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  • #34,581
  • Nov 18, 2011 7:28am Nov 18, 2011 7:28am
Quoting chazzle
15 instead
took 10
  • #34,582
  • Nov 18, 2011 7:30am Nov 18, 2011 7:30am
look for uchf bounce 9142 if it gets there
  • #34,583
  • Nov 18, 2011 7:39am Nov 18, 2011 7:39am
aw man, e/u thread, serious face/palm on that mofo..

only place to hang out with the cloggster these days tho'...
  • #34,584
  • Nov 18, 2011 7:41am Nov 18, 2011 7:41am
reckon 50 should hold for further up, had 62 as a fibo, but moved it, scalping for now...
  • #34,585
  • Nov 18, 2011 7:42am Nov 18, 2011 7:42am
Brent is back to mofu 109 20 with 50sma just below now is tempting to pb will wait 1hr close sl' to BE 109 84 & 109 56 free trades
If you are new to Forex? Say Goodbye to your account!!
  • #34,586
  • Nov 18, 2011 7:46am Nov 18, 2011 7:46am
was bored, so calculated r^2 for S&P vs e/u, using 130 daily closes and only got 0.47
  • #34,587
  • Nov 18, 2011 7:53am Nov 18, 2011 7:53am
Quoting darimik
was bored, so calculated r^2 for S&P vs e/u, using 130 daily closes and only got 0.47
How are those formulas going mate?

sisse
Pending conversations? PM for a chat...I am mainly in OTM now
  • #34,588
  • Nov 18, 2011 8:00am Nov 18, 2011 8:00am
Quoting FibbinArchie
aw man, e/u thread, serious face/palm on that mofo..
lol was just looking myself
  • #34,589
  • Nov 18, 2011 8:00am Nov 18, 2011 8:00am
Quoting sisse
How are those formulas going mate?

sisse
very well. keeping them as a reference. the good thing is that I can produce any TF pivotal points I want within seconds..

any other ideas are welcome.. I am constantly looking to calculate something, to eliminate the bias.
  • #34,590
  • Nov 18, 2011 8:12am Nov 18, 2011 8:12am
Quoting darimik
very well. keeping them as a reference. the good thing is that I can produce any TF pivotal points I want within seconds..

any other ideas are welcome.. I am constantly looking to calculate something, to eliminate the bias.
Yeap. Exploring auto and statistical trading is always tempting for eliminating human intervention. Sadly very hard to achieve for retail as the algos and math genius are already working for the big institutions so thats a nice game to aim but a extremely complicate one to achieve.

My 2 cents will be try to explore major intra day "swings" because the scalping side is a chimera with the retail tools available.

In any case, just some random ideas until NY open. Have you tried to look for a relation between volatility, ATR and the daily O/H/L/C. If you manage to establish a statistical relation between them you can "define" direction and calculate intraday targets based on your "custom pivots". For example. R1 is not a static formula but a dynamic level based on a % weighting of the average volatility and daily ATR when the roll close at xxx (also you can calculate that for the last n days) from the prev day range. The same for establishing the "limits" with the H or L..., etc...

sisse
Pending conversations? PM for a chat...I am mainly in OTM now
  • #34,591
  • Nov 18, 2011 8:15am Nov 18, 2011 8:15am
Quoting FibbinArchie
aw man, e/u thread, serious face/palm on that mofo..

only place to hang out with the cloggster these days tho'...
lol Archie, i'm not sure how I wondered in there yesterday, but what the hell... it's way worse now then I remember it being when we were running it. hah.
  • #34,592
  • Nov 18, 2011 8:19am Nov 18, 2011 8:19am
Quoting Venice
lol Archie, i'm not sure how I wondered in there yesterday, but what the hell... it's way worse now then I remember it being when we were running it. hah.
fx talent has cloned himself and come back to haunt lol...

cloggie is the main draw, been learning about bunds correlation last cpl of days...
  • #34,593
  • Nov 18, 2011 8:20am Nov 18, 2011 8:20am
Quoting FibbinArchie
fx talent has cloned himself and come back to haunt lol...

cloggie is the main draw, been learning about bunds correlation last cpl of days...
Fx Babie??? I thought that text looked really really familiar from somewhere.

