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As there is a little interest in this, I want to finish my thoughts toward setting up a way to measure the trend. I've included a picture by way of explanation. G/L is the same as P/L. Sc/Cf means: Sc(ore) divided by C(ost) f(actor). The instruments can then be filtered using Excel's...

Here is a second picture showing the best performing stocks in that group based upon the parameters discussed in the previous post. They are BEAS, JNPR, PMCS, RFMD, and SANM. Bruce

These are hard questions. I would set up a trend following system on the time frames I was comfortable in assuming risk. Then, I would compare on a point basis the P/L from these periods divided by the number of trades, giving me the average gain per trade. Next, I would divide the P/L per...

Cheap shot Lawrence. Did you ever hear the one about the guy with the hammer knowing where to hit? Bruce:confused:

Pretzel, Just so no one is confused, especially me; volume in this calculation refers to "how hot" the moving average is in relation to the price series. It has nothing to do with number of shares or contracts traded. To clarify: the higher the volume multiplier the more overshoot and...

Pretzel, This is based on Tim Tillson's article in TSAC. Note the volume multiplier, 'vol_mult', is a percentage of 1; I use .8 and .7. 'Pers' refers to the number of days in your moving average and 'c' is the close. Finally, 'e' in all the notations refers to an exponential moving...

http://www.parttimetrader.com/ :p

Since your Buyers'/Sellers' Advantage is adaptive, does this mean your spreadsheet's forecasts are based on a moving probability distribution of some kind, or perhaps a Monte Carlo from a trailing period? Suppose that the probability distribution is as you see it in the graph of the April...

NorskTrader, It might save you some thinking. I update versions for the Nas Composite and the S & P daily. It is helpful to know what the odds are for a continuation of either an up trend or a down trend in prices over several days. The article and spreadsheet for the July 2002 issue focus...

A fairly even scattering of weights from minimum to maximum possible is called a uniform random distribution and is exemplified by the distribution of about 10% for each of the balls numbered '0 to 9' in the Pick 3 or Pick 4 lottery games. According to Bernstein, writing in Against the Gods...

To create another spreadsheet that assigns probabilities to the length of the 'streaks' or consecutive runs of up or down days in the data. I started with a random data spreadsheet and worked forward from there. See my article in the April 2002 issue of Futures and download the spreadsheet...

Well, that's a decent choice of music and I'm glad you're not taking your frustrations out on another person, but eventually, I hope, you'll have learned your lessons. Stick to it. Bruce:)

True story, Discipline...I used to play Ages of Empires when I was farming several years ago, never imagining it would be more than a pleasant distraction. Yesterday, my brother-in-law and I sat in the middle of a golf course his family is building for the local billionaire and it is just like...

nitro, Those prices are in addition to whatever costs are involved with your cost for bandwidth, such as: 56K $1,000 128K $1,250 256K $2,000 512K $2,500 T1 $3,500. According to Futures February 2002. Bruce

Unless you live in or very near the Chicago area the main concern isn't order entry but access. First you have to be guaranteed by a clearing member of the CME. This guarantee process involves numerous background, capital, and registration checks you must pass before approval. In other words...

weldone, I'd suggest you capitalize on earlier advice and do a site search...try Keep It Simple II for help with the question you've asked, quoted above. Bruce :D

Hi. This doesn't answer your question directly but might address something you haven't thought about yet. I've not used it but do like the completeness of the package for the price. I use excel every day it seems to update about 5 spreadsheets. I also have a realtime quote/charting package...

Oh, above all! To each his own. Bruce:p

Way to go, nitro, take a break and have an RC Cola. Bruce:cool:

and it all gets done. Let's see: entries are possible 2 pts. above and below the opening range, check for trend, use an ATR target from the last 10 days either added to or subtracted from the Lo/Hi. Trail your stops until there is a break of the trendline and figure the party might just be...