Search results

Compounding is straight forward. The assumption is that you are fully deployed. In other words, if the sum of capital your using is 5K, this is your reference point for gains. So week 1 when you invest, you deploy the full 5K. When you close out the position for your gain (~2%), you reinvest the...

It may be worth while for you to consider compounding. In otherwords, assume that you can pick off 2% a week, an extremely reasonable sum. Without compounding, over the course of a year you will realize 104% assuming your 2% is net of comm. However, if you compound each weeks 2% gain (ie...

The 6M results are PCLN +66.22% HUM +49.14% GM +47.16% N +41.41% CVC +40.42% 1M results, 1W, 1D... Then there's compounding of each period. Then you start distributing capital over periods. The numbers are unbelievable to my superiors and they have seen both the charts and the...

The Year To Date results are NEU +168.72% ICE + 133.43% LVS + 91.87% CLB + 90.95% PCLN + 83.20%

Actually, there are several that have 100% returns on an annual basis. In fact, if you were using a rolling 52week chart of the entire market, you will always find several with 100% returns. Of course there is some juggling to do since injecting $100k into the market is different than injecting...

tortoise???!!! So we are on opposite sides of the fence. What is different about the stocks is the sheer number of players on the stock side of the fence. To watch the lead, consider the overnight market. There is no active stocks in overnight trading. There is news but you do not have an...

So we are on opposite sides of the fence. What is different about the stocks is the sheer number of players on the stock side of the fence. To watch the lead, consider the overnight market. There is no active stocks in overnight trading. There is news but you do not have an index value and...

Definitely tick charts. You strip out the previous N-1 closes that are N minutes apart and then use every current tick as your Nth datapoint of your of your N period MA. This will show all crossovers... There aren't any indicators that do this currently (ie. sample tick data synched to an N...

Actually, the MA is calculated tick by tick (well, on QT it is). When traders look at MAs what they are seeing is actually snapshots that are taken every X period. For example, a 5 period MA uses the last 4 closes from the previous 4 bars in addition to the current tick to generate an MA of 5...

We have to be a bit careful here because in order for something to be bought on bar open, you would have to have an open that is part of your condition. In otherwords, your statement is really saying buy the OPEN if the OPEN is a crossover. Otherwise, you cannot buy the open on information that...

Simple answer... YES, it can be done. The considerations to be made is how so... There are two ways to do it ignoring "setup". The methodology would be either to LIMIT SELL at the ASK (ie. join the ASK SIZE queue) and LIMIT BUY at the BID (ie. join the BID SIZE queue), or go the market order...

Typically, I read up on understanding what I am looking at before making inquiries. I saw that on your previous chart you had vegas tunnelling analysis but wasn't sure if that is how you are identifying sellers vs buyers. For me, Forex is a bit one handed since you do not get direct volume...

OR... Keep two separate worksheets within the same workbook. Use one worksheet as the primary data worksheet and use the RANK() function to identify how your data is to be sorted via numbering (ie. 1, 2, 3, ..., N). THEN On the second worksheet, choose a column and number the cells...

NQZ6 moves first. You can run the stats if you have tick data that is timestamped to the nearest second for both instruments. The correlation is nearly one as one might expect. Typically the futures move and exacting hedges are carried out on the cubes. Using the actual stock of the index is...

!*#&$

Interesting... Curious about a hidden detail which may not interest you but have you noticed the realtime fluctuations in the FV number (ie. 9.80)? Personally, I have noted the FV to be a dynamic with respect to three components from which the value is based. 1. time (fraction of days) to...

ROR... Paying attention to detail...

What's DISC??? Are you referring to the underlying INDEX value?

If I understand correctly, the $TIKQ is a measure of the ratio of Nasdaq Issues UP to DOWN. There are a whole bunch of those indicators that are of some meaningful use. But if your willing, let's create a small knowledge trail here of what's meaningful. I know you're inclined to agree that Price...

HAHA MAK/KAK