Intraday Dow, Sp500, Nasdaq and Nasdaq100

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Hi FlyingSquirrel,

So you are getting ready for the season !

Tradingpro system seems to be back on track. Did you see yesterdays prediction !

Quite a good fiting during half of the day.

<img src="http://www.tradingpro.com/images/charts/20060901-NASDAQL.gif">


<img src="http://www.tradingpro.com/images/charts/20060901-RUSSELL2000L.gif">

With respect to the speed in recovering, I undestand that when the market changes its regime, like it did, is like if the market moved to a new "unknown vectorial space", where the model has less data to be able to predict. So we had to wait for the model, to populate with new data. Watching the charts improve their fitting, I'm sure we are there. We`ll see how the next week performs, but drawdowns where ok.

Take care.

Quote from FlyingSquirrel:

A fellow skier, huh? Perhaps you recognize my screen name...

I thought the site said something about the predictor readjusting (?) every 5 minutes. Or maybe it was 15. Even with that, it can be "out of whack" for a month? Interesting. I would think it would get back to "knowing" the mkt a bit faster than that...

Looking forward to later posts....
 
Hi Guys,


I'll start posting the trades again. August was a bad month for the system. I'll post an abstract for those who follow the system performance as I do.


These are the trades identifies by the system for today. All LONGS, no shorts.


Take care
 

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Hi,

Only two trades left for the day.

Nasdaq
09/05/2006 Long 6.5 13:40 16:00

Nasdaq100
09/05/2006 Long 5.5 14:55 16:00 0.00 13.03

Fiting for the day, looks good, so that gives me confidence that the rest of the day, should be OK, if there are no news impact in the market.

Check this chart.

This was the 10:15 prediction for the rest of the day. Next HOD is supposed to be at 14:30.

Anyone agree/disagree with that possible forecat?
 

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Hi Guys,

Attached you'll find the result for the day.

It was a good day. As I always say, what counts is the results in the long run not a single trade, or day or week or even a month.

But what I did like of today prediction was the fiting.

Check the previos chart I posted, and the next I'll post.

The model seems to be predicting again better. Generaly I found that bad days, and good prediction days come clustered. This should give me confidence to charge my position.

Take care.
 

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Hi Guys,

Yesterday was not a very good day for the system.

It did not lose too much, 166 per traded contract.

The day startet great. With an excelent fiting for the prediction, but at 14:00 I belive the Beige Book announcement disturbed the market, and headed south.

A tighter stop loss could have save me some $, but still not bad.

Attached you'll find the trades executed .


Take care.
 

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HI,

Today market prediction was better. Still the Job Less claim I beleive disturved the prediction but not enough to take away all my gains.

These where the results trade by trade.

Take care
 

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Good morning Traders.

These are the trades suggested by the system for today.

Europe Markets did great today. Is anyone following FTSE, CAC, MIBTEL?

I'll be posting the results, as they appear.

Have a nice trading day.
 

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Hi Guys,

Results for Friday where not good, but todays the predictor was amazing.

These where the results.

09/08/2006 - $(475.20)
09/11/2006 - $954.10


Attached the trade details.

Take care.
 

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