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Interdim, I've been loosely following your thread and I can't say that I fully understand your forecasts. Nevertheless, it would be helpful if you would provide an overlay of actual prices on your charts the day after so we can visually grasp your projections. Thanks. WGTrader

Saliva, A follower of yours turned me on to your threads. Great illustrations and explanations. Well done! WGTrader ps I look for the Bubba patterns whenever I can.

I suspect you will like the Northern Virgina area quite a bit. One thing the DC area that offers that you won't find elsewhere is a very rich assortment of cultural and educational opportunities for FREE. I have lived in Alexandria (Old Town area) since 1983. I can't tell you how many...

The afternoon's chart from my trading platform...

Today's ES...

Thank you for an excellent depiction of the time and volume relationship which can often be seen in a single bar. When price is going in the dominant direction, volume increases towards the end of the bar. However when going in the non-dominant direction the volume decreases towards the...

Well today was the first loosing day this week. 14 trades, -6.5 points. All things considered for a day with some periods of high volatility chop, it could have been worse. Clearly the model made trades that I did not take manually, but the purpose of this excercise was to see how this...

Great job Mr_Black!

My chart this morning...

I did not use the model on the NQ today.

My chart for today.

The contents of this thread discusses the methodology in depth. But the short answer is becuase the S(5)K crossed over 50 and the ROC turned positive (bar #69). That was the reversal signal. The model only trades at eob, therefore the close is the entry/reversal/exit price.

The model did quite well today - 10 trades, 29.50 points ($1,475), the capture ratio was 0.94 and 78% in the market. Not too bad for a single contract! Of course it was the last hour of the day that accounted for 21.50 points. I continue to think of ways to improve the performance because...

That's the same conclusion I'm coming to! :D

I have to admit that I'm rather suprised that such simple logic can produce this kind of results. But as you can see from my trade logs, I'm not hiding anything. You can see the indicator values, price, volume, etc for each and every bar. I can tell you though that a high volatility chop day...

The model results for the NQ was: 11 trades for 23.25 points 0.71 capture ratio, 75% in market The model results for the YM was: 11 trades for 88 points 0.66 capture ratio, 78% in market. Given that I'm getting fairly consistent results across the three primary futures contracts (ES...

The model did reasonably well today. 11 trades and 13.25 points. Capture ratio was nice: 0.79! A little chop around 14:00, but it made it up later.

For the NQ it was better. 16 trades for 30 points. Capture ratio was 0.47.

On the YM, the model didn't do so well but it did end positive. 12 trades for 27 points. Capture ratio was tiny (.07).

Suprisingly the model did ok today. Still using the same parameters since last Friday. For the ES, it made 12 trades for 9.25 points, but that only represented a capture ratio of 0.20 (not that good). It lost 8.75 points alone on the reversal on bar #20. One problem with an end of bar...