kane: ...When I enter a trade, I have already decided how I...
  10. M

    ES Journal Archive (2006 - 2008)

    ...but interesting again, by scrolling through the charts the last weeks, the MACD Signals look often quite good to the eye...Mr Market was very friendly to the users of indicators the last months, completely different the months at end of 2005. To be honest, I would be quite surprised seeing...
  11. M

    ES Journal Archive (2006 - 2008)

    Centerline @0.1, very tricky to code, just a crossover ~ centerline is more often than you would thought a matter of whipsawing, a simple crossover is always a whipsaw thing, to reduce this there are some rules necessary like consecutive bars on the other side or minimum distance, means later...
  12. M

    ES Journal Archive (2006 - 2008)

    Macd signal prior open on 15 Min worked relativly good in March06 contract and not at all in Dec05 contract and weak-medium in Sept05 contract, stop has to be ~ 7 points for best profit, found on the fly no better exit than profittarget ~ same as stop and exit via MACD-signal after 1500 or MOC...
  13. M

    ES Journal Archive (2006 - 2008)

    import in signal... here`s the strategy in els for download http://mechtrader.dyndns.org/upload.php
  14. M

    ES Journal Archive (2006 - 2008)

    @spike, i did it on 5min ES, vergot to mention the timeframe...also TS2000, discussions afterhours, marketinternals very bullish...
  15. M

    ES Journal Archive (2006 - 2008)

    Input:Length(10), N(0.1), Stopsize(3), EXtime(1130), Gap(2); Vars:todaysopen(0); If time = 0925 then begin condition1 = RateofChange(close, Length)> N; condition2 = RateofChange(close, Length)< -N; end; if time = 0930 then begin todaysopen = open; end; condition3 =...
  16. M

    ES Journal Archive (2006 - 2008)

    OK....I found some probs using the MACD, cause from which degree of crossover/distance of the 2 lines is this meaningful? A somewhat easier to code solution was the use of rateofchange, I want to have the rateofchange some minimum triggeramount in the positive or negative 5 min prior open to...
  17. M

    ES Journal Archive (2006 - 2008)

    Here i meet a problem, I normally collect only open market data, but start my application often earlier, i just switched the sessiontime of the ES 3 hours earlier in Globalserver and found I have often data much earlier but not very constant, so the results would not be too meaningfull cause i...
  18. M

    ES Journal Archive (2006 - 2008)

    @Romik, I get completely confused by many indicators, makes no sense using a lot, at least if all based on price...The TICK is different here, cause it gives you other not price based information. I need it very clear and very often I switch off all indicators, I can not trade by watching...
  19. M

    ES Journal Archive (2006 - 2008)

    @Romik, I would like to post such a chart, but I have some issues to include TICK in my datafeed for TS, I use metaserver and excel and for any reason the name is not supported, this construction worked fine for me and i have no costs for datafeed, but i have to change sometimes to better...
  20. M

    ES Journal Archive (2006 - 2008)

    I would not trade at all with real money, use a simulator like brackettrader or similar, that`s like trading real, no difference...(of course it`s emotional different having real money on the table....), if your statement is real, your chance of killing your account is a 99.99%.... 95-98% all...
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