SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends
E-Mini Pit
An SI Board Since January 2002
Posts SubjectMarks Bans
11288 150 0
Emcee:  the-phoenix Type:  Moderated
Previous 25 | Next 25 | View Recent | Post Message
Go to reply# or date (mm/dd/yy):
ReplyMessage PreviewFromRecsPosted
96632x giving consistent signals again dacharts.comPerry A-1/16/2003
9662BTW, for you math heads...this construct of the absolute value of the sum of movRamus-1/16/2003
9661Dan, Phoenix said "...But for five days it moved up 5 points a day and theRamus-1/16/2003
9660Thanks Dan. Hopefully that is helpful to someone. I personally would not be abthe-phoenix-1/16/2003
9659<I>If I was good at algebra, I could write the formulas out for you</I&Dan Duchardt-1/15/2003
9658<i>So each days (high - low) would be summed for the volatility, </i>the-phoenix-1/15/2003
9657<i>something about difference between high and low over n periods</i>Michael-1/15/2003
9656<i>So my formula would be correct if you specify absolute values for all tthe-phoenix-1/15/2003
9655wedges within wedges within wedges dacharts.comPerry A-1/15/2003
9654Many thanks for breaking that down. So my formula would be correct if you specifMichael-1/15/2003
9653Not quite: Volatility is the sum of absolute changes from close to close. Speedthe-phoenix-1/15/2003
9652Hi Phoenix, Thanks for that. If i have this right then the formula would be: VMichael-1/15/2003
9651I see. Cool. Thanks.the-phoenix-1/15/2003
9650Micheal: The Efficiency Ratio, developed by Perry Kaufmann, measures market &quothe-phoenix-1/15/2003
9649ill try a different link.. but its a variation of jimmers2x which can be read abPerry A-1/15/2003
9648Hi Phoenix, thanks for sharing that. Can you tell where yu get this indicator oMichael-1/15/2003
9647Perry: Couldn't quite read that chart link. What kind of system is it? Thanthe-phoenix-1/15/2003
9646System working like a charm today www.dacharts.com/~charts/2003-01-15/tippet%202Perry A-1/15/2003
9645Well, so much for shorting new highs in NQ today. My NDX daily system would havthe-phoenix-1/15/2003
9644Interestingly, I just came across this, which is a variation on the same theme: the-phoenix-1/14/2003
9643Here is a very reliable indicator that I use to signal short-term trend changes the-phoenix-1/14/2003
9642Some bearish patterns in the NQ charts from today: share.esignal.com The Bearithe-phoenix-1/14/2003
9641LOL! We got away with a quarter on my daughter's first one last month. Then the-phoenix-1/14/2003
9640Truly backtesting/optimizing to "prove" the value of a system is a verthe-phoenix-1/14/2003
9639And another bubble is created Its scary how easily they come into existence andbernard rogers-1/14/2003
Previous 25 | Next 25 | View Recent | Post Message
Go to reply# or date (mm/dd/yy):