The ACD Method

[ignl]

The EUR/USD figure has to be off right? Very interesting stuff thx for posting.

Ok getting back on that. There were some problems in my database with eur/usd and eur/chf. So real numbers are like that:
EUR/USD
Total days: 1418.
Total of 481 days or high/low is daily high/low - 34%
Total of 236 Daily high
Total of 245 Daily low
EUR/CHF
Total days: 1418.
Total of 511 days or high/low is daily high/low - 36%
Total of 312 Daily high
Total of 199 Daily low

I am a bit lazy but did just one more check on EUR/USD on random 30 min period. If we choose period from 6:00 to 6:30 and then check how often it has high or low from 3:00 to 17:00 I've got this results:
Total days: 1418.
Total of 63 days or high/low is daily high/low - 4%
Total of 32 Daily high
Total of 31 Daily low
This is just little sanity check which I guess is consistent with expectations.

 

[ignl]

Either high or low of 2 independent events:

= (0.035+0.035) - (0.035*0.035)
= 0.068775

Correct me if I'm wrong. I read this formula like this: probability that period is high OR low of the day but NOT both high AND low of the day.
I wrote: "That would be ~7% percent probability that interval is low or high of the session. " by that definition your formula is correct, but I guess I should've added "at least high or low" because it's fine if period is both high and low for our purpose. But anyway main point is still the same 3:00-3:30 opening range for currencies has some statistical significance.

 

[Robert Yanks]

ISEE 43 reading on Friday. Has to be at or near all time low.

Hello Mav,

Thanks again for reminding us of the ISEE. Per your previous posts on this index I've been tracking it for a while now.

I keep different tabs in Excel sorted by the daily number and the moving averages as points of reference to see how the ensuing 5, 10, 21, 42, 63 and 126 days later performance turns out against the sp500. I can't attach an entire tab but here's a partial of the daily number from the smallest to the largest. And, you are right, Friday's 43 is very near the lowest. Also of interest: There are 3108 days of data but only 736 days have been below 100.

 

[himself]

Mav-

As both folk singers and the Good Book tell us "for every thing there is a season."

At the present time, (leaving aside the equity indices for a few months), what commodities seem to best "obey" the ACD method?

 

[Maverick74]

Mav-

As both folk singers and the Good Book tell us "for every thing there is a season."

At the present time, (leaving aside the equity indices for a few months), what commodities seem to best "obey" the ACD method?

The products in confirmed number lines usually perform best. Regarding which products which bonce off the A levels with the most precision, that would be FX.

 

[Robert Yanks]

Never better than yours boss

I actually goofed as my Qtr A up is 2022 and not 2015.

Unless you've substantially changed your A level calculations, it's almost like your TOS algos are a little corrupted, at least for that symbol. As you know all my A levels (daily, weekly, monthly, quarterly and yearly) are based on studying dozens of your past posted examples, educational posts and then doing the homework. And in the end my levels were, and have been within a certain spitting distance percentage from yours. (Yes folks I steal liberally from Master Mav.)

Hello Mav,

Well ..... there's "Wrong" and "Dead wrong" and I was just dead wrong on this! I just looked at my "Steal Mav's A Levels" ss and my July A level was right in the + or - within .005 of your levels. (When I started that's what I wanted.) I guess with the larger ES numbers and without looking I thought it was off. Bad student!

For the benefit of anyone out to study the monthly levels from Master Mav, he has provided about 20 past monthly ES levels and about 30 stocks. Plenty to learn from and develop your own levels. I've attached an abridged ss and I'll include a few examples (you'll need to do your own homework beyond that

You'll note that Mav has an interesting volatility hit that comes now and then and then snaps back a bit. Look at the Sept, Oct and Nov 13 levels. From 18.65 it jumps up to 27.45 then back to 18.33. You can see that mine just plod along.

Bottom line: Without Mav's generosity in posting past levels, I would have had no inkling where to begin.

 

[Maverick74]

Hello Mav,

Well ..... there's "Wrong" and "Dead wrong" and I was just dead wrong on this! I just looked at my "Steal Mav's A Levels" ss and my July A level was right in the + or - within .005 of your levels. (When I started that's what I wanted.) I guess with the larger ES numbers and without looking I thought it was off. Bad student!

For the benefit of anyone out to study the monthly levels from Master Mav, he has provided about 20 past monthly ES levels and about 30 stocks. Plenty to learn from and develop your own levels. I've attached an abridged ss and I'll include a few examples (you'll need to do your own homework beyond that

You'll note that Mav has an interesting volatility hit that comes now and then and then snaps back a bit. Look at the Sept, Oct and Nov 13 levels. From 18.65 it jumps up to 27.45 then back to 18.33. You can see that mine just plod along.

Bottom line: Without Mav's generosity in posting past levels, I would have had no inkling where to begin.

So you are saying you "stole" my magic levels?

And you are encouraging this type of behavior for others? :eek:

 

[Robert Yanks]

So you are saying you "stole" my magic levels?

And you are encouraging this type of behavior for others? :eek:

I have "Tried" and continue to try and steal anything and everything from you ole great teacher. But, I'm a little slow on the uptake much of the time so it's a process.

You are right sir. Why would I encourage that???????........ Ahh ..... the slow on the uptick part. That has now ended.

 

[Robert Yanks]

In my retirement MF's I have moved much of my stock holdings to the MM and did so in great part due to the abysmal 30 day numbers in the ishare mid and small cap indexes. You can see all the confirmed negative numbers. It won't take much for the large cap to join them. I'm not predicting.

Oh man, I just had a "Don't be that guy" thought about posting these numbers. You know, the guy that posts attachments and no one says anything. Oh no .......

 

[logicaltrader]

In my retirement MF's I have moved much of my stock holdings to the MM and did so in great part due to the abysmal 30 day numbers in the ishare mid and small cap indexes. You can see all the confirmed negative numbers. It won't take much for the large cap to join them. I'm not predicting.

Oh man, I just had a "Don't be that guy" thought about posting these numbers. You know, the guy that posts attachments and no one says anything. Oh no .......

Y, I know that guy .

I have been trying to get my number lines going. Thanks for the file.