Something very simplistic

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ok... looks the like the nq would have lost and reversed for a b/e winner. Tough day for the NQ.

LOL, I see your post Quah... I was trying to post and rock my little girl o sleep and watch the trade.

You know overall I would expect there to be days where both are winners, both are losers, or one is up and the other down.
 
Mine is not as sophisticated as Nitro's, but here is the code I'm using if anyone is interested:

Inputs: profitTarget(1), stopLoss(1.25);
Vars: fibTime(false);

If time = 0832 or time = 0834 or time = 0837 or time = 0842 or time = 0850 or time = 0903 or time = 0924 or time = 0958 or time = 1053 or time = 1222 or time = 1446 then begin

fibTime = true;

end;

if fibTime = true and <long trade condition> then buy next bar on open;
if fibTime = true and <short trade condition> then sell next bar on open;

SetProfitTarget(profitTarget * BigPointValue);

SetStopLoss(stopLoss * BigPointValue);

fibTime = false;


Just replace <long trade condition> and <short trade condition> with the indicator trigger you want to use. The times are off by one minute because TS enters on the next bar. There are probably better way to code this...I am strictly an amateur at programming.
 
Originally posted by Quah


As long as it is what is stated, what's the problem? Pretty hard to BS your way through these trades. Either they work or they don't.
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Yeah, gimme a chart of NQ and I'll tell you what I would have done as well, no BS! :)

You said yourself that you don't read stochastics like everyone else with no exact triggers, and you obviously have some discretion with "NOT TAKEN" signals -- seems it would be quite easy to BS your way around.

Also, if you go back and check on your prior posts, you'll notice that on more than several occasions quite a number of your trades will overlap (especially near the open), and given that you only have 12 signals in total, with many "NOT TAKEN" trades in the afternoon signals, others looking at your system (I say others since you seem to have found your method and I can't argue with your choice) will really have to judge whether the fibonacci timing (which is the only really distinguishing part of the system) is truly where the system finds an edge -- or whether the great majority of the gains are just made on the opening 10 minutes of volatility.

Sorry if I'm being a pest for you (and probably most others here too, those who would read this far probably put a lot of faith into your reasoning; others would have stopped checking already). As for me? I dunno, I guess I've been scammed a few times before with certain backtested "indicators" and would just like to see a bit more rigor in how results were obtained, rather than just "shrug, it works, why bother." :D
 
Originally posted by illiquid


Yeah, gimme a chart of NQ and I'll tell you what I would have done as well, no BS! :)

You said yourself that you don't read stochastics like everyone else with no exact triggers, and you obviously have some discretion with "NOT TAKEN" signals -- seems it would be quite easy to BS your way around.

Also, if you go back and check on your prior posts, you'll notice that on more than several occasions quite a number of your trades will overlap (especially near the open), and given that you only have 12 signals in total, with many "NOT TAKEN" trades in the afternoon signals, others looking at your system (I say others since you seem to have found your method and I can't argue with your choice) will really have to judge whether the fibonacci timing (which is the only really distinguishing part of the system) is truly where the system finds an edge -- or whether the great majority of the gains are just made on the opening 10 minutes of volatility.

Sorry if I'm being a pest for you (and probably most others here too, those who would read this far probably put a lot of faith into your reasoning; others would have stopped checking already). As for me? I dunno, I guess I've been scammed a few times before with certain backtested "indicators" and would just like to see a bit more rigor in how results were obtained, rather than just "shrug, it works, why bother." :D
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The fib numbers are not an edge, except maybe in that gives you multiple signals in the first 30 mins of trading, when every thing is volatile.

Also, the reason why this works is that you are trying to jump on a microtrend within the volatility of the market, with a stop just outside the volatilty range of the market, determine emphirically. (sp?)

From following some of the trades myself today, I think that the NQ trades are not going to be that great. We will see when quah and others post their results.
 
I don't see the problem here.

I have watched these trades for two days and they go off as posted. Real time, live, right now, present, tick by tick, as it occurs in real life, real life.

It has been simple to reproduce in real time, real life, right now. I even tried to post the es entry and exit as closely as I could when they occured. In fact there is one coming up at 3:47, in the future, coming up, just ahead, get ready...follow along.
 
Originally posted by daniel_m
keep 'em on their toes illiquid!
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daniel, I was beginning to wonder if it was just me who was confused? Am I making sense here? I was just attempting to carry through some of the same doubts earlier posters had but who seemed to be convinced now (J Commisso for one), and to clear my own head. I'm not on these boards just to bug people, I really do want to find whatever edge I can and am thankful there are people like Quah who want to share their ideas. :)
 
Originally posted by inandlong
I don't see the problem here.

I have watched these trades for two days and they go off as posted. Real time, live, right now, present, tick by tick, as it occurs in real life, real life.

It has been simple to reproduce in real time, real life, right now. I even tried to post the es entry and exit as closely as I could when they occured. In fact there is one coming up at 3:47, in the future, coming up, just ahead, get ready...follow along.
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What are the exact parameters again? What's the stoch settings and what is the trigger?
 
2 minute stochastic set at 17, 1, 17.

If the fast is above the slow it is a buy.

If the fast is below the slow it is a short.

Let's just do the ES together.

The opening price of the 3:47 bar is the limit.

+1 profit, -1.25 stoploss and revrse immeditaely
 
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