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  1. J

    Percentage of trades filtered

    I saw the ATR's earlier in the year drop to 2, the herding instincts on the futures, etc. I'm primarily a swing trader but was looking for other markets and wound up with a big ass filter, kinda hit me over the head. If you got a swing trading system with a 70% win rate, it made sense to...
  2. J

    The bitter truth about Patak Trading

    gmst, I'm smart enough to know how stupid I am. I sincerely meant nice read. As you can see, I don't post much, things never are without an agenda. Honestly, I'm overwhelmed outta all these years to come back to HFT and the hostilities and the scams to scam others. I'm not surprised...
  3. J

    The bitter truth about Patak Trading

    2. I will NEVER add to a loser. Legit, I could not have been assimilated by that requirement. You didn't waste your time, nice read.
  4. J

    petterfy interview

    Not sure I would use the gentleman's name in the same sentence as social value. However, if it said entertainment value I would stand up and salute. Nice job Peterfy, I would offer you lunch but I been buying for a few years now. Seriously. very well done and thank you.
  5. J

    Rocko Bonaparte and the Quest for the Holy Fail

    I was just joking, your sounds like it might be a personal experience. Hate to hear that oldtime. Just kidding. Thought you might be that old professor that I pissed off many years ago. He said "Son, I've forgotten more than you will ever know". At 4K post,your gift for gab is...
  6. J

    Rocko Bonaparte and the Quest for the Holy Fail

    What? Zero is not the bottom? Messing with my universe, sounds like I got another system failure. Speaking of failures, what happens when the ATR is stuck at 1. It reminds me, gotta go check the veggies.
  7. J

    Rocko Bonaparte and the Quest for the Holy Fail

    I am the trading God. If you need help, just ask. Been running a serious number of tested programs. But, my main GoTo program is called Doomsday. You are gonna be amazed at the number of Buy orders when prices go to $0. I won't be here but the program is on auto. Just browsing...
  8. J

    Rocko Bonaparte and the Quest for the Holy Fail

    I got this. Just a few lines of code; LA = Los Angeles or Louisiana; if (Home= LA) { Light 1Up=1; Exit = CloseAllPositions;
  9. J

    What's your Exit Strategy

    Damn, time passes by quick. Here ya go, posted the whole system 02/16/07. To get it to work think in terms of hand picked stocks. I use 150 ( big guy's from the S&P500. No 1 trick ponies and no stocks less than $8 allowed...
  10. J

    without hft

    We are both entitled to our opinions. At this point we have to adapt. As an older guy I'm tired of hearing how we screwed stuff up for this generation. You now got ownership.
  11. J

    Math involved in calculating range to frequency ratio of trade ?

    RangeTrader, I'm assuming this was addressed to me. Things gotta make sense for me to risk money. As an example, 4 things are guaranteed Day1) Insiders sell, Day2) Wallstreet sells, Day3) mom and pop sell, Day4) jstox buys the bounce. Well, WTF does that mean. Just an old guy...
  12. J

    Math involved in calculating range to frequency ratio of trade ?

    Do the iterations. Start with the least range we as retail traders have to deal with. It's usually in the order of 2 ticks. One is profit the other tick for transaction cost. Then, you will say the data doesn't make sense. That's when the head scratching starts, and hopefully you...
  13. J

    without hft

    I saw a thread a few days ago concerning HFT and how to adapt. It was a spammer but I participated with very rudimentary examples. No comments. Now either people don't understand it or they refuse to believe but the end result is ...... HFT needs regulated. You will be bled to death...
  14. J

    Predicting the Close

    lol, u got the right idea, just wrong day. Review friday's, nothing happens after lunchtime. Minor program tweaks, that's all. As for logic_man, reminds me of Kelly's Heroes. "Moriarity, please stop with the negative waves". Still haven't figured Paddlers agenda and don't care...
  15. J

    Predicting the Close

    Wilders 13-13. Ichimoku = too many headfakes. Good luck.
  16. J

    Predicting the Close

    Not sure predicting the reversal is a good thing;
  17. J

    Predicting the Close

    Ah ... predicting the future, I like it. Wasn't their a "get High" thread around here Oh yes, the chart. My crystal ball say's I like it, we live for the chop, exhaustion and indecisive area. There are profits to be made in chaos. That's right there are times to just pick a...
  18. J

    What's your Exit Strategy

    Been using the same swing trading system for years. The exit is very simple; (rock solid 70% win rate) C > Ref(HHV(C,2),-1) Same crap everyday. At (12:50 PST), download delayed Yahoo data, scan the stocks in my universe, place orders.
  19. J

    Trading in an HFT world

    This kinda turned into a journal. Anyway, sorry, this is final Day 3 results and final post on HFT. It's just a different perspective and data point for some. Maybe it gives others ideas. Who knows. What I do know, is I'm gonna go blow up the backyard with a Mossberg 500.
  20. J

    Trading in an HFT world

    thanks CH, took a bit of work. Alway's helps to get a glimpse of the competition. Just wait for next revision <grin>
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