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Here's a pretty cool website for backtesting pairs...the implementation is pretty basic as you can get fancy with multiple legs and scaling. I know its not the usual ACD stuff but I can dig it ;) Backtest for XLF-SPY... http://www.pairtradinglab.com/backtests/TuELulTF3rlr7H9-

I havent tested this pair for a cointegrating relationship, but as you can tell there does seem to be a tendency to revert as it gets to certain levels. Here its like buying the dip into the longer term trend!

Beat me to it!! Yesterday was probably the day to be buying into this thing

Any Spreads on right now John? This SPY-XLF spread may be coming into some value here :)

Hahaha you better copyright this stuff! Also it's funny that some people are in this thread and don't even know what ACD is. A quick google search and 15 minutes would provide a general idea.

I guess alot of it depends on what you are trading. Also ask yourself what does ACD represent and how can it help in my trading? ACD is a lens to view market volatility. Markets tend to have certain characteristics...range expansion, momentum, mean reversion. You are trying to capture that...

Your comments about running a small account into millions just shows that your paper trading hasn't helped you much. There is no consideration of liquidity constraints of certain strategies. The ability to size up is a very emotional thing...well for most anyone it is. There are those who can...

Not nearly as much as I want. Tried to implement some stuff into tradestation and its a no go so far. Well see where it goes, nothing much to add right now. Hows everything on your end? I know you had a lot of projects coming up with the CTA, greybox etc...

Idk...I think it depends on what you are trying to accomplish. Some of the best traders I know do mean reversion based trading and routinely scale in to positions. If you mean Average in for the sake of trying to bail out of a bad trade than your prob right. If you have a plan that involves...

Hahah I wish... Or maybe somewhere down south enjoying some sunshine :). Forsure I will try to make it, thanks!

Everything looks to be near the top end or bottom end of their respective ranges. Tech is showing relative weakness again...so watching this for some cues on if we get some follow through!

If you are using 25% of the Daily ATR for the day's A and C levels, then I would think youd be ok using 25% of the the weekly ATR for the weeklies and 25% of the Month's ATR for the Monthly levels. If you are trading the weekly cycle than you would want something that represent's a move of a...

I tend to want to agree with you when it comes to the signal and entry. It did always appear to me that Fisher was espousing the A and C levels and entry areas. What he was leaving out of the equation. Was conditions in which to enter, product selection etc... What types of things are you...

Vix has only been a these levels once in the past 4months and it only stayed there for 2 days...I think that is a great purchase!

Thanks! Man these Financials really popped off of the open

What do you have for Gold and Silver John?

LOL...you know how it goes. Two steps forward, one step back. More than anything its the emotional aspect, cause sometimes you don't know if your truly making progress or its because or market conditions or something else ya know? I'm good to go tho!

Been around, this game can be tiring man! lol

SPY pushed through prior days highs and failed, Crude showing weakness as well. VXX looking undervalued relative to market...bought some down at 41.

Some newsletter chatter hitting SINA and FMCN again. It's targeting SINA, but FMCN is getting hit alot harder!