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I missed that. What about laterals ? Also, do we use that 2nd leg direction for the non-internal bars (XB/XR/SB/SR/OB) ? From my analysis of drill 1, only Open and/or Close at the High/Low of the 1st-bar of an internal can lead to a composite bar with either 1 or 2 legs. Should I ignore the 3...

CL Always-In v50:

Results for the week ending March, 7th: - 6 wins ; 4 losses ; 3 BE ; net +135 Very disappointed by the week, which started well (Long from Friday), but Wednesday/Thursday took 2 max losses in those spikes down then up. I had time this week to work again on this system, still using...

ES 2014-03-04 This raises a number of questions: 1) So far, I am only using the (consecutive-bars) 10-cases, and not at all the bar's sentiment ... where does it come into play ? 2) I have on this chart a number of XBs which close UNDER the close of the prior bar ... are these really supposed...

ES 2014-02-28 I think Jack would have been Long from the open of bar 1, because the prior days ended on XBs, but I started mine at the close of the 1st XB. All figures before slippage (will assume 1-tick per order in the recap): Long 1855.50 -> 1862.25 = + 6.75 pt Short 1862.25 -> 1863.00...

From Jack's post #49, I improved on the lateral definition. But I have a doubt: can bar #3 in the lateral (n-2 in my diagram) get outside of bar #1 (n in my diagram), or do we need to have a "perfect" 3-bars lateral before additional bars can poke their H/L beyond the lateral's limits (as long...

OK, doing the 1-leg / blue circles ; 2- legs red-circles I found that when price opens at either extreme, the bar's sentiment can be defined as going away from that extreme (except for the Doji version in the corners) - but is this the correct interpretation ? BTW, that makes 2 blue & 14 red...

Drill 2 It seems that a lateral could be any length ... at least that's what I did. Also, the way I see it, FTP / FBP / SYM / Hitch are 2-bars laterals.

Drill 1 - 25 cases with their variants. When price closes at the extreme of the bar (either High or Low), the direction into the Close of this bar can be used to define that bar's sentiment (the other variant has its leg 2 in violet in my table, and should be ignored). In all other cases (Doji...

Just getting started on drill 1 ... the attached pic only has 2 out of the 25 cases, however the 2nd case (as most of the 25 cases) actually has 2 variants. I colored the 2nd leg, green for Up, red for Down. Right there, there is ambiguity unless looking "inside" the bar (which is fine with...

I don't think you have eliminated a hardware problem. I DO think you have a memory voltage, or memory settings, issue on Comp12. Download & test ComP11 then Comp12 with memtest86 using 12GB. From your prior description, I suppose you won't find problems on Comp11, but it's good to check that...

Hi Jack, I just discovered this thread ... thank you for taking the time to show us the way! Hopefully I'll be able to catch-up. When studying historical charts, the "2nd leg" orientation can always be clarified by looking at a lower timeframe chart, like a 1min ; is this something you...

You might have to adjust memory voltage, and/or memory settings.

Every one has either a similar question, or found a unique answer that works for them. Regardless of where you anchor the start & end-point of the reference swing, your next question is - which level do I look at? Classic levels are the obvious 38.2%, 50%, 61.8%. Then come some less obvious...

I learned programming over 30 years ago, getting an engineering degree in computer science. I then worked over 20 years in high-tech/telecoms & information systems, most of it in management positions, but I always stayed current on technology - in particular software engineering. Re. which...

Hi there, Welcome to ET! Trading is a very challenging endeavor, like casinos it is a very exciting idea, but just like in casinos, the odds are overwhelmingly against the trader. I have been developing & trading fully automated systems for about 5 years. My current systems are intraday...

CLSelective v10 backtest performance, 150-ticks initial stop I am done with the performance side of this system (at least, in the short-term), I also have added a couple of operations-related features, should be all done next week. Real-time performance over the last 4 weeks is showing...

Results for the week ending February, 28th: - 2 wins ; 3 losses ; net -2515 A few more data-feed disconnects this week, in one instance the historical data reload got interrupted, resulting in missing data after the strategy restart ... there was no harm & I did another data reload...

One thing is sure: the outcome of any *single* trade is a random event (unless you have inside information, or you are front-running your clients' trades both of which are officially illegal - although used a lot, just read the press). So, you first have to think in probabilities ... yes, the...

Re. futures trading, using a % of price for your stop & target is very wrong as well, because of backadjustments. For example, let's us CL: - Looking at a backadjusted price-series (like I & most everyone use for backtesting), the price on July 1st, 2003 at the close was 97.25 - Looking...