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 Posted - 08/12/2005 08:43:40   |
quote:
Super Slots:
There seems to be some interest to taking Avery's work to the next level.
This would require a consensus on which indicators to combine.
Maxine,
altho
your approach would certainly provide many benefits, i was thinking
along the lines of the flexibility it would give the user, to be able
to take any SM indicator, and insert as many as desired into RS.
the
additional function, (or using Bamboo's ADE or DLL) would then tally up
the winning (and losing) points; and pass them to a sorting indicator.
this would make identifying the best candidate easier.
from a "marketing" standpoint, Slot Machine becomes the Poor Man's trading construction set.
now, if only i could code my way out of a paper bag...
sigh. |
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| Posted - 08/12/2005 12:34:35 |
Trade Analyzer v 1.0
That's pretty cool.
In
the MOTHERLODE, there are all of my TRADE indicators. Some I use, some
I wrote and don't use because I have improved or moved on.
The
main idea behind the TREND incator and the MULTI-FREQUENT SLOT MACHINE
is to have the data presented in a way that enables you to make better
trading decisions faster and more accurately than by looking at the
same data on charts.
Automation of the trades via a strategy is just the next logical step. That's what AutoAvery is all about.
MAY ALL YOUR FILLS BE COMPLETE.
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| Posted - 08/12/2005 13:13:50 |
ok...so now i'm analyzing the SM indicators one by one, and the first i come to "SMAA Compass" appears Bass Ackwards to me.
when
the RSI is lower than 30 (about 3 on the SM scale), it should be
signaling a bounce up (go Long)...and vise versa when over 70 (about 90
on the SM), when a Short would be signaled.
what am i missing here? |
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| Posted - 08/12/2005 14:48:48 |
quote:
Originally posted by jimbob
ok...so now i'm analyzing the SM indicators one by one, and the first i come to "SMAA Compass" appears Bass Ackwards to me.
when
the RSI is lower than 30 (about 3 on the SM scale), it should be
signaling a bounce up (go Long)...and vise versa when over 70 (about 90
on the SM), when a Short would be signaled.
what am i missing here?
What signal are you looking at?
The RSI(2) on the compass is a shade of BLUE when it's near the bottom and a shade of RED when it's near the top.
What do YOU see? Post a screen shot.
MAY ALL YOUR FILLS BE COMPLETE.
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| Posted - 08/12/2005 16:00:27 |
TRO
Can
you recode the SM PivotPoints indicator to reflect the standard pivot
high/low points that TS provides. The current code is using Floor
Pivots which is different. It should have an input for left and right
strength and an input for an alert threshhold. i.e., when price gets to
within 10 cents of the pivot high an alert is given. Thanks |
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| Posted - 08/12/2005 16:08:47 |
quote:
Originally posted by bullbear2
TRO
Can
you recode the SM PivotPoints indicator to reflect the standard pivot
high/low points that TS provides. The current code is using Floor
Pivots which is different. It should have an input for left and right
strength and an input for an alert threshhold. i.e., when price gets to
within 10 cents of the pivot high an alert is given. Thanks
Too funny, that's the way I had it the first time.
The code should still be there.. just go back to page 1 and go forward...lol
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| Posted - 08/12/2005 16:34:13 |
(i see a great Long position Monday at open on NXTL, in light of the extremely low SM RSI2 0.02 number)
...you a betting man?... |
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| Posted - 08/12/2005 16:53:58 |
Thanks TRO
Just
take a look at AAPL today and I think you and everyone that trades
stocks will understand that pivot high/low points are much more
significant when trading stocks than floor pivots. |
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| Posted - 08/12/2005 21:47:27 |
Here is an example of combining several indicators into one.
Trade Analyzer v 1.0
Combines the following Indicators
Part 1 = $_SMAA_Gauss
Part 2 = $_SMA Trend Gauss U
Paart 3 = $_SMAA_TradeAlert2
This is in the testing stages and if you use it, please provide feedback on
any issues, especially anytime it generates a false signal.
For a false signal to exist keep the following in mind
If you are using 15 minute in RS then you must compare the results
to a 15 minute chart to determine if the signal is correct.
Fixed Indicator 8/12/05
Attachment:DATA/20050812214844$ TRADE ANALYZERX.ELD 40019 bytes
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| Posted - 08/13/2005 13:18:19 |
quote:
Originally posted by jimbob
Avery,
here's what i see on the Compass/RSI...
shouldn't high RSI2 numbers go Short , and Vise Versa?
Attachment:DATA/20050812162554jimbobs Compass.JPG 73028 bytes
The SHORT is under SCALP which means the price of the stock is below the ema(5).
The RSI(2) is dark blue which means the RSI(2) is less than one.
You are mixing apples and oranges.
For completeness, SHORT under SWING would mean the ema(13) is below the ema(26).
Another way to look at it is this:
The
SCALP part of the compass is saying take the SHORT road and the RSI(2)
part is saying the road ends soon! See how they work together?
