The ACD Method

Quote from Maverick74:

Direction and volatility are kind of synonymous. Generally speaking an increase in volatility is associated with falling prices in risk assets and a decrease in volatility with an increase in the prices of risk assets. Outside of that, I'm not sure what your question is.
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I think you're referring to option (implied) vol while I was referring to realized vol. Some claim that quant analysis techniques are not reliable for picking direction, but can be useful to identify inflection points where realized volatility increases. For example, a breakout pattern where you anticipate a signficant price move but don't have a bias/opinion on direction. Sorry for confusion on terminology.

This is a great thread. Everyone has their own perspective and probably gets a different kind of value from it. While I don't find the callouts of number lines and levels helpful for myself, I am enjoying the dialogue on principles and strategy and the occasional gem that finds its way into the discussion (thanks, Mav). For any future posts I make, I'll strive to be more clear.
 
Quote from Trader13:

I think you're referring to option (implied) vol while I was referring to realized vol. Some claim that quant analysis techniques are not reliable for picking direction, but can be useful to identify inflection points where realized volatility increases. For example, a breakout pattern where you anticipate a signficant price move but don't have a bias/opinion on direction. Sorry for confusion on terminology.

This is a great thread. Everyone has their own perspective and probably gets a different kind of value from it. While I don't find the callouts of number lines and levels helpful for myself, I am enjoying the dialogue on principles and strategy and the occasional gem that finds its way into the discussion (thanks, Mav). For any future posts I make, I'll strive to be more clear.
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I never bought into the idea that quant analysis did a good job of predicting an increase or decrease in "realized vol". Examples of this could be price patterns like wedges and triangles, indicators like bollinger bands or key breaks of significant resistance or support. It all seems pretty random to me. The problem with inflection points is, if they are obvious, they are not going to work. And if they are not obvious, then how is everyone going to know how to act at that level?

If you want to give an example, maybe it might help me understand if there is something specific you are thinking about.
 
Quote from Maverick74:

I never bought into the idea that quant analysis did a good job of predicting an increase or decrease in "realized vol". Examples of this could be price patterns like wedges and triangles, indicators like bollinger bands or key breaks of significant resistance or support. It all seems pretty random to me. The problem with inflection points is, if they are obvious, they are not going to work. And if they are not obvious, then how is everyone going to know how to act at that level?

If you want to give an example, maybe it might help me understand if there is something specific you are thinking about.
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I wondered if you were interpreting ACD levels as inflection points, and you answered my question. thanks
 
Quote from mfbreakout:

Pivot tracker value of 3 ( Yum) . 12 day cumulative ABCD -5 and 30 days 8.
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Hello,


How are you tracking and measuring the daily pivot range ? Is it based on 24 hours ? Do you have to code this in Thinkorswim-Ameritrade ?

Also the 3 day rolling pivot, how calculated ?

Thanks
 
Quote from MBC:

Hello,


How are you tracking and measuring the daily pivot range ? Is it based on 24 hours ? Do you have to code this in Thinkorswim-Ameritrade ?

Also the 3 day rolling pivot, how calculated ?

Thanks
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One can buy from www.thinkscripter.com for one time fee of $65. all the studies. There are like 20. I only use or, pivot range etc..

One can also subscribe to MF service for $1800/year. www.mbfcc.com after reading his book.

double check if thinkscripter has 3 day rolling pivot and daily pivot. I paid someone for coding and he will release his code in 2 weeks or so.
 
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