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    Spread (pair) trading question

    They make a great daytrading pair... THEY ALL DO... COINTEGRATION is a relative measure. Personally, I prefer the ETFs due to their tick valuation (ie. a tick is a penny) whereas things are a bit different for their futures since the tick values are different. HOWEVER, appropriate ratios usually...
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    Spread (pair) trading question

    here's a great site on the technicals... http://www.yats.com/doc/cointegration-en.html
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    Spydertrader's Jack Hershey Equities Journal

    Here is the last segment of the series... Kind Regards, G33M4K Beginner
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    Spydertrader's Jack Hershey Equities Journal

    This is a continuation of the above related posts... Kind Regards, G33M4K Beginner JC... I will address our issue shortly
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    Spydertrader's Jack Hershey Equities Journal

    I've been studying in detail a remote thread that has some extremely interesting measures that we ought to be able to leverage. Before I taint the thread with my inquiries and what I believe I understand about it, I am wondering if anyone can provide context besides the obvious PV...
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    Spydertrader's Jack Hershey Equities Journal

    I want to stress that there is nothing revolutionary here, just trying to focus on one of an entire field of nuggets. Context and operating points are CRITICAL and will be necessary for backtesting. Context = high quality stocks and the duration for which the equity is high quality, PERIOD! If...
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    Spydertrader's Jack Hershey Equities Journal

    Gotta love this stuff... Did a lot of cleaning up of the code. Threw out the timely generation of graphs and cycle information. If anyone still wants that feature, you will have to use any version prior to this one. My personal recommendation is to use Spyder's wealth lab script. It is proven to...
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    Spydertrader's Jack Hershey Equities Journal

    Absolutely real money (account is set up with real play money that I can easily replace/fund from my day job should all be lost). I've been pulling the simulation trigger on the trading platform regularly so hopefully the gut check will be less painful. Couldn't agree more. Here in NYC...
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    Spydertrader's Jack Hershey Equities Journal

    Thanks SVRZ, I thought about Elliott Waves based on Jack's channels which fits in rather nicely into the concept since the diagonals across the parellograms (channels) reveal interesting things when viewed as sides of an Elliott Wave... I'll see where it all leads to if anything. As far as...
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    Spydertrader's Jack Hershey Equities Journal

    My perspective on the race is slightly different. I am in no shape or form building my own vehicle and thus rudders do not fit into my perception. I am simply building a comprehensive diagnostic tool fit for the vehicles built by the employees of the companies meeting our quality criteria. Any...
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    Spydertrader's Jack Hershey Equities Journal

    svrz... After sleeping on it :) , the AND is supposed to be an OR. The first equation identifies Up/Down quadrants of the cycle, the second focuses on the extremes of the cycle (peaks/troughs). AAA Stage 1 or Stage 3 (H30 < 1.1 * L5) AND (H5 < 1.1 * L30) => (H30 < 1.1 * L5) OR (H5 <...
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    Spydertrader's Jack Hershey Equities Journal

    Fair Enough... I just would like to state that what may be seen as money management, I view as quality assurance. Jack made the following comments regarding money management...
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    Spydertrader's Jack Hershey Equities Journal

    NO PROBLEM :D. Just trying to keep up with you :cool:. It's my way of learning. About these equations... The Stage1/3 equation does not make logical sense. The result here will ALWAYS result in an empty list. Interpreting this equation, it states that the names from our universe that are in...
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    Spydertrader's Jack Hershey Equities Journal

    Moving right along, here is version 19. Not trying to step on any toes. Just including what svrz has already coded up in WL into our ever expanding workbook. Just to address any considerations, all the data works into the "Easy Scan" portion of the QA-ROI.doc. Several posts across a few threads...
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    Spydertrader's Jack Hershey Equities Journal

    Thanks Lefty, GREAT EXPLANATION :p. Thanks for your comments. I've seen a couple of people mention that they just track the market makers on their Level II screens and profit from the huge slippage that Market Maker's often have to endure when maneuvering. I just assumed that Market Maker's...
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    Spydertrader's Jack Hershey Equities Journal

    Let me state that intelligence is irrelevant. I graduated from an ivy league school and managed to memorize EVERYITHING and learn absolutely NOTHING despite all the effort and I assure you it was a tremendous 24/7 effort for 4 years. I had used a severely flawed learning approach, memorize since...
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    Spydertrader's Jack Hershey Equities Journal

    I am sorry. I misunderstood your initial response. The initial response had stated... I had read this as using a ROC(MACD(5,13), 6) instead of ROC(MACD(5,13,6)). I want to clear any confusion I had started in that the terms I am using are the mathematical terms. I am completely brand new to...
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    Spydertrader's Jack Hershey Equities Journal

    Spyder... My continued compliments to your excellent effort. I will try to be more productive in your absence. Regards, G33M4K the Newb PS Finally figured out my password/email combo for this account... LOL...
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