Hope that helps.
MAY ALL YOUR FILLS BE COMPLETE.
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| Posted - 08/13/2005 13:24:23 |
quote:
Originally posted by jimbob
(i see a great Long position Monday at open on NXTL, in light of the extremely low SM RSI2 0.02 number)
...you a betting man?...
*** WARNING ***
Jimbob, you are using the COMPASS with a 1 minute interval, that's a big NO-NO!!
The SLOT MACHINE COMPASS indicator should be used on the 60 minute, daily or weekly interval.
RSI(2) is very erratic on intervals less than 15 minutes.
FOR THE SAKE OF YOUR PORTFOLIO, PLEASE CHANGE THAT INTERVAL IMMEDIATELY!
I guess I better update the COMPASS to not work on intervals less than 15 minutes...LOL
Look at NXTL on a daily radar/chart... RSI(2) not below 1.
Check out PFCB instead.
MAY ALL YOUR FILLS BE COMPLETE. |
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| Posted - 08/15/2005 01:25:13 |
SLOT MACHINE INDICATORS - JOHN NETTO'S VHF and TRI.
VHF is the Vertical Horizon Filter and is used to determine the trend.
green = Above 1.2 is a strong trend indication
red = Below 0.4 is a weak trend indication
white = above 0.4 and below 1.2
TRI is the Trend Reversal Index and when there is a divergence it indicates a reversal.
I skimmed Netto's book while in the bookstore and found the VHF code on another thread here.
MAY ALL YOUR FILLS BE COMPLETE.
Attachment:DATA/20050815012030SLOTMACHINE_INDICATORS_NETTO.ELD 11602 bytes
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| Posted - 08/15/2005 03:59:05 |
Maxine,
your
Trade Analyzer Indicator is still not working. Can you provide a brief
description which dlls are needed in which folder to work correctly?
Thanks
Sailor |
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| Posted - 08/15/2005 04:05:58 |
TRO and bullbear2,
I
think it`s good to have both pivot indicators - the classic one and the
floor trader one. I use the floor trader pivot indicator when trading
stocks which are heavily traded/contolled by floor traders/specialists
like MSFT, GE, AA, .... It helps alot to understand the behavior of
theses guys especially if a stock is controlled for more than 2
consecutive days by the floor traders or locals. Any other experience
in fighting with these guys?
Sailor |
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| Posted - 08/15/2005 04:31:01 |
TRO,
your
Auto Avery Gridiron Strategy Profit Potential sounds reasonable and is
pretty much the experience I have - using your Gridiron Indicator - in
a 15 min time frame. But - my experience is - to trade more than 100
shares/trade is easier - than trade 5 stocks 24 times a day = 120
trades/day manually. Have you ever had a automated strategy which was
able to execute 120 trades/day correctly - ? If yes, it`s worth to try
to do the same with your Gridiron Indicator.
Sailor
PS: thanks for the VHF indicator |
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| Posted - 08/15/2005 08:57:23 |
quote:
Originally posted by TheRumpledOne
quote:
Originally posted by bullbear2
Thanks TRO
Just
take a look at AAPL today and I think you and everyone that trades
stocks will understand that pivot high/low points are much more
significant when trading stocks than floor pivots.
Post the pivot formula you want and I will code it.
http://www.deltat1.com/Education/articles/pivots/how_do_you_calculate_pivot_points.htm
The Classic Formulae
PP = (HIGH + LOW + CLOSE) / 3
S1 = (2 * PP) - HIGH
S2 = PP - RANGE
S3 = S2 - RANGE
R1 = (2 * PP) - LOW
R2 = PP + RANGE
R3 = R2 + RANGE
TRO
Below
is the formula that TS provides for pivot high/low points. There should
be three inputs for the pivot point SM: left strength, right strength
& alert threshold. The pivot point SM should have the following
four columns for data. Pivot High Price, Pivot Low Price, Points below
Pivot High & Points above Pivot Low. Can you also make it so
everyone can sort by the points above & points below column. Thanks
Pivot High:
inputs: Price( High ), LeftStrength( 3 ), RightStrength( 3 ) ;
if PivotHighVSBar( 1, Price, LeftStrength, RightStrength, RightStrength + 1 ) <> -1
then
begin
Plot1[RightStrength]( High[RightStrength], "PivotHi" ) ;
Alert ;
end
else
NoPlot( 1 ) ; { remove the marker }
Pivot Low:
inputs: Price( Low ), LeftStrength( 3 ), RightStrength( 3 ) ;
if PivotLowVSBar( 1, Price, LeftStrength, RightStrength, RightStrength + 1 ) <> -1
then
begin
Plot1[RightStrength]( Low[RightStrength], "PivotLo" ) ;
Alert ;
end
else
NoPlot( 1 ) ; { remove the marker }
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| Posted - 08/15/2005 15:43:13 |
quote:
Originally posted by Sailor
TRO,
your
Auto Avery Gridiron Strategy Profit Potential sounds reasonable and is
pretty much the experience I have - using your Gridiron Indicator - in
a 15 min time frame. But - my experience is - to trade more than 100
shares/trade is easier - than trade 5 stocks 24 times a day = 120
trades/day manually. Have you ever had a automated strategy which was
able to execute 120 trades/day correctly - ? If yes, it`s worth to try
to do the same with your Gridiron Indicator.
