Crush it

In Crush It, Gary Vaynerchuk shows how anyone can build a career around what they’re passionate about.
- He also delivers both high-level and platform specific strategy and analysis, allowing you to take advantage of the current business environment while preparing you to succeed as it changes and evolves.

Living Your Passion

Linchpin: Are You Indispensable?

By Seth’s definition, an artist is somebody who does (and I LOVE this term) “emotional work.”
- Work that you put your heart and soul into.
- Work that matters.
- Work that you gladly sacrifice all other alternatives for.
As a working artist and cartoonist myself, I know exactly what he means. It’s not what you do, it’s the way that you do it.

- Nothing about becoming indispensable is easy. If it's easy, it's already been done and it's no longer valuable."

"This is what the future of work (and the world) looks like. Actually, it's already happening around you."
-Tony Hsieh, CEO, Zappos.com

"Thousands of authors write business books every year, but only a handful reach star status and the A-list lecture circuit. Fewer still-one, to be exact-can boast his own action figure. . . . Godin delivers his combination of counterintuitive thinking and a great sense of fun."
-BusinessWeek


"If Seth Godin didn't exist we'd need to invent him-that's how indispensable he is! You hold in your hands a compelling, accessible, and purpose-filled book. Read it, and do yourself a big favor. Your future will thank you!"
-Alan Webber, Founder, Fast Company

Interviews

Jason Kelly
Known for his Neatest Little Guide To Stock Market Investing and for his investment newsletter, J


English major would make a better bet than a computer science major, when it came to writing about technology.
A manager who made the hiring decision explained why he went out on a limb for me: “Technology can be taught easily, the craft of writing cannot. We’ll put the tech knowledge into your head. You be sure the good writing comes out your fingertips.

- Japanese view on healthcare reform
The long amount of time it took the US populace to realize the pointlessness of the Iraq war, for example, took about a week in Japan. When the US health-care reform effort began a year ago, Japan skipped the hope phase and went straight to the realization that the latest effort would fail like previous ones because the US government is controlled by corporations, and health-care corporations don’t want reform. End of analysis, case closed, and it was dead-on accurate. No long discussions, no screaming heads on TV, no illusions of any new political leader being actually new. I find that brutally honest way of dissecting issues to be clarifying.

Force Index

marKet Outlook

asr: see the chart at below Link which explains EMA13 of Forece Index, it seems the above 'Short Term trading' guy takes this bottom EMA to price chart ( with price scale etc..) and use it to paint BLUE/RED price bars
It takes one parameter which is the number of periods to use when exponentially smoothing the raw Force Index. The default smoothing value is 13.
http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:force_index


See the USL , the bottom of the %b seems working to see upTrends in OIL

Force Index
-----------
In my charts, I used two indicators. The force Index indicator. I used the force index indicator, which is an indicator measuring the force of bulls during uptrends and the force of bears in downtrends. It takes into account price and volume.
- I applied a 13-day exponential moving average (EMA) of the force index to help track the trend.
- When the trend is positive, the color is blue; when the trend is negative, the color is red. You can see that the weekly trend has been up since last March.




Discovering the Force Index - Part 2: Trading Rules by Jason Van Bergen

UNG force index indicator is negative. The %b indicator is near the oversold level.

IBM Force Index
http://financialmarkets.industrialinfo.com/industrialinfo/news/read?GUID=11540283

%b Indicator
------------
I applied also the %b indicator, which is derived from the Bollinger bands. It measures where the last price is in relation to the bands and it tells us where we are within the bands. %b in this time frame is near the overbought level.

2010-Jan

see this drop in Jan to NOV level ..

2010

The January Indicator
The average index gain in years with a positive January close is 12.9%. In negative January years the index has averaged -2.8%.

------------
2010 Bears to BULLs 5 to 1
Now that the month has passed and we've officially exited "prediction season," what did I discover from this process? Bottom line - bearish predictions outnumbered bullish predictions five to one.

What is noteworthy and unusual about this observation is that following strong performance years, that doesn't typically occur. In fact, the more the market is up in the prior year, the more bullish the predictions tend to be for the next. Recency bias at its finest. But, that was not the case for 2010.

----------
Themes For 2010
http://www.thekirkreport.com/2010/01/themes-for-2010.html
For the past month I have been collecting posts regarding what others think are themes that we're likely to see play out in the year ahead. While most of these will probably miss the mark (they always do), you may find it of interest to see what others think we should be watching for this year. Enjoy


THE ULTIMATE GUIDE TO 2010 INVESTMENT PREDICTIONS AND OUTLOOKS
We’ve compiled many of the very best outlooks from various analysts, gurus, hedge funds and investors. We hope you find the list helpful in mapping your successful 2010:


----------
Deutsche Bank
Changing it up a little is Deutsche Bank as they make their scenario assessment from the big fence that they’re sitting on.

