Question for Grob/Hershey...

[makosgu]

Quote from Ireland:

I added a crude log of the day's str/squ to Maks xls - will make it a little cleaner and readable. This should be useful for post mortems looking back on a given day.

IRL

Sweet Jesus! That is super. Absolutely SUPER! Great way of seeing what happens... It will go a long way to adding improvements.

Regards,
MAK

 

[makosgu]

Quote from easyrider:

Cool guys. I have a rustic prv setup with one minute and five minute es charts side by side showing nothing but volume. Works ok but looking forward to modernizing.

Have you guys noticed that good old fashioned rockets have been working extremely well for quite awhile now. Most of my trades these days are rockets.

LOL... Man, you've noticed them too??? SUPER! For some of the newer folks, rockets translate even nicer to the better trending markets. ACRARY did a very nice analysis of ranking the trendiness of different of the larger futures markets. Go figure that ES ranked at the bottom which just means fewer rockets on ES then say for ER2.

MAK

 

[Ireland]

glad you like - will post once ready and enhanced. Needless to say your initial xls is the key source and inspiration for any enhancements that may follow

IRL

Quote from makosgu:

Sweet Jesus! That is super. Absolutely SUPER! Great way of seeing what happens... It will go a long way to adding improvements.

Regards,
MAK

 

[easyrider]

Look at this ym update of 60 min. chart! Trendline is like a brick wall. We need to take it out for more upside.

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=1029301">

 

[easyrider]

LOL. Slight clue that bo isnt going.

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=1029381">

I think today was pretty bullish. Yesterday I was a Bear. How quickly things change. YM put in a higher low yesteday and ES did a 2B reversal with todays action and both are forming pennants at the upper channel line. Looking pretty juicy to me.

 

[Ragincajun]

Quote from makosgu:

Well, I have some thoughts. I would have understood YM/DIA STR.SQU and trading the DIA which would work as essentially a trend following framework for DIA. Perhaps you can enlighten me on something which I have yet to consider. I know that there's alot out there. Often times, my mind is just slow to get there.

Thanks for the post Mak. I don't really have a plan yet but do know you guys are on to something special. Just a student here. Gotta get a lot more screen time but I'm pretty sure there is a way to get some nice YM trades with that spreadsheet.

 

[aweissen]

It's enlightening to watch how the cash follows the futures like a dog on a leash - at least yesterday it looked like that

This morning it seems more like a stubborn mule.

Anyways, I'm using the indexarb value of 55.09 as my offset. Perhaps thats just off somewhat, as it seems to be in long periods of squeeze.

Lots more screen time to go, but a big thanks again for the tool Mak.

 

[Ireland]

ok so some tweaks and we have v1.1.2 of the xls.

Shown here is descending STR/NEUTR/SQU sequence color coded for ease of reference - all feeding from Mak's poetic logic. A new line is inserted and pushes previous data downward - better than copying and pasting and frees up cpu for the inbound DDE.

Additionally, txuk had a good idea to show only the extremes of a str/squ in the log so successive squeezes will show as one entry. A change to neutral will reset it. This is in place also.

Will make available once it proves itself stable.

hoo ha

IRL

 

[aweissen]

A dumb question -

When in a down channel, the values on the tool below neutral (which show as squeeze) are really stretch, and the values above neutral are really squeeze - correct?

 

[txuk]

Quote from aweissen:When in a down channel, the values on the tool below neutral (which show as squeeze) are really stretch, and the values above neutral are really squeeze - correct?

Squ/Str are relative to which side of the cash the futures are trading. If the futures are trading above the cash (bullish) and price moves above neutral then it is stretch. If the futures are below the cash (bearish) and price moves below neutral then this is also stretch.