Sailor
PS: thanks for the VHF indicator
AutoAvery works fine.
I will be working on a AutoAvery Gridiron Strategy soon.
The spreadsheet with 5 stocks was just an example showing how much money can be made.
MAY ALL YOUR FILLS BE COMPLETE.
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| Posted - 08/15/2005 15:45:53 |
quote:
TRO
Below
is the formula that TS provides for pivot high/low points. There should
be three inputs for the pivot point SM: left strength, right strength
& alert threshold. The pivot point SM should have the following
four columns for data. Pivot High Price, Pivot Low Price, Points below
Pivot High & Points above Pivot Low. Can you also make it so
everyone can sort by the points above & points below column. Thanks
Pivot High:
inputs: Price( High ), LeftStrength( 3 ), RightStrength( 3 ) ;
if PivotHighVSBar( 1, Price, LeftStrength, RightStrength, RightStrength + 1 ) <> -1
then
begin
Plot1[RightStrength]( High[RightStrength], "PivotHi" ) ;
Alert ;
end
else
NoPlot( 1 ) ; { remove the marker }
Pivot Low:
inputs: Price( Low ), LeftStrength( 3 ), RightStrength( 3 ) ;
if PivotLowVSBar( 1, Price, LeftStrength, RightStrength, RightStrength + 1 ) <> -1
then
begin
Plot1[RightStrength]( Low[RightStrength], "PivotLo" ) ;
Alert ;
end
else
NoPlot( 1 ) ; { remove the marker }
What is left strength and right strength?
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| Posted - 08/15/2005 16:35:41 |
quote:
Originally posted by TheRumpledOne
quote:
TRO
Below
is the formula that TS provides for pivot high/low points. There should
be three inputs for the pivot point SM: left strength, right strength
& alert threshold. The pivot point SM should have the following
four columns for data. Pivot High Price, Pivot Low Price, Points below
Pivot High & Points above Pivot Low. Can you also make it so
everyone can sort by the points above & points below column. Thanks
Pivot High:
inputs: Price( High ), LeftStrength( 3 ), RightStrength( 3 ) ;
if PivotHighVSBar( 1, Price, LeftStrength, RightStrength, RightStrength + 1 ) <> -1
then
begin
Plot1[RightStrength]( High[RightStrength], "PivotHi" ) ;
Alert ;
end
else
NoPlot( 1 ) ; { remove the marker }
Pivot Low:
inputs: Price( Low ), LeftStrength( 3 ), RightStrength( 3 ) ;
if PivotLowVSBar( 1, Price, LeftStrength, RightStrength, RightStrength + 1 ) <> -1
then
begin
Plot1[RightStrength]( Low[RightStrength], "PivotLo" ) ;
Alert ;
end
else
NoPlot( 1 ) ; { remove the marker }
What is left strength and right strength?
LeftStrength
Number of bars before the pivot point that must be lower than the pivot price.
RightStrength
Number of bars after the pivot point that must be lower than the pivot price
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| Posted - 08/15/2005 16:37:34 |
TRO
Function Code for Pivot High/Low:
{ Pivot High Variable Strength Bar - similar to SwingHighBar, except that left and
right strengths can be different; single-return wrapper function calling multiple-
output function; also see MULTIPLE-OUTPUT FUNCTIONS note below }
inputs:
Instance( numericsimple ),
Price( numericseries ),
LeftStrength( numericsimple ),
RightStrength( numericsimple ),
Length( numericsimple ) ;
variables:
oPivotPrice( 0 ),
oPivotBar( 0 ) ;
Value1 = Pivot( Price, Length, LeftStrength, RightStrength, Instance, 1, oPivotPrice,
oPivotBar ) ;
PivotHighVSBar = oPivotBar ;
{ Pivot Low Variable Strength Bar - similar to SwingLowBar, except that left and
right strengths can be different; single-return wrapper function calling multiple-
output function; also see MULTIPLE-OUTPUT FUNCTIONS note below }
inputs:
Instance( numericsimple ),
Price( numericseries ),
LeftStrength( numericsimple ),
RightStrength( numericsimple ),
Length( numericsimple ) ;
variables:
oPivotPrice( 0 ),
oPivotBar( 0 ) ;
Value1 = Pivot( Price, Length, LeftStrength, RightStrength, Instance, -1, oPivotPrice,
oPivotBar ) ;
PivotLowVSBar = oPivotBar ;
I hope this helps! |
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