You are most welcome. And BTW, I have no idea why you mentioned Theta. There is no time decay in delta 1.
The ACD Method
- Thread starter sbrowne126
- Start date
That Dollar index is SMOKING!
If the quant side interests you, you'll enjoy the read.
5 and 44 as fees. Crikey.
Took two guys with skills most can only dream about 4 years to make equities profitable.
90 PhDs working every day searching for possible trading systems in the data.
If you want their lunch, you better be good.
http://www.bloomberg.com/news/artic...-organic&utm_source=twitter&utm_medium=social
5 and 44 as fees. Crikey.
Took two guys with skills most can only dream about 4 years to make equities profitable.
90 PhDs working every day searching for possible trading systems in the data.
If you want their lunch, you better be good.
http://www.bloomberg.com/news/artic...-organic&utm_source=twitter&utm_medium=social
Thnx for posting!
Just to follow up on the ToS grid I shared last week...using the numberline scoring system described previously (not traditional Fisher), I created an oscillator using a 10d, 15d, and 20d numberline summations (screenshot and script below). Sharing in case anyone finds it valuable.
declare lower;
input timeFrame = {default DAY};
input length = 1;
input show = yes;
def ud1 = if close > close[1] and volume <= volume[1] then 1 else 0;
def ud2 = if close[1] > close[2] and volume[1] <= volume[2] then 1 else 0;
def ud3 = if close[2] > close[3] and volume[2] <= volume[3] then 1 else 0;
def ud4 = if close[3] > close[4] and volume[3] <= volume[4] then 1 else 0;
def ud5 = if close[4] > close[5] and volume[4] <= volume[5] then 1 else 0;
def ud6 = if close[5] > close[6] and volume[5] <= volume[6] then 1 else 0;
def ud7 = if close[6] > close[7] and volume[6] <= volume[7] then 1 else 0;
def ud8 = if close[7] > close[8] and volume[7] <= volume[8] then 1 else 0;
def ud9 = if close[8] > close[9] and volume[8] <= volume[9] then 1 else 0;
def ud10 = if close[9] > close[10] and volume[9] <= volume[10] then 1 else 0;
def ud11 = if close[10] > close[11] and volume[10] <= volume[11] then 1 else 0;
def ud12 = if close[11] > close[12] and volume[11] <= volume[12] then 1 else 0;
def ud13 = if close[12] > close[13] and volume[12] <= volume[13] then 1 else 0;
def ud14 = if close[13] > close[14] and volume[13] <= volume[14] then 1 else 0;
def ud15 = if close[14] > close[15] and volume[14] <= volume[15] then 1 else 0;
def ud16 = if close[15] > close[16] and volume[15] <= volume[16] then 1 else 0;
def ud17 = if close[16] > close[17] and volume[16] <= volume[17] then 1 else 0;
def ud18 = if close[17] > close[18] and volume[17] <= volume[18] then 1 else 0;
def ud19 = if close[18] > close[19] and volume[18] <= volume[19] then 1 else 0;
def ud20 = if close[19] > close[20] and volume[19] <= volume[20] then 1 else 0;
def uu1 = if close > close[1] and volume > volume[1] then 2 else 0;
def uu2 = if close[1] > close[2] and volume[1] > volume[2] then 2 else 0;
def uu3 = if close[2] > close[3] and volume[2] > volume[3] then 2 else 0;
def uu4 = if close[3] > close[4] and volume[3] > volume[4] then 2 else 0;
def uu5 = if close[4] > close[5] and volume[4] > volume[5] then 2 else 0;
def uu6 = if close[5] > close[6] and volume[5] > volume[6] then 2 else 0;
def uu7 = if close[6] > close[7] and volume[6] > volume[7] then 2 else 0;
