Something very simplistic

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To the stochastics method.

On ES I have a 0.75 profit, with 6 wins and 5 losses.

Had 4 SAR reverses, including one double wammy.

That sound right?
 
Originally posted by ctrader
To the stochastics method.

On ES I have a 0.75 profit, with 6 wins and 5 losses.

Had 4 SAR reverses, including one double wammy.

That sound right?
More...

I'm following only NQ, but there are quite a few SARs today.

--Db
 
Originally posted by ctrader
To the stochastics method.

On ES I have a 0.75 profit, with 6 wins and 5 losses.

Had 4 SAR reverses, including one double wammy.

That sound right?
More...

No, that doesn't sound right. Seems to be one of the better days - ES one reversal at 10:04. NQ has had 3 reversals.

Are you trying to trade it by the same signals I'm looking at or with something different?
 
Originally posted by Quah


No, that doesn't sound right. Seems to be one of the better days - ES one reversal at 10:04. NQ has had 3 reversals.

Are you trying to trade it by the same signals I'm looking at or with something different?
More...

Trying to use the same signals as you. I guess I screwed that up. I have fond that livecharts as a real time ES feed, with tick by tick charting of stochastics.

I set the study type to stochastics, buy it only has %K and %D settings. I tried 17, 17, but it moves to slow. I think I'll try 17,3.

The problem with 17,3 is that they are often touching, and then its best guess at which side to take. For the 11:54 trade it was sitting right on top, so my best guess was to go long because it was sitting at support.

http://finance.lycos.com/home/livecharts/default.asp?symbols=
 
I've attached a one minute chart with a 34,2,34 on it - as noted somewhere above that will be pretty close to a 17,1,17 on a 2 minute. Only the 9:33 bar was different when looking at the two minute. The bars on this chart are colored based on the position of the stoch lines - the stoch is being calculated on the open on this chart - not the close. If you are seeing something totally different than this, we are not looking at the same thing.
 

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Originally posted by Quah
I've attached a one minute chart with a 34,2,34 on it - as noted somewhere above that will be pretty close to a 17,1,17 on a 2 minute. Only the 9:33 bar was different when looking at the two minute. The bars on this chart are colored based on the position of the stoch lines - the stoch is being calculated on the open on this chart - not the close. If you are seeing something totally different than this, we are not looking at the same thing.
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Thanks Quah, that helped alot.

On the 1min chart I set the %K to 34 and the %D to 34. That gives me the same shape as you have. Don't know why.

As I said before I need to get a real feed.
 
Anyone willing to provide some webspace to post my excel workbook that includes daily details of trades and a accumulated summary of the statistics? It's currently about 250K. PM me.
 
Originally posted by stu
This file can be downloaded from the following address:

http://www.btinternet.com/~futurestrader/quah1.xls
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Thanks Stu. And thanks to everyone else who offered.

When the file is opened, you can disable macros if you want - there are no macros in the spreadsheet - I think that is a residual from a control I was going to add but decided not to.

There may be a typo or 2 in there - I didn't recheck everything - but it seems to be accurate.
 
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