The ACD Method

copyplus said:
After nearly resetting, U/J looks good again and confirmed for me on the 5 day a week ago.

As for dollar-peso I've been confirmed negative on that for a while so was not looking for strength there. I don't track the Lira yet.

GBP/USD confirmed yesterday, and the 5-day on that has been on fire to the downside for the past week.

EUR/USD has been negative for a while and finally confirmed for me yesterday. I had a confirmation on the 5 day a couple of weeks ago, but it ended resetting and the 30 day stayed stuck around -6 give or take. So looks like my confirm came a little late on that one.
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Hi Copy,

Looks like you lean on ACD for FX. I'm curious, what opening range do you use? Asia/London/US? Obviously some pairs are quiet during certain sessions ect. Since the FX session is opened for 24hrs, what length do you tend to use for opening ranges and confirmation of A values? Have you ever tried to fade the London fix using ACD? Last question do you tend to calculate your number line after 11am est since FX usually dies out or do you wait until the start of the next session?
 
chicagodon said:
Hi Copy,

Looks like you lean on ACD for FX. I'm curious, what opening range do you use? Asia/London/US? Obviously some pairs are quiet during certain sessions ect. Since the FX session is opened for 24hrs, what length do you tend to use for opening ranges and confirmation of A values? Have you ever tried to fade the London fix using ACD? Last question do you tend to calculate your number line after 11am est since FX usually dies out or do you wait until the start of the next session?
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Don, I'm quite new to ACD and still trying to get a feel for things so don't take anything I say as gospel! I've read the book and the thread and am only a few months into the scoring and spreadsheets.

I use the London OR for everything and have been using 30 mins and tracking the whole 24 hr session, deciding on a score at the end of day.

I still have some confusion on Asia-Pacific pairs because they are at times active in the US nighttime hours, which can make discerning a score difficult. I know Mav has "number line derivatives" to help with things like that but as yet I haven't had any brainstorms on how to solve that. I just try give a score that makes logical sense to me and is consistent with my usual scoring.
 
DT3 said:
Mav can u discuss this some more, which maturities are u looking at and what does it mean for risk. Thx
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I guess it was good timing. The yield curve is a pretty good tell about market health and it has been flattening for awhile signaling market weakness along with the bid in the VIX. I just glance at the ETF STPP. That is the steepener trade. You can see it has been getting clocked the last month. Hence why I asked if anyone was paying attention to that.
 
Hi! Here I have some statistics from my application for currencies and their OR. As you know OR is important because it is statistically significant and OR high/low is often session high/low. This statistics are for currencies for or 3:00-3:30 est (london open). Results I found are ~30+% of the time OR high/low is also session high/low. By session I mean from 3:30 till 17:00. Please find an attachment, I hope it will be interesting to someone :) One anomaly is EUR/USD which happens 89% of the time. I think I will need to take a look into that :) If someone have similar statistics I would be interested to see them and compare.
 
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