def uu8 = if close[7] > close[8] and volume[7] > volume[8] then 2 else 0;
def uu9 = if close[8] > close[9] and volume[8] > volume[9] then 2 else 0;
def uu10 = if close[9] > close[10] and volume[9] > volume[10] then 2 else 0;
def uu11 = if close[10] > close[11] and volume[10] > volume[11] then 2 else 0;
def uu12 = if close[11] > close[12] and volume[11] > volume[12] then 2 else 0;
def uu13 = if close[12] > close[13] and volume[12] > volume[13] then 2 else 0;
def uu14 = if close[13] > close[14] and volume[13] > volume[14] then 2 else 0;
def uu15 = if close[14] > close[15] and volume[14] > volume[15] then 2 else 0;
def uu16 = if close[15] > close[16] and volume[15] > volume[16] then 2 else 0;
def uu17 = if close[16] > close[17] and volume[16] > volume[17] then 2 else 0;
def uu18 = if close[17] > close[18] and volume[17] > volume[18] then 2 else 0;
def uu19 = if close[18] > close[19] and volume[18] > volume[19] then 2 else 0;
def uu20 = if close[19] > close[20] and volume[19] > volume[20] then 2 else 0;
def dd1 = if close < close[1] and volume <= volume[1] then -1 else 0;
def dd2 = if close[1] < close[2] and volume[1] <= volume[2] then -1 else 0;
def dd3 = if close[2] < close[3] and volume[2] <= volume[3] then -1 else 0;
def dd4 = if close[3] < close[4] and volume[3] <= volume[4] then -1 else 0;
def dd5 = if close[4] < close[5] and volume[4] <= volume[5] then -1 else 0;
def dd6 = if close[5] < close[6] and volume[5] <= volume[6] then -1 else 0;
def dd7 = if close[6] < close[7] and volume[6] <= volume[7] then -1 else 0;
def dd8 = if close[7] < close[8] and volume[7] <= volume[8] then -1 else 0;
def dd9 = if close[8] < close[9] and volume[8] <= volume[9] then -1 else 0;
def dd10 = if close[9] < close[10] and volume[9] <= volume[10] then -1 else 0;
def dd11 = if close[10] < close[11] and volume[10] <= volume[11] then -1 else 0;
def dd12 = if close[11] < close[12] and volume[11] <= volume[12] then -1 else 0;
def dd13 = if close[12] < close[13] and volume[12] <= volume[13] then -1 else 0;
def dd14 = if close[13] < close[14] and volume[13] <= volume[14] then -1 else 0;
def dd15 = if close[14] < close[15] and volume[14] <= volume[15] then -1 else 0;
def dd16 = if close[15] < close[16] and volume[15] <= volume[16] then -1 else 0;
def dd17 = if close[16] < close[17] and volume[16] <= volume[17] then -1 else 0;
def dd18 = if close[17] < close[18] and volume[17] <= volume[18] then -1 else 0;
def dd19 = if close[18] < close[19] and volume[18] <= volume[19] then -1 else 0;
def dd20 = if close[19] < close[20] and volume[19] <= volume[20] then -1 else 0;
def du1 = if close < close[1] and volume > volume[1] then -2 else 0;
def du2 = if close[1] < close[2] and volume[1] > volume[2] then -2 else 0;
def du3 = if close[2] < close[3] and volume[2] > volume[3] then -2 else 0;
def du4 = if close[3] < close[4] and volume[3] > volume[4] then -2 else 0;
def du5 = if close[4] < close[5] and volume[4] > volume[5] then -2 else 0;
def du6 = if close[5] < close[6] and volume[5] > volume[6] then -2 else 0;
def du7 = if close[6] < close[7] and volume[6] > volume[7] then -2 else 0;
def du8 = if close[7] < close[8] and volume[7] > volume[8] then -2 else 0;
def du9 = if close[8] < close[9] and volume[8] > volume[9] then -2 else 0;
def du10 = if close[9] < close[10] and volume[9] > volume[10] then -2 else 0;
def du11 = if close[10] < close[11] and volume[10] > volume[11] then -2 else 0;