I don't understand the bond correlations at all. Aren't they decoupled now anyways ?
  • #34,594
  • Nov 18, 2011 8:25am Nov 18, 2011 8:25am
Quoting Venice
Fx Babie??? I thought that text looked really really familiar from somewhere.

I don't understand the bond correlations at all. Aren't they decoupled now anyways ?
there's a load of 'em, not just barbie..

with spain and italy hitting record yields and spreads lately bonds have been front and center in the spot light, was definitely driving yesterday am, if you keep tabs you can see it in the price action..


primer on the basics:
http://www.investopedia.com/universi...#axzz1dvF9meO9
  • #34,595
  • Nov 18, 2011 8:28am Nov 18, 2011 8:28am
Quoting FibbinArchie
there's a load of 'em, not just barbie..

with spain and italy hitting record yields and spreads lately bonds have been front and center in the spot, was definitely driving yesterday am, if you keep tabs you can see it in the price action..
http://www.investopedia.com/universi...#axzz1dvF9meO9
Where do you get your source of current bond rates at?
  • #34,596
  • Nov 18, 2011 8:28am Nov 18, 2011 8:28am
Quoting sisse
Yeap. Exploring auto and statistical trading is always tempting for eliminating human intervention. Sadly very hard to achieve for retail as the algos and math genius are already working for the big institutions so thats a nice game to aim but a extremely complicate one to achieve.

My 2 cents will be try to explore major intra day "swings" because the scalping side is a chimera with the retail tools available.

[b]In any case, just some random ideas until NY open. Have you tried to look for a relation between volatility, ATR and the daily O/H/L/C....
loving it already.. brilliant. thanks. will keep you posted! working on something along those lines would give me a more intraday based calculations, instead of what I have been doing. the direction is what is tricky. ATR, vol, and daily range would have positive correlation, I think.. the hard part is identifying a directional change, need some sort of moving average of some statistical formula.

I was thinking if there is a way of identifying rejection.. I could start in lower TF and work my way out to the higher ones. that way I could take two bars maybe (one reaching a level, the other one rejecting it), and calculate their volatility, and lets say if higher TF confirms as well, we have a winner. higher volatility bar, closing below the previous bar open? I think OldQuant uses the obscure values in garman klauss volatility estimator to get his stops. I am thinking of the best way to interpret the volatility.

or maybe if a bar closed below the open, then it could reevaluate the volatility, and how close to a pivot it is...

and I have met those mathematicians.. PhDs from MIT and similar schools, working for GS
  • #34,597
  • Nov 18, 2011 8:30am Nov 18, 2011 8:30am
speaking of OldQuant.. havent seen him in ages now
  • #34,598
  • Nov 18, 2011 8:30am Nov 18, 2011 8:30am
long 3580.....mid 1.36's on tap

***had an entry long set...forgot about it....gonna C how it goes
  • #34,599
  • Nov 18, 2011 8:30am Nov 18, 2011 8:30am
Quoting darimik
loving it already.. brilliant. thanks. will keep you posted! working on something along those lines would give me a more intraday based calculations, instead of what I have been doing. the direction is what is tricky. ATR, vol, and daily range would have positive correlation, I think.. the hard part is identifying a directional change, need some sort of moving average of some statistical formula.

I was thinking if there is a way of identifying rejection.. I could start in lower TF and work my way out to the higher ones. that way I could take...
Look into fractals to calculate direction.
  • #34,600
  • Nov 18, 2011 8:31am Nov 18, 2011 8:31am
okay getting LLs and LHs on the lower tfs, taking a break till it resolves..
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