I don't have a chart at the moment but I believe that was pretty close to the low of the day, or at least the low range.
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Bond Trader 2007
- Thread starter johnpinochet
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I don't have a chart at the moment but I believe that was pretty close to the low of the day, or at least the low range.
Quote from Surdo:
JP:
What's up with the secrets, all of a sudden?
Your posts are in Arabic all of a sudden!
My Oija board says these are gonna make a higher high soon based on my Vodka indicator. We need to bust through 5% on the Ten Year Yield.
el surdo
Surdo,
Sorry man. Stuff stops working after awhile.
I believe my cycles and S/R will continue to work because it is simple classic TA, but I'm not sure about the new WG theory. And, I know if I displayed the math behind it, which isn't complex, it would no longer be useful.
From what I've read, almost any of the popular indicators we hear about were very successful at one time, before they became widespread.
The below is subject to change. This version was created on 20 July 2007.
Glossary
Cycles: A peak and valley in price. The appearance is of a sine wave from physics.
Neural network (NN): A type of machine learning. I use my own programs (one of my jobs is as a java programmer), as well as open source. Google for WEKA if you would like to get started.
S/R: Support/Resistance.
Data mining: The art or science of looking through data trying to find patterns. I do this 24/7 both at home and at work.
Turning point time (TPT): A point in time where I forsee that some signficance will be placed on price and behaviour.
Turning point (TP): This could be a high or a low. This is a price level. The idea is you are looking back in time for a specified period and determining a high and a low.
Collision point (CP): A phrase I coined here in the journal to describe when one of my turning point times collides with price.
Price Projection Number (PPN): This is a number based on a mathematical series similar to Fibonacci. I stumbled across this series thanks to an engineer from Illinois back in 1994.
Spike Number (SN): This is a number related to the PPN that nails with uncanny accuracy any 32 tick spike move usually based off of a 0730 report.
Single Best Time To Buy (SBTB): This is based on extensive research I engaged in trying to determine the SBTB in the 30 year bond contract on any given day based on the last 5, 10, and 20 days of trading activity. I used visual analysis tools as well as NN's to do this.
Single Best Time to Sell (SBTS): See above SBTB.
Working Group: This is completely new this week, and is based on thinking I've had off and on over the last 13 years. It is based on tick data. It is based on the idea that there are patterns of value being extablished throughout the day. I took the phrase "Working Group" based on a PDF I had read last year about the fact that the financial markets are a national security interest and that there is a group in place to ensure that Gov't (and big business) interests are maintained. I believe the group is commonly known as the "Plunge Protection Team." It is my belief after much thought as well as some recent developments that they don't simply take care of plunges.
Important Work Is Being Done Here: A phrase I'm using to playfully describe what the wizard is doing behind the curtain. It has been pointed out to me that drawing the curtain aside may not be a good idea and I'm thinking of eliminating this phrase from the journal.
TPSR and CPSR: I may phase these out as technically a TP and a CP are a price level.
Glossary
Cycles: A peak and valley in price. The appearance is of a sine wave from physics.
Neural network (NN): A type of machine learning. I use my own programs (one of my jobs is as a java programmer), as well as open source. Google for WEKA if you would like to get started.
S/R: Support/Resistance.
Data mining: The art or science of looking through data trying to find patterns. I do this 24/7 both at home and at work.
Turning point time (TPT): A point in time where I forsee that some signficance will be placed on price and behaviour.
Turning point (TP): This could be a high or a low. This is a price level. The idea is you are looking back in time for a specified period and determining a high and a low.
Collision point (CP): A phrase I coined here in the journal to describe when one of my turning point times collides with price.
Price Projection Number (PPN): This is a number based on a mathematical series similar to Fibonacci. I stumbled across this series thanks to an engineer from Illinois back in 1994.
Spike Number (SN): This is a number related to the PPN that nails with uncanny accuracy any 32 tick spike move usually based off of a 0730 report.
Single Best Time To Buy (SBTB): This is based on extensive research I engaged in trying to determine the SBTB in the 30 year bond contract on any given day based on the last 5, 10, and 20 days of trading activity. I used visual analysis tools as well as NN's to do this.
Single Best Time to Sell (SBTS): See above SBTB.
Working Group: This is completely new this week, and is based on thinking I've had off and on over the last 13 years. It is based on tick data. It is based on the idea that there are patterns of value being extablished throughout the day. I took the phrase "Working Group" based on a PDF I had read last year about the fact that the financial markets are a national security interest and that there is a group in place to ensure that Gov't (and big business) interests are maintained. I believe the group is commonly known as the "Plunge Protection Team." It is my belief after much thought as well as some recent developments that they don't simply take care of plunges.
Important Work Is Being Done Here: A phrase I'm using to playfully describe what the wizard is doing behind the curtain. It has been pointed out to me that drawing the curtain aside may not be a good idea and I'm thinking of eliminating this phrase from the journal.
TPSR and CPSR: I may phase these out as technically a TP and a CP are a price level.
Pre-market commentary for Friday, 20 July 2007
So far the WGSR is established most recently (last few hours) at:
108 02
107 27
I see TPT's at:
0704 0855 1100
I see other times as well, but the above three should do the trick.
I'm running an optimization on a short NN based on the WG studies I mentioned. The results for longs were remarkable. All on a 1 minute time frame.
So far the WGSR is established most recently (last few hours) at:
108 02
107 27
I see TPT's at:
0704 0855 1100
I see other times as well, but the above three should do the trick.
I'm running an optimization on a short NN based on the WG studies I mentioned. The results for longs were remarkable. All on a 1 minute time frame.
I had an order to go long at 107 30 at 0630. Never filled. It really hurts to come back to the screen and see price trading as high as 108 08.
0724 Long ZB 107 03 with stop 107 31.
If stop hit, I'll simply look to buy lower. My take is today is a buy the dip day. We've broken a previous weeks high.
If stop hit, I'll simply look to buy lower. My take is today is a buy the dip day. We've broken a previous weeks high.
0728 I'm watching this carefully. Something doesn't feel right. I may exit with a 1 tick profit or break even.
0731 I will exit half on any approach to previous highs. I'm getting high exhaustion counts, as if this current re-test is weak.
0731 I will exit half on any approach to previous highs. I'm getting high exhaustion counts, as if this current re-test is weak.
0735 I managed to close at 107 04, prior to this test of 107 02. I am now short small size at 107 01.
0745 Edited the above for clarity. I was using reversed in an incorrect sense.
0745 Edited the above for clarity. I was using reversed in an incorrect sense.
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