|
|
|
|
|
|
|
|
 Posted - 03/14/2012 20:56:22   |
traded QCOR +.32 (trading a few smaller stocks that fit all criteria except $2 range due to account size)
traded LNKD B/E in too early. |
|
|
|
| Posted - 03/15/2012 10:26:32 |
tachyonv
would you mind commenting on your cycle thread and split's tape reading thread when you have a chance?
hope you feel better soon. |
|
|
|
|
|
|
| Posted - 03/15/2012 12:19:36 |
| I am simply following this thread. I don't know but would it be helpful for people to post their entry times and exit times? |
|
|
|
| Posted - 03/16/2012 08:01:55 |
Tach,
Once
again, thanks for sharing this volatility method. I am but one of the
flock who have found this rewarding and educational, not to mention some
of the indicators and EL code that I have adapted. I think it has been
over one month since you teased us with additional strategies to come.
I will look forward to your next strategy and wish you all the best
with some of your health issues. Keep enjoying those grandkids. They
keep you young. |
|
|
|
|
|
|
| Posted - 03/16/2012 12:18:29 |
NFLX
11:14 - 11:28 +.52 (actually got a bit more than that as scaled out
above .52 but posting trade within the guidelines of the method)
Been
having quite a good run on NFLX, just wish I knew why, still dont realy
get or understand cycles, just feels like i'm getting lucky |
|
|
|
| Posted - 03/16/2012 12:30:21 |
split
glad to see you are doing well. There are reasons why tachyonv's
cycles work, they are fairly close to mine and what LBR taught in the
past. Learning the why on your own will make you a much better trader
and will influence your decision when to enter/exit the trade...I don't
think you are simply lucky at this point.
Be sure to study NFLX
carefully, you might find it trades a little different than other
instruments, as tachyonv has pointed out about instruments in general in
the past. |
|
|
|
| Posted - 03/16/2012 13:11:40 |
nirvana
are you trading tachyonv's strategy...how are you doing daily? I don't trade equities and am simply watching the thread. |
|
|
|
| Posted - 03/16/2012 18:01:52 |
| quark,
I have played around with tach's strategy, but I find it performs best
in trending and up markets. For his strategy, I have used ALXN, RRC,
OPEN, PANL, and PRGO as his candidates. I have also been playing with
FFIV, and QLD using his method with discretion. I usually only trade
when the TRIN is < 0.9. I have been relatively successful, however
with these up markets, a dartboard approach may also work well. I have
not had the time to do any thorough back testing yet. I think his
modified Keltner method combined with low %R provides some excellent
entry points for these markets. |
|
|
|
| Posted - 03/16/2012 18:14:42 |
| thanks
nirvana, was just curious. Perhaps you can explain why you use the
TRIN for selection. It appears tachyonv may not be adding to the forum
for certain reasons. Please continue your ideas here and on the Keltner
method...You have been a member of the forum going on a decade. |
|
|
|
| Posted - 03/17/2012 20:45:44 |
quote:
Originally posted by quark
I am simply following this thread. I don't know but would it be helpful for people to post their entry times and exit times?
I too am interested in the times that traders are taking positions with the tachyonv method.
Typical intraday price turning points for the past 22 days for @ES, start time 8:30 am.
This past Friday price followed the regime switching protocol fairly closely.
10:00 am
13:00 pm
15:00 pm
 |
|
|
|
| Posted - 03/18/2012 19:18:44 |
Quark,
At
times I like to trade on the long side and I either like to see a
trending or up market; that is why I sometimes trade when the TRIN <
0.9. I might miss some good opportunities when certain stocks dont
correlate well with the NYSE. I also tend to use this when I run
unattended automated strategies. Otherwise, when I am watching tick by
tick, I tend to be more aggressive but I do watch relative strength
(%R), TRIN, TICK, and TRIX. As stated in some of the earlier posts,
entry times might fall between 1030 and 1130 est. I also tend to look
for quick scalps later in the day. |
|
|
|
|
|
|
| Posted - 03/20/2012 07:03:46 |
quote:
Originally posted by benuchcale
Had someone traded today 1000 shares on each symbol using Tachyonv's Tradable List and top $APR you would get this.
Attachment:DATA/20120319200312Tachynov 03192012.xlsx 10635 bytes
You would need a 3.5 Mil account or you could reduce to 100 shares per symbol.
However the interestingis 3 loosers to 36 winners.
benuchcale
What are you using as the entry point for these figures ?
The key to this strat (as far as I can tell) is WHEN to get long on a limit order at a low.
From
my own stats testing I can see that 90% of the time, the profit target
will get hit but only as long as you get in at the best time. This is
the bit I struggle with, knowing when to get in.
