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  1. J

    SPM discussions

    Keltner exit @ 918.0
  2. J

    SPM discussions

    breakeve stop set keltner exit approaching @ 919.75
  3. J

    SPM discussions

    Sel @ 927.25
  4. J

    SPM discussions

    crossed over exit @ 929.25
  5. J

    SPM discussions

    sell @ 924.50
  6. J

    SPM discussions

    <FONT FACE="arial" SIZE="2"><TABLE BORDER=5 BORDERCOLOR=RED CELLPADDING=5 > <TR> <TD> Moderator's Comment: This thread is created with OT posts from SCT Boot Camp I split the thread so that readers can follow the respective discussions easier. Please stay on topic. Background material...
  7. J

    SPM Boot Camp

    We seem to have attracted the cynics and detractors from over there. I looked at that pathetic thread - no wonder they are heading outa there. So, let's call some trades, starting tomorrow, with exits. If those guys feel they can do better then let's see...
  8. J

    ES Journal Archive (2006 - 2008)

    Market is at the crossroads, on the verge 100 plus SPX points - up or down. I am bullish, but I concede time is running out for the bullish scenario targeting 1050 to 1100 SPX. But, it appears as if the worst has been seen so any down mov emay be limited to 920. Or, volatility could be...
  9. J

    SPM Boot Camp

    With historical data we should optimize stop & profit target. I have ES data somewhere around here, will test during weekend. More importantly, we need to test a few exit ideas; I don't go for these hard $ stops because they aren' really related to the logic of the entry or current market...
  10. J

    SPM Boot Camp

    Even more interesting: 2m ES data for ESZ8 for September and October with COMPOSITE entry logic: buy/sell entries when MACD crosses MACF avd, above and below zero. AND also buy if both MACD and MACD average crosses above zero; Sell when both MACD and MACD average crosses below zero...
  11. J

    SPM Boot Camp

    QUITE INTERESTING Ran a few tests while away having dinner. 2m ES data for ESZ8 for September and October with buy/sell entries ONLY when crosses above and below zero. 106 trades 1-lot ES contract Commission & slippage of $35 per trade - open and close position ( $10 commission and...
  12. J

    SPM Boot Camp

    Note that was just 4 months ( only ESZ8 data, don't have continuous or historical data in this computer). 12, 26, 9 MOC exit so it's day trading; Stop loss and Profit target $2000 (I wanted let it run and look at the trades - but a better exit can be obtained with logic such as MACD...
  13. J

    SPM Boot Camp

    Jack: I respect you. I've been around the block, many times. Thus, you will understand when I tell you I have seen and read your posts in several other sites over the past decade or so, maybe even before that because I have been in the markets for just over 16 years. Once, I copied and pasted...
  14. J

    SPM Boot Camp

    detailed test report attached - big spreadsheet
  15. J

    SPM Boot Camp

    ES 5m data JUNE to OCT 2008 1-lot position size; Capital 10,000 Commission $5; Slippage $12.5 (Slippage & commission total $35 per trade) 141 trades, Profit 18,400 ---> 184% Allowed discretion on stops and profit target with wide stop and profit target @ $2000 each
  16. J

    SPM Boot Camp

    That last BUY had 15 points profit. Lucid. Excellent description. I am gong to backtest this, first with only buy & sell entries, no exits (of course, except buy/sell reversal). I also use momemtum to confirm my trades. Thanks.
  17. J

    SPM Boot Camp

    There seems to be varying explanations. Let us rewind the tape: The ZERO line is fixed, it does not move, it is there, marked ZERO. MACD line (in blue) is 12-EMA minus 26-EMA of close SIGNAL line (in red) is 9-EMA of MACD histogram (in black) is MACD minus SIGNAL You are saying to...
  18. J

    ES Journal Archive (2006 - 2008)

    Even more interesting: -------------------------------------------- I think the worst is over Tuesday, October 21, 2008 12:38 AM From: "Hamzei Analytics LLC Admin" <Admin@HamzeiAnalytics.com> Last Wednesday thru Friday, NDX $wPut/Call Ratio hit 4.6, 5.9 & 40+ on huge $wVolume...
  19. J

    ES Journal Archive (2006 - 2008)

    Interesting thoughts on SPX weekly; 917 is an important point; and 1006 http://www.elitetrader.com/vb/showthread.php?s=&postid=2134482#post2134482
  20. J

    ES Journal Archive (2006 - 2008)

    I agree, to a certain extent , with above. I think this zone 950 to 960 is one of strong support and must hold or else ES goes down all the way to 920, then who know from there.... But, this pull back could be very beneficial for the bullish case, in that ES can build a base here - 950 to 960 -...
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