Question for Grob/Hershey...

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Interesting, thanks Dan.

We use the relationship between YM and ES in order to conduct most of the medium sweeps. If that relationship ever fails, then a good portion of how we read the market also fails. Personally, I am uneasy with relying on a relationship that may or may not exist tomorrow - at least until I have a method for locating a new relationship. I would much rather rely only on the market that is being traded - but perhaps that's not possible.

Just some thoughts that have stuck with me for awhile now.

Anthony
 
Quote from easyrider:
I have tried several times to get a discussion going on the use of indicators ala Jack but with no luck so far. I have not seen anything except for a few comments on the Stochastics thread. Do any of you know any links to past discussions?
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I glad you asked the question Easy, I had missed that post.

I haven't come across anything yet directly related to the ideas he mentioned, but have a look at the attachment on this old post. http://www.elitetrader.com/vb/showthread.php?postid=304666#post304666

It has some interesting annotations on the indicators showing reversal signals on the fast stoch. I've been reading whatever I can find in the old threads about AD, harmonics, cycles (this may be getting ahead of myself but I find it very interesting). My understanding is these are visible in the stoc & macd, but I have not yet found a good meaty discussion tying them together. With harmonics I had a hard time visualizing the difference between odd/even, which was described as triangular vs. square wave patterns. It appears that is what he was illustrating on the fast stoc.
 
Quote from txuk:

I've been reading whatever I can find in the old threads about AD, harmonics, cycles (this may be getting ahead of myself but I find it very interesting). [/B]
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Welcome to the club. The only interesting material on trading that Ive come across in the last two years are posts about Jacks stuff. Ive spent many happy hours searching for tidbits. The nice thing is, it gets better. I am more enthusiastic about them than ever. Mak has helped a lot.
 
Quote from hypostomus:

Makosgu. You have made an important move. Visualization is the first step in the direction of coding. Than you can BACKTEST it, hahahaha! THEN you will make an important discovery: nearly every Jack system element is so horribly convoluted that it is untestable. This complexity leads to the inability to make decisions with it, which you realize when you code it. If it is untestable, it is probably untradeable. Mike.
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Ordinarily, I wouldn't respond to one of your posts. However, you are probably the most biasedly optimistic B person around. The visualization is going "WELL"! Perhaps it is going alot better for me because "I KNOW" what is what when I look at it. Perhaps what wasn't so clear is when is STR stretching and when is SQU squeezing. Well this has been a matter of being calibrated to the data gathering. Today was the first complete day I had a chance to monitor the gathering of data. The visualization nicely gathers the data and so I just monitor and tweak the resolution of it. Perhaps today was just a SOP day from the point of STR/SQU. Then again, "I KNOW" precisely what I am looking at. As far as backtesting, I'm not sure how you were able to backtest since you would have had to have your YM and INDU T&S data completely synchronized. My IQFEED does not allow me such comforts. The other important and critical element would be the synching of matched ranges AFTER the morning synch. It has been neat to watch all day and debriefing will be a matter of documenting the forward test.

With regards to SCT, so Icarus, BA, and myself all have different and unique perspectives. Largely, I've been trading to repump profits right back into iterating and refining. It is a cost, but never a net losing cost, fortunately. So I have been able to iterate a refinement to take two components, a fine and coarse and SCT via fine adjustments at decision points. I know this probably seams vague but be assured that it has been backtested and the forward testing has been a matter of data sampling errors... It is unfortunate that you and I are having different experiences. I am working very hard to put nails in the coffin... For me, Channels, DOM, STR.NEUT.SQU are nails in the coffin. Only a few more nails left.

MAK!
 
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