I have been
experimenting with various methods for finding the best time of day to
enter, one of which is to use a simple strategy and optimize the start
time and then examine the optimization results for %profitable and
netprofit for each minute between 930 and 1145.
Anyone else use this method or can suggest alternatives, would be appreciated. |
|
|
|
| Posted - 03/20/2012 08:56:26 |
split, a few ideas to consider:
Hard code (10:00 am long) into your strat, optimize the target.
Incrementing by 1 bar, back and forward, from 10:00am, collecting frequency of win/loss.
To get a better idea of what time to use,
you could even weight the win/loss results by the total points taken accross all time frames tested.
Compare the frequency and size of wins at each time increment.
Take a look at the e-ratio article for more ideas of how to evaluate your results.
https://community.tradestation.com/Discussions/Topic.aspx?Topic_ID=118928
fyi: Found reading scholarly articles, 5 min bars chart get's you out of the noise of the market.
|
|
|
|
| Posted - 03/20/2012 09:06:02 |
quote:
Originally posted by split
quote:
Originally posted by benuchcale
Had someone traded today 1000 shares on each symbol using Tachyonv's Tradable List and top $APR you would get this.
Attachment:DATA/20120319200312Tachynov 03192012.xlsx 10635 bytes
You would need a 3.5 Mil account or you could reduce to 100 shares per symbol.
However the interestingis 3 loosers to 36 winners.
benuchcale
What are you using as the entry point for these figures ?
The key to this strat (as far as I can tell) is WHEN to get long on a limit order at a low.
From
my own stats testing I can see that 90% of the time, the profit target
will get hit but only as long as you get in at the best time. This is
the bit I struggle with, knowing when to get in.
I have been
experimenting with various methods for finding the best time of day to
enter, one of which is to use a simple strategy and optimize the start
time and then examine the optimization results for %profitable and
netprofit for each minute between 930 and 1145.
Anyone else use this method or can suggest alternatives, would be appreciated.
Split,
The
entry and exit are simple. Get in at 10:30 get out at 1:30 PM no
optimization. However, it varies from Tachy's strategy in that this one
does not take the 0.52 points as the max gain.
The point of my post
is to show that there is no reason to over-think this strategy. At least
for the past 3 months. You got in at 10:30 and you got out at 1:30
period. One thing I would add as protection is a stop loss.
|
|
|
|
| Posted - 03/20/2012 12:29:19 |
When to perform the scan, the night before or in the morning before it opens?
I
have observed the method for a few days, it appears the entry point is
vert important to get out with the target profits. Tried one today PRGO,
got in and out within less than 30 min when the target profit was
reached. Another one RRC is still in the process, I will try to close
it out by 12:30 win or lose :) Thank you for help. |
|
|
|
| Posted - 03/20/2012 12:32:52 |
quote:
Originally posted by PACER123
When to perform the scan, the night before or in the morning before it opens?
I
have observed the method for a few days, it appears the entry point is
vert important to get out with the target profits. Tried one today PRGO,
got in and out within less than 30 min when the target profit was
reached. Another one RRC is still in the process, I will try to close
it out by 12:30 win or lose :) Thank you for help.
Pacer123
If
your referring to the TS scan to find the symbols matching the search
criteria then I dont think it matters what time of day you run it as you
only need to run it periodically, not every day.
|
|
|
|
| Posted - 03/20/2012 14:10:29 |
| Hello,
seems interesting this methods, just a simple question for TheHook, on
my scanner when i entry the indicator criteria of AvgRange, i couldn't
get the rows below to format and put the interval, lengh 34 , sort,etc.
How can i find these options to format? thank you |
|
|
|
| Posted - 03/20/2012 18:01:14 |
| I
got it. Thank you anyway. But now other question, today is posible that
i can find 116 symbols under these parameters. I ask this because on
the first, it show me that ^no symbols met this criteria, so i create a
new scanner and now i find 116 symbols. And i was looking that normally
on the forum they find 4 or 5 symbols. |
|
|
|
| Posted - 03/20/2012 19:49:17 |
quote:
Originally posted by yitana
I
got it. Thank you anyway. But now other question, today is posible that
i can find 116 symbols under these parameters. I ask this because on
the first, it show me that ^no symbols met this criteria, so i create a
new scanner and now i find 116 symbols. And i was looking that normally
on the forum they find 4 or 5 symbols.
I've
been getting around 100 or so from the scanner, then when I put into
the RadarScreen, it usually comes back with around 40 options that are
"Tradable" from there I look up beta on Yahoo finance (note I don't use
beta in my original scans) and typically am left with 5-10 candidates
(typcially the same ones) Here is the final list from the scan I ran on
Mar 11th UCO(D)LULU,CERN,REGN,NFLX,GOLD,HUM,ALXN,PANL,PRGO,OPEN,RRC,GMCR
|
|
|
|
|
