TheRumpledOne
6,529 posts
msg #66414
- Ignore TheRumpledOne
modified |
8/19/2008 9:16:53 PM
Looks like the idea of statistical trading is becoming popular:
http://www.sfomag.com/article.aspx?ID=1208
If you use a symlist as your selection criteria, this filter becomes a display/report of your list's performance.
column chgn100 is sum of the overnight profit/loss
column chgd100 is sum of the daily profit/loss
column hiop100 is sum of the open to high profit/loss
column oplo100 is sum of the open to low profit/loss
column oplo100 is sum of the low to close profit/loss
symlist(GHM,GMXR,CNQR,CELG,RIMM,APEI,ISYS,WGOV,AFAM,BUCY,CF,IDSA,SYUT,KSU,EZPW,KNDL,OLN,FLS,DXPE,EME,ENS,BABY,URBN,IIVI,WLL,WAB,CMED,CYBS,CSH,CEDC,MPWR,ANSS,QSII,WBSN,IIIN,BWLD,FLIR,CLHB,CIR,RBN,APH,WRC,ARO,GTLS,HIL,LPHI,TISI,MANT,AXYS,AZZ,BRKR,BIDU,LMIA,MA,HLF,EDU,KOP,SONO,PLXS,JST,PWR,ATVI,FMC,UTHR,AMED,BKE,PMTC,IT,ENSG,NDSN,GRC,SOHU,ICLR,PRXL,SXE,VAR,BMI,SY,SYNA,NCIT,SCL,SWN,SNHY,ESRX,SKH,AAPL,MSCC,NFLX,CSX,ROC,NETL,KNXA,TDY,IWOV,TRLG,FORR,HUBG,NPK,PVA,ITRI)
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guru_trader
485 posts
msg #66624
- Ignore guru_trader
modified |
8/24/2008 8:00:54 PM
TRO, you did it again ... you sent me down that rabbit hole, i spent at least an hour reading through that site ... and here's one of the carrots I found ...
Problems of Technical Analysis Revisited
http://articles.mql4.com/489
TRO, you need to post all your links on a single thread.
=======================
More on statistics:
The Statistic Analysis of Market Movements and Their Prognoses
http://articles.mql4.com/644?source=mql4email
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TheRumpledOne
6,529 posts
msg #66634
- Ignore TheRumpledOne |
8/25/2008 12:54:53 AM
I didn't send you, you went there on own free will...LOL!
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ehansen6
28 posts
msg #66651
- Ignore ehansen6 |
8/25/2008 6:58:00 PM
TRO,
I've been on vacation and haven't read anything for a while. So which one of these filters do you use the most. I've been sorting through all of them but there is a lot. I'm really liking what I see on the "fad the gap" strategy.
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TheRumpledOne
6,529 posts
msg #66653
- Ignore TheRumpledOne |
8/25/2008 7:43:13 PM
I just run the FADE THE GAP STATISTICS with symlist(aapl,rimm).
Those are the only 2 stocks of this type that I daytrade. Why? Because I don't need anymore than those two!
Look at their average volume, average range, average gap and how many times they fill the gap.
I would advise you to learn how to trade by trading ONE stock over and over and over again for at least 4 weeks.
At the end of the 4 weeks you may not want to trade anything else.
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ehansen6
28 posts
msg #66664
- Ignore ehansen6 |
8/25/2008 11:28:06 PM
Excellent! I was thinking of those two and QQQQ.
Okay, I'm going to give it a try on my "Wall Street Survivor" account until I get used to it.
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TheRumpledOne
6,529 posts
msg #66667
- Ignore TheRumpledOne |
8/25/2008 11:43:24 PM
That would be 2 TOO MANY!
I am DEAD SERIOUS... JUST TRADE ONE STOCK, DAY AFTER DAY, WEEK AFTER WEEK.
You don't learn to juggle 3 balls as a beginner. You learn to juggle ONE!!
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SFMc01
358 posts
msg #66679
- Ignore SFMc01 |
8/26/2008 10:17:46 AM
TRO: First, I genuinely appreciate all the help you have been to myself and to our group. Respectfully, you have said: "Hint #2: NEVER go short when the 30 minute candle is green and never go long when the 30 minute candle is red. "
I'm a very literal guy. Am I correct in that this means the immediately preceding 30 minutes? Or, could you mean the 30 minutes ending on the half hour? Or, the first 30 minutes of the day? Or, something else.
Thanks ... Steve
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TheRumpledOne
6,529 posts
msg #66692
- Ignore TheRumpledOne
modified |
8/26/2008 4:38:31 PM
I am talking about the current 30 minute candle.
Why 30? Stock market is open from 9:30 - 4:00 EST that's 6.50 hours or 13 thirty minute candles.
You don't want to go against the current trend of buyers/sellers so you trade in the direction of the CURRENT candle color.
How many times must I learn the lesson to WAIT for a RED 30 minute candle to close BEFORE I go long?
My head was in "coding mode" when I jumped back in RDN on a RED 30.. what a dummy!!!
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wpbrock
1 posts
msg #66726
- Ignore wpbrock |
8/27/2008 9:59:35 PM
TRO, is there a way to have this filter bring back results of just the ones that gap up or down say 1%??
Thanks, I havent used the filter yet but looks very good!
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