PnF , Renko , Kagi , TLB, etc.

a longer term veiw of the s&p500.trendlines and counts put on.usually the last count in a trend is not achieved

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1403254 width=800>
 

Attachments

Quote from daytrademargin:

Luke is an American superhero. Luke Skywalker in Star Wars.
More...

:p
Thanks - I thought it's a sort of superhero
in Wyckoff's systems/strategies.

Happy trading
 
Those Kagi (and P&F) charts assume a constant
volatility. Are you optimizing the blocksize every
now and then? imo, TLB charts are better in this
respect.

Also, none of those funky charts are better than
the classic ones with MAs. The right MA will filter the
noise right. If it whipsaws, go for a slower MA
(equivalent of selecting a thicker box in the Kagi).

no edge here
 
Yo 96,


I should not do this but I will post our current equity curve based on 1 contract in the ER2 contract the past 12 months.

$100K starting point can trade up to 5 contracts with about 20% margin use to be conservative.

I see plenty of edge here and that is 1 market out of 15 that has a positive curve. No need to convert you to the renko side but do not tell me this offers no advantages over a MA crossover method. Stick to your method....if you make $$$$ but make comments on fact and science and look up Aronson book on Evidence-Based TA and you may get some education.

Our logic/method does have a variable that we use to adjust to volatility and that is a huge key to any system.
 

Attachments

Here is a swing system on the NI225 market over the last 2 years.

Again, one contracts per trade with no compounding or optimal bet sizing used for maximum performance.

I will post a Dax system over the weekend and thus will give you an example of the same trading account working 3 shifts in 24H period and using the same core logic.

Best of all....this can all be fully automated and have a dash board with your markets that are turned on and manage 4 to 10 markets with one trade monkey looking over the controls and making sure the colocated server is connected.

This may not be the "edge' you were looking for but I like the 3 time zone rotation to grow an account better than one US time zone.
 

Attachments

Quote from

I will post a Dax system over the weekend and thus will give you an example of the same trading account working 3 shifts in 24H period and using the same core logic.

Best of all....this can all be fully automated and have a dash board with your markets that are turned on and manage 4 to 10 markets with one trade monkey looking over the controls and making sure the colocated server is connected.
~~~~~~~~~~~~~~~~~~~~~~~~~

Still waiting for the DAX-system - :)
More...
 
My bad and did drop the ball on that Equity curve. I will get a updated set of numbers from my programer but can post a screen shot of friday 3-30 and the nice winner off the top.

A few of those trades each week is all we are looking for and this current vol has been nice to the performance.


<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1420195 width=800>
 

Attachments

[i I will get a updated set of numbers from my programer but can post a screen shot of friday 3-30 and the nice winner off the top.

A few of those trades each week is all we are looking for and this current vol has been nice to the performance. [/B]
More...
~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Thank you - WT - very friendly.

I do not understand which trades you
took since there are quite a few signals
seemingly.
You trade the DAY via an automated system,too I assume.
Much to my surprise you trade from a 30 second chart instead of a tick chart.
Do you your "indicators prefer" the
seconds instead of the ticks or is there any other reason??

Thanks again.

Charly
 
You must log in or register to reply here.
Back
Top