finding an edge...simple?

[jmis]

your mind is your own handicap.

 

[FRuiTY PeBBLe]

Quote from man:

nevertheless it is academical thinking and talking. and in all humbliness I find your posts extremly inspiring.

acrary is my idol. really, he is.

FRuiTY P.

 

[FRuiTY PeBBLe]

Quote from jack hershey:

I read all the posts.

Would 75K a year per contract be good enough?

Yeah, if I could understand how to do it.

FRuiTY

 

[jack hershey]

Quote from FRuiTY PeBBLe:


Yeah, if I could understand how to do it.

FRuiTY

Give it a try. Skip the paper trading...LOL.

Do NQ and ES minis; they will be more fun when you see their synch for this approach.

 

[PoundTheRock]

Quote from jack hershey:




Give it a try. Skip the paper trading...LOL.

Do NQ and ES minis; they will be more fun when you see their synch for this approach.

Tried it on QQQ and SPY just for kicks, profit factor of 0.78 and 0.11 respectively. Code follows...

--------------------------------------------------------------------------------


Inputs:
Lookback(20),
VFactor(0.1),
HoldBars(3);

Variables:
LV(0.0);

LV = Lowest(Volume, Lookback)[1];
If Volume >= (1 - VFactor) * LV and
Volume <= (1 + VFactor) * LV Then Begin
If High < High[1] and Low > Low[1] Then Begin
Buy Next Bar on High + 1 Point Stop;
SellShort Next Bar on Low - 1 Point Stop;
End;
End;

If BarsSinceEntry >= HoldBars Then Begin
If Volume < Volume[1] Then Begin
Sell Next Bar on Open;
BuyToCover Next Bar on Open;
End;
End;

 

[vanilla2]

Pound the rock,

what timeframe are you applying this to - ex: SPY 5 min bars?

 

[PoundTheRock]

Quote from vanilla2:

Pound the rock,

what timeframe are you applying this to - ex: SPY 5 min bars?

15 min "fractal"

 

[vanilla2]

pretty negative performance on 15 min spy, even with zero comission. are you using different inputs?

 

[PhoenixTrader]

what's a 15min fractal timeframe?

does this fractal mean 1/2 minute interval price points or something?

 

[rlb21079]

Quote from acrary:



I don't trade stocks. This is the SP500 futures.
What I was saying is I found periods of non-random behavior ...

I had abandoned this thread for a while and just now noticed your rather comprehensive reply. I can see clearly now...thanks