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Would like to see a screen cap (or two) of an example, on the same contract, of both a regression line/channel and a proper trend line and a discussion of what makes the TL proper and preferred over the reg channel. It's hard to understand without a visual. Thanks

Hi Mav, How would you rank the various markets you follow from easiest to hardest to model?

Which of course leads to many questions. E.g., How do you measure "when used correctly"?. How do you objectively determine which highs/lows you will use when calculating retracements/extensions? How close to the retracement does the price need to be to be considered "working"? If price stops on...

Define "works"

As I understand QCollector also allows you to save downloaded data to Metastock format files. Did you investigate that as an option and if so did you discard that idea as it's not friendly to query a Metastock file? What DB do you use for storage?

rebaron, do you primarily use QCollector to extract data from eSignal for timeframes lower than daily? E.g., 5 min, etc - data suitable for calculating NL lines.

Hello Mav, Using only daily OHLC data is it possible to calculate the necessary lines/values to effectively use ACD? I.e., no opening range information. If yes, what constraints would be imposed by this? Thanks

Am not looking for a black box to spit out trades such as "Enter at X, exit at Y, etc". Am just trying to understand re ACD if a) the lines can be draw without Fisher's proprietary calculations (I somewhat assume they can be) and b) if they can be draw w/o Fishers proprietary calculations how to...

I've scanned (not read in depth) Fisher's book and came away thinking that to use ACD successfully would require his proprietary calculations. When I read your posts I get a different take on that. Given the book and your posts seem (possibly) to conflict I come away thinking hmmmmmm .... how...

Just looking at this chart it would appear that the crack changed direction first therefore it leads CL at this point in time. It wouldn't surprise me that if you ran a test for Granger Causality (https://en.wikipedia.org/wiki/Granger_causality) that it would indicated that the crack...

What a classic scene. I think you should always push the pick of the week.

Hi Mav, Have read many of your posts especially related to spreads and your mention of energy as one of your preferred trading instruments as opposed to other futures sectors. So, when considering whether to put on a NG or CL spread (or other energy spread - let's consider just those for the...

Was just making the observation that the margin per tic of the ATR(14) was quite a bit higher for the spread. Obviously there are lots of things taken into account in a margin calculation with volatility being one of them ... was just surprised to see the spread with a higher margin if you're...

Interesting ... from an ATR(14) measure it would seem that that spread, per unit of volatility, is actually way more expensive to margin that the outright ... not that that's terribly important ... just an observation.

My observation was based on eye balling the charts shown earlier in this post. What objective measure would you use when comparing the volatility of two instruments - spreads vs outrights? Spreads may very well be exponentially less volatile than an outright but my curiosity is piqued and I'd...

When I look at many of these charts, for example CL Z17M18Z18M19 DF, it appears to be much more volatile, i.e. ragged, than the underlying outright CL so why trade this as opposed to the outright as with this volatility your stops would have to be quite wide.

This goes against the theme of my original question in that the traders not be well known but to give examples that will make the point that both exist I have to use known names. Successful, bad ass traders from Schwager's Market Wizards book ... Systematic: Ed Seykota, William Eckhardt...

Yes, I would consider price action traders discretionary as they probably couldn't write down the exact 100% objective rules they follow ... and potentially automate it. And yes the term "amazing" is also subjective and is whatever you find amazing. For me personally I had an acquaintance who...

This is for all the people out there who know or have made the acquaintance of really great , bad ass traders. I'm not talking about the George Soros's and Jim Simon's of the world. I'm talking about the traders very few people have heard about that are low profile but have amazing returns year...