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Roger that. It's a good book if you can lay your hands on a copy, electronic or otherwise. He talks about piling multiple edges on top of one another to create trading systems. A kissin' cousin of what NTW is doing.

You can set a trendline alert, but as far as I know you can't trigger a trade with it.

Ooh, please tell. (Sounds like you're combining the classic observation that price frequently reverses at "centuries" (i.e. 1.xx00) with something else.)

That was such a clever turn of phrase that I shared it with my office mate. :cool:

Yup, just got the same e-mail myself. For those who don't know, xasax is the parent company of opentick.

Bah. All we need is another bull market to put a stop to all this whining. Long-only investors (i.e. "suckers", "sheeple") get scared when their NAV goes down and they turn to the gubment for help. During a bull market everyone and their grandmother has dreams of riches.

LOL. Clinton was always a centrist. The budget got balanced because the gubment was awash in tax revenue from irrational exuberance in the markets. I'd love to believe that the budget balanced because of increased fiscal conservatism, but that's not the case.

Interesting. Well, I don't have good forex tick data, but I *do* have good index futures data. This should be fun since I'm a programmer and it's right up my alley.

Do you still need the bias from the 20 period MA? It seems like you'd be able to derive a bias from the tick data by seeing which direction the long sides have been poking out. i.e. have they mostly been poking up or down?

This calculation with tick data is equivalent to the manual process you were going through with bar data right? How many hours of tick data was analyzed?

I pride myself in my knowledge of teen-speak, but I had to look up mook in urbandictionary.com It's a good word with a clear, concise meaning. :cool:

I'm inclined to follow my usual risk model with this kind of trading. i.e. 1% max risk if my stop is hit. With Oanda, it could be 0.1% per trade if I wanted since they don't have fixed lot sizes.

I've been participating and reading with interest, but I think it's a lot to wrap one's brain around. Perhaps that's why there's not much response. The statistical nature of this approach is not visual by nature. Trendlines, indicators, etc are easy to visualize and hence discussed more...

Ah, everyone's looking for no risk in the market. Best you can hope for is to enter only lower risk positions and then reduce risk once you're in. That means work.

My, she *does* have a fetching smile.

In general, the more ITM your short option is, the more likely you are to be assigned. The call you sold is only ITM a small amount, so you *probably* won't be assigned until late next week if it doesn't go much more ITM. If the short call is still ITM at expiration you will be automatically...

You left out the Anti-christ 666.

The formula for LSD says "=MAX(B2:B29)" but the data table is actually in rows 2 through 30. So you're ignoring the data in row 30. Same for the SLD MIN functin.

Um, looks like the formulas for min and max are for 2:29 instead of 2:30

My long IV positions are perking back up again. Wahoo!