def du12 = if close[11] < close[12] and volume[11] > volume[12] then -2 else 0;
def du13 = if close[12] < close[13] and volume[12] > volume[13] then -2 else 0;
def du14 = if close[13] < close[14] and volume[13] > volume[14] then -2 else 0;
def du15 = if close[14] < close[15] and volume[14] > volume[15] then -2 else 0;
def du16 = if close[15] < close[16] and volume[15] > volume[16] then -2 else 0;
def du17 = if close[16] < close[17] and volume[16] > volume[17] then -2 else 0;
def du18 = if close[17] < close[18] and volume[17] > volume[18] then -2 else 0;
def du19 = if close[18] < close[19] and volume[18] > volume[19] then -2 else 0;
def du20 = if close[19] < close[20] and volume[19] > volume[20] then -2 else 0;
plot barsum10 = uu1 + uu2 + uu3 + uu4 + uu5 + uu6 + uu7 + uu8 + uu9 + uu10 + du1 + du2 + du3 + du4 + du5 + du6 + du7 + du8 + du9 + du10 + ud1 + ud2 + ud3 + ud4 + ud5 + ud6 + ud7 + ud8 + ud9 + ud10 + dd1 + dd2 + dd3 + dd4 + dd5 + dd6 + dd7 + dd8 + dd9 + dd10;
plot barsum15 = uu1 + uu2 + uu3 + uu4 + uu5 + uu6 + uu7 + uu8 + uu9 + uu10 + uu11 + uu12 + uu13 + uu14 + uu15 + du1 + du2 + du3 + du4 + du5 + du6 + du7 + du8 + du9 + du10 + du11 + du12 + du13 + du14 + du15 + ud1 + ud2 + ud3 + ud4 + ud5 + ud6 + ud7 + ud8 + ud9 + ud10 + ud11 + ud12 + ud13 + ud14 + ud15 + dd1 + dd2 + dd3 + dd4 + dd5 + dd6 + dd7 + dd8 + dd9 + dd10 + dd11 + dd12 + dd13 + dd14 + dd15;
plot barsum20 = uu1 + uu2 + uu3 + uu4 + uu5 + uu6 + uu7 + uu8 + uu9 + uu10 + uu11 + uu12 + uu13 + uu14 + uu15 + uu16 + uu17 + uu18 + uu19 + uu20 + du1 + du2 + du3 + du4 + du5 + du6 + du7 + du8 + du9 + du10 + du11 + du12 + du13 + du14 + du15 + du16 + du17 + du18 + du19 + du20 + ud1 + ud2 + ud3 + ud4 + ud5 + ud6 + ud7 + ud8 + ud9 + ud10 + ud11 + ud12 + ud13 + ud14 + ud15 + ud16 + ud17 + ud18 + ud19 + ud20 + dd1 + dd2 + dd3 + dd4 + dd5 + dd6 + dd7 + dd8 + dd9 + dd10 + dd11 + dd12 + dd13 + dd14 + dd15 + dd16 + dd17 + dd18 + dd19 + dd20;
plot "+9" = if IsNaN(close) then Double.NaN else 10;
plot "-9" = if IsNaN(close) then Double.NaN else -10;
plot "+20" = if IsNaN(close) then Double.NaN else 20;
plot "-20" = if IsNaN(close) then Double.NaN else -20;
plot ZeroLine = if IsNaN(close) then Double.NaN else 0;
AddLabel(yes, Concat(
barsum10, "#10"),
if (barsum10) > 0 then Color.DARK_GREEN else Color.DARK_RED);
AddLabel(yes, Concat(
barsum15, "#15"),
if (barsum15) > 0 then Color.DARK_GREEN else Color.DARK_RED);
AddLabel(yes, Concat(
barsum20, "#20"),
if (barsum20) > 0 then Color.DARK_GREEN else Color.DARK_RED);
So there really is no way to account for past events in TOS without listing them all individually like that? If you're going to do it for 50 you might as well write a program to write the script. Is there any way to figure out what time scale is currently being displayed in the chart (i.e. 5 minute bars, 20 minute bars etc.)?
I tried to PM you; check your inbox.
I tried to PM you; check your inbox.
I admit, I usually don't like to show my own personal "secret charts" on here but just this one time....this is what I'm looking at right now as far as the overall market is concerned, my positioning should be obvious given the chart.
Thanks so much.
Look at this board for example, you cant even collaborate with one person never mind some of the brightest, why people "traders" think they can do better alone is beyond me...