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I don´t have aluminum on my list but will add. Heres the rest you were looking at, Gold has been on fire. Mav do think its best to watch the ETF´s or the futures for ACD. I have both available to me but can´t make my mind up which ones best.

Wow that was quick :). Are you mining using R´s Natural Language Processing yet? You could setup buy signals when >50% chatter is about the margin calls everyone is experiencing after trying to get long....

Gold and Copper leading the charge.

I am very apprehensive about using an MA for smoothing since I want my number lines to be as forward looking as possible. The reason why I chose to use a fast MA was more to reduce the noise of the number line as in its raw state it is quite erratic. I may try to code a weighting so that more...

Check the plot out of Gold vs 5 period MA of the 30 day for smoothing. Looks interesting.

Trust me on this one koolaid I am by no means a stats wizard, infact I actually failed math in high school. I just have a thirst for knowledge and really enjoy playing with R. As I have said in one of my earlier posts I am struggling to find something that R cannot do :-)

Since it was so simple to do, see the attached .txt files one for raw scores and one for 30 day. Start dates were 23/10/2015 for 30 day and 14/09/2015 for the raw. The results seem to agree with what you were saying Mav. I will run more tests when I am less tired :)

Agreed its really just a dumbed down explanation of what stationarity is. I linked it just in case anyone was interested in what I was waffling about :) @ Mav I believe that the URCA package in R has a Dickey-Fuller root test. When I get some time I will run the raw daily scores through it and...

Mav have you tried just testing the raw day scores for stationarity? I have heard of many people using differencing on time series to de-trend before testing for stationarity. The actually scoring of days should de-trend the data for us and then I would like to test just the raw scores for...

With that in mind I am just about to go all quantitative with my data :-) In my last post I assumed the data to be stationary - making assumptions in this game is a flawed concept. I have a feeling that the data might not be stationary but I am going to test it using a few splits over the...

The other byproduct of daily scoring is that the data is de-trended and 'stationary'. Trying to make OHLC data 'stationary' can be a nuance as it is highly influenced by lookback period used etc. Daily scoring alone is a massively powerful tool and makes the all other methods of OHLC analysis...

In principle, from the minute we extract the daily score from nominal price we are already working with transformed data. I look at the daily scoring method as a way of 'classifying' the various phases that occur in all markets.

Now you've triggered my creative juices - another sleepless night :-)

Its funny you post this, because I have been thinking about this for sometime.. A guy I know uses a proprietary variant of the mcclellan oscillator. Now many people throw out the mcclellan as being only effective at certain times. The guy who i know uses 2nd and 3rd order derivatives of the...

Thanks Mav, that really makes a whole lot of sense. I also believe thats why its important not to set a fixed limit of 2 +9 days for a confirmation. On a deeply red number line it can take a long time to get that confirmation and by the time you do confirm the meat of the move is over. Pretty...

Understood, so on that premise we it would be best to focus on what institutions would start buying when they are optimistic on the market. I am yet to test this but I want to start weeding out those stocks as you describe below, with the idea of using them for "tells". So if the indexes are...

I understand your thinking but the data does not agree, at least not currently - unless its lagging the market which in that case makes it a good buy right now.

Do you find that Copper holds better reliability for "risk on" environments? The only reason why I am asking is that I don´t have enough data to verify this. Do you think the reason why instruments such as Copper can lead rallies is due in part to lower levels of liquidity? Obviously it takes...

Mav is it just me or is Gold acting like a risk instrument lately? I.e rallying the same time as the S&P etc, or is this how Gold normally acts?

On my 30 day lines Gold is about to confirm for me, Copper is resetting and all my equity indexes are still chopping around just below the zero line. Whats interesting is the rate at which both Gold and Copper firmed up there number lines vs the S&P 500.