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Does anybody has experience working with these smoothing techniques, that could point any advantages or disadvantages of using MA's or LR's for: a) trend direction measurement b) mean reversion measurement LR's for the same period seem to be more prone to whipsaws, ence better for the...

do you mean something like: Efficiency = Margin/AvgTrueRange(N)*BigPointValue ? where BigPointValue = currency value represented by a full point of price movement

I don't want to focus in one single contract, nor in index futures exclusively. I want to trade a small basket of futures using a trend-following approach. To better manage my position sizing I need to select "low impact" contracts. Can't afford to have a single contract to degrade the...

The problem with saxobank is that I will need to install their software. I am using a corporate network during the day and can't install any application.

Hi Forum, I am trying to select a portfolio of futures based not only on the trendiness of the series but also the way it can be traded by a trader with a small account. Beside the requirements of Liquidity, Trendiness and Volatility, is there any procedure to identify good futures...

Hi, I am looking for a broker with the following characteristics: 1) allows base account in Euro currency 2) access to LIFFE, CME, CBOT and EUREX exchanges and FOREX 3) web interface (no software installation needed, no java panels either...) Any feedback would be appreciated...

I only know of 5 discretionary traders that are *VERY* successfull. I wonder if they are the same PTJ knows... The question here is that they make money consistently, just doing tape reading...

see Trading Systems and Methods by Perry Kaufman. He coded the Tom Joseph approach (Advanced Get) in EasyLanguage.

Although I am defending Wyckoff principles I am a quantitative trader. My main job is to model the markets, and in order to model markets we must have a substantive theory of markets. Since you referred the Faculty of the Santa Fe Institute I believe you must be in their line of thought...

harry, I must say that the term technical analysis is very vague. Personally I wouldn't put wyckoff analysis at the same level because you have something based in principles not patterns (and this is one reason why TA is so popular, because most of us have been taught to learn by patterns...

there is no "manipulation" in the composite operator. This is a way to read the whole market as a professional trader. If you are looking for manipulation approaches, look for Richard Ney books, not Wyckoff.

“where the more you risk, the lower the ending equity” The percent of risk must be a function of win% to reduce the drag. For example, based on a 50 period sample, if you have a historical win% rate of 60%, the probability of seeing at least 9 consecutive losing trades is less than 1%...

demand = buying power supply = selling power resistance = an area where supply overcomes demand support = an area where demand is overcoming supply

any traders using supply and demand analysis (richard wyckoff strategies, market profile, etc)?

Crucible from Prediction Dynamics also supports non parametric models with real time data.

I think you can do some kind of intermarket backward testing, in order to define market stages. I suggest you use neural networks to evaluate current x past market stages using intermarket indexes in stocks, bonds, currencies, commodities, economic indicators, etc... You can start with simple...

I read the book 2 years ago. Basically it is an application of tape reading to chart reading. Some errors, a lot of confusion (read it 5 times!), but it improved my trading. Most of the people do not like the book because it does not teach how to pull the trigger. Basically it is 100%...