The ACD Method

eurusdzn · Dec 7, 2015

These quarterly Aup/Adown levels are too tight for this pair UUP/FXY proxy for usd/yen. Still,I would be surprised to see this move much towards the quarterly A-up level.
Anyway a recently confirmed monthly A-up for December

justrading · Dec 8, 2015

http://www.bloomberg.com/news/artic...u-s-banks-as-heir-apparent-to-dollar-s-throne

koolaid · Dec 9, 2015

justrading said:
http://www.bloomberg.com/news/artic...u-s-banks-as-heir-apparent-to-dollar-s-throne

pretty sensationalist article me thinks

redbaron1981 · Dec 9, 2015

eurusdzn said:
These quarterly Aup/Adown levels are too tight

Are you using a % of the QTR ATR for these levels or % of a daily ATR? For example for my weekly A levels I use a % of a 20 week ATR, for monthly A levels I use a % of the monthly ATR.

I am not to sure what others here are using and I don't really think it matters provided you understand your own levels.

koolaid · Dec 9, 2015

http://finance.yahoo.com/news/jpmorgan-fed-could-trigger-massive-192321466.html

Is this why we here should expect a massive rally on/after the hike? Massive put positions are set to expire 2 days after the meeting. I'm thinking the crowd may have it wrong this time?

eurusdzn · Dec 9, 2015

redbaron1981 said:
Are you using a % of the QTR ATR for these levels or % of a daily ATR? For example for my weekly A levels I use a % of a 20 week ATR, for monthly A levels I use a % of the monthly ATR.

I am not to sure what others here are using and I don't really think it matters provided you understand your own levels.

Yup, a multiple of quarterly ATR , but, this same multiple applied across many instruments may not be the way to go. Wide levels for ranging price and tight levels for trending price seem better as discussed on this thread. May have to treat each asset individually depending on what it is doing recently.

DT3 · Dec 10, 2015

Equities are super weak. Every pop is just getting sold off super hard, fading A ups has been printing money this week. Don't know how we rally with oil in this rout.

koolaid · Dec 11, 2015

DT3 said:
Equities are super weak. Every pop is just getting sold off super hard, fading A ups has been printing money this week. Don't know how we rally with oil in this rout.

True....seems my NL for SPY just confirmed on downside and it's below the monthly A down...definitely not looking good for equities

Maverick74 · Dec 11, 2015

Maverick74 said:
That is kind of surprising actually. Being that he had such a long term view and was playing the far end of the curve. But maybe China changed his mind. If demand softens too much in China I honestly think oil can get down to 25.

Target fast approaching in oil...

logicaltrader · Dec 11, 2015

logicaltrader said:
I think there is still room for HO to keep going a couple of more cents towards the MADn at 1.28-1.29. A break below that and I think we could see 1.14 - 1.15. The front 2 cal spreads also look like they have room to go.

HO HO HO!

RBHO (the petro widowmaker) up 16 cents since the report on Wednesday! I have never seen anything like this before. HO just hit my WTR and MTR but now I am thinking, does this go to the QTR around 1.11? What a puke!

The ACD Method

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