ES Journal - 2012

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Quote from Laissez Faire:

Thanks, tomahawk.

I guess the theory itself remains a little nebulous, but I will play around with it and see if I can find anything. That is, if I`m able to code it and run the numbers. Quite the newbie at the moment with this.

Did I recall you earlier saying that you collect statistics yourself in Excel? Do you use any VBA?

Thanks.



I can only assume that it is because the t-day boys are buying. :)
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LF I do collect some stats in Excel. I have no idea what VBA is ... lol.
 
Quote from tomahawk:

LF I do collect some stats in Excel. I have no idea what VBA is ... lol.
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Tomahawk, what all stats do you collect? By any chance, You open about sharing the template ? Trying to learn from you :)
 
Quote from JoshDance:

I swithced sides and have SIM shorted 59.00

looking to scale OUT a couple and targeting 55.00 for final

EDIT:

if it starts to move strongly will target 55.50 for 1/2, and then 53.50 for 1/2

If it strongly pushes back up, I'll bail and probably go do something else for a while.
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Out here at breakeven -- added a couple up at 60.50 so I'm out with a wash. It looks possibly down from here at the moment but I would not initiate a short here, and I had overleveraged so I will close out and just sit flat for a bit.
 
Quote from Laissez Faire:

Lol.

Visual Basic for Applications. Macros and all that bullshit. :)
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Thanks LF. Total progamming-illiterate here. :)


Quote from gmst:

Tomahawk, what all stats do you collect? By any chance, You open about sharing the template ? Trying to learn from you :)
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Just the basics really gmst, all based on RTH OHLC, which I'm sure is probably widely available. RTH OHLC, intraday range, ATR(15), gap fills, and 1-way trend days (according to a very randomly selected metric). Also I've gone through different phases analyzing reversal patterns (i.e. at what range do reversals of "x" points occur), but to be honest I haven't seen much benefit from the range studies lately.
 
Quote from tomahawk:


Just the basics really gmst, all based on RTH OHLC, which I'm sure is probably widely available. RTH OHLC, intraday range, ATR(15), gap fills, and 1-way trend days (according to a very randomly selected metric). Also I've gone through different phases analyzing reversal patterns (i.e. at what range do reversals of "x" points occur), but to be honest I haven't seen much benefit from the range studies lately.
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Thanks for the pointers. I am always looking for good ideas!
 
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