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Hi B1S2, I just started to follow this thread and have been catching up with the old articles. But have not gotten the exact answers to the following questions. I can see how you enter the divergence trades. How do you decide the exit of your trades? What do you use to gauge when to exit...

Art, is the strategy: taking your signal and long or short at the open of next day (or is it at the close of the day of the signal?) and sell at the end of the next day? Any stop loss? Thanks.

CNBC should have the news at least Yesterday or this morning. Why do they wait until late afternoon to put on air? Some kind of coordinated manipulation ?

Anyone here tried to code this to TradeStation or other system to make it mechanical method and back tested it? What is a reliable or more quantifiable way to determine the divergence ? After I take a quick look at the past posts in this thread, the most discretional part is the determination...

NPP probably just had a bad day. Kicking himself for raising the stop manually. So instead of gaining 8.25 points, got only 0.25 point. :-) Just kidding.

NPP, Just ignore all those lectures and negativities. Hope you change your mind and continue on. But if you don't. Here is a departing gift. I have modified my code to better matching you manual entries. I think we are getting there. (In one message, you said you are giving up automating it...

You are right. This can affect some small number of cases.

Forgot to attach the code.

OK. I have figured out exactly how the TS2000i's CCI Average was calculated. As I expected it is not a correct calculation. I will give a detailed discussion on that if any one is interested. I can show that using the 30 Min (20, 10) CCI cross over using the erroneous CCI Average indicator, is...

NPP, No luck. I can not reproduce your 30 Minute CCI Average Chart in TS8.1. BTW, can you post a screen shot of your charts for Today? Thanks. jerryz, since you are using TS2000i, have you figured out how exactly the default CCI Average indicator in TS2000i calculates the CCI average? (the...

Since I can never replicate your 30 minute CCI Average chart in TS8.1, so it is very hard for me to understand how the CCI average was calculated. Can you copy the code for CCI Average indicator in TS2000i? Maybe that can shed some light for us.

NPP, I think this is caused by the 30Minute CCI Average problem jerryz and I were discussion before. If you look at your 30 minute CCI Averge chart, you can see that during the day, there was almost not time the white line (CCI) was above the yellow line (CCI average). But CCI Average is...

Was my understanding of your exit rule correct? My rule was: The 30min CCI has to be in the sell/buy region AND the 5min has to cross down/up with no new hi/lo to exit long/short positions.

Here is my attempt to code NPP's reversal method in TS8.1 code. I have made many of the quantities parameters, so that we can change them or optimize them later. I also borrowed an idea from Mechtrader, added a parameter that will stop open position if the new hi/lo is too far. What I am...

I wanted reply mechtrader before, but I did not want make this thread off the topic and becoming flaming war. It's great that mechtrader coded the NPP's method and backtested. However, many of us here are also looking at the method too. And probably see the same thing as he did. But one...

In TS8.1, your two version of indicators exactly the same chart and value. But gives the wrong Average. But if I do the following: vars: value1 (0,data2); value1 = cci(20) of data2; Plot1(value1,"CCI",red); Plot2(average(value1,10),"CCIAvg",green); Then the Average become correct. If...

I haven't tried. But the default CCIAvg indicator in TS8.1 is similar to your second version. If I open the code for CCIAvg indicator the following is the code. inputs: CCILength( 14 ), CCIAvgLength( 9 ), OverSold( -100 ), OverBought( 100 ) ; variables: CCIValue( 0 ), CCIAvg( 0...

9am CT is 10am Eastern time. On my chart 30Min CCI is 102.14 and CCIAvg -88.41. As I said our CCI are close enough (considering different data source may have slightly different bar data.) But CCIAvg are just not close at all. NPP, if you look at your 30Min CCI chart, look backward from 9am...

NPP, is it possible you can give a reading of 30min CCI and CCIAvg value at any point of time. I am still trying to see whether the discrepency of CCIAvg for 30 minutes between TS8.1 and TS2000i exist or not. From what you described here for Today, it sound very similar to my TS8.1 chart. Also I...

NPP, The chart you show is for the 5 minute CCI and CCIAvg. My CCI and CCIAvg value and Chart are very close to yours using TS 8.1 and its data feed. They are close but not identical. (yours at the end of 3/31 is 204.77, 8.51, mine is 203.55, 8.54. The shape of the curves are very similar.) But...