Probability: 15%, Total equity returns: 34% – This is the super bullish scenario. Stimulus continues to impact markets to near perfection. Reflation continues to work and money pours out of low risk assets and into high beta assets. Stimulus continues to pour into the system as the long-term repercussions of stimulus are ignored in favor of short-term gains. Rates stay low as a goldilocks scenario unfolds. Equities outperform and credit spreads continue to tighten.
Probability: 50%, Total equity returns: 20% – This scenario is characterized by a gradual easing in stimulus and easy money policies. As some momentum begins to grow in the first half of 2010 policy makers are comfortable beginning to tighten around the globe. In this scenario risk assets still outperform, but are muted by rising bond yields. Fixed income underperforms.

Probability: 25%, Total equity returns: -11% - Under this scenario bond yields spike sharply higher. The mountain of debt issuance and the end of Quantitative Easing programs fail to bolster the necessary demand. Inflation becomes a growing concern and the potential for sovereign debt problems increase. This is the Julian Robertson higher rates scenario. Equities and bond both perform poorly.

Probability: 10%, Total equity returns: -26% – This is the absolute nightmare scenario where deflation reasserts itself and a double dip becomes evident. The catalyst would be new banking scares, increased government regulation, sovereign debt scare, stimulus withdrawal. A flight to quality ensues and fears of 2008 become all too familiar. Stocks perform very poorly.

-----------

Financial Bloggers Make Their 2010 Projections
The Bespoke Investment Group just posted a killer 2010 Roundtable, including the views of some of the best financial bloggers out there. I was honored to be included along with Eddy Elfenbein, Paul Kedrosky, Bill Luby, Michael Panzner, Mebane Faber, Charles Kirk and all the rest.
-- see detail answers for each of them

AmiBroker System

All these 5 or so types cover the different systems we have , we need to combine them into one system for all purposes


- See this for 'UI sample' on Explorer window for Candlestick Recognition , we should have similar ones
http://www.patternexplorer.com/candlestick-recognition.html
- Chart Pattern explorer with names -- see if this guy sells only ChartPattern for say 40 bucks ( no source code reqd. , but need our FORMAT of all FoRMATS )
- see all code is in 1 file ( chart, exploration etc.. )

- Chart Patterns
- see Bulkowski stats at this url: http://www.trending123.com/scantimeframes/index.html

Tom Bulkowski's Patternz software picked up a complex head and shoulders bottom. ( side note: see author Technical analysis after GS upgrade , how he is watching different tech. indicators )
- notice Bulkowski software captured complex pattern
- asr: take some 5 to 6 screen shots from bukowski (free s/w) and ask patternexplorer guy to send same screen shots and compare how good PE guy is. Otherway, we can save Bulkowsi data in the s/w and read in Amibroker and parse ( can be a project for Amibroker forum )



0. complete system code - Automatic Analysis (AA) Settings This formula can be used for the following purposes: 1 - Indicator, 2 - Commentary, 3 - Scan, 4 - Exploration, 5 - Backtest, Optimize
Graham did a nice job of capturing much of the essence of a basic script. In working with a group of programmers we've come up with some enhancements to his formula that makes it useful in the Automatic Analysis (AA) component.


1. AMIBROKER, CROSSOVER SYSTEM. heikin-ashi candlesticks with 55-day zero-lag moving averages and arrows marking entry and exit points. ( no indicator just BUY/SELL)
http://www.traders.com/Documentation/FEEDbk_docs/2008/05/TradersTips/TradersTips.html#amibroker


2. AMIBROKER, PREMIER STOCHASTIC INDICATOR. ( indicator separate plot )
http://www.traders.com/Documentation/FEEDbk_docs/2008/08/TradersTips/TradersTips.html#amibroker

3. calling PROCEDURE CODE
the code, vstop_proc.afl needs to be placed in your include directory which by default is Formulas/Include. Below code how to call the procedure. The procedure returns trailLong and trailShort. These arrays can be used to define entries or exits.

4. All Odds system shows Exploaration with Columns
http://www.amibroker.com/library/detail.php?id=29


5. Smart System Design MetaStock example
http://www.metastocktools.com/MetaStock/SmartSys.txt

Networking / Hired help from India

asr: Look at these TA programmers from India, it seems there good writing indicators

http://www.amibroker.com/library/detail.php?id=855


Formula name: swing chart
Author/Uploader: RAVIKANT RAUT - ravigraut [at] yahoo.com
Date/Time added: 2007-07-08 11:59:44
Origin: based on different indicarors
Keywords:
Level: medium
Flags: exploration,indicator

piyush patel
patelpiyushb [at] yahoo.com
2007-10-18 14:21:47
Mangesh Anaokar
anaokars [at] gmail.com
2008-04-05 04:02:01

------------

RMO code in TS and screen shots
http://kreslik.com/forums/viewtopic.php?t=627&highlight=rmo

RMO

TraderjI RMO link

Metastock vs. Amibroker: AAPL in 2008 MAY-NOV

http://www.equis.com/products/thirdparty/?PLUG-RMOATM

RMO Equis forum search

RMO back test result

PDF link

http://www.traderji.com/amibroker/12427-rmo-code-amibroker-4-9-a.html

asr: seems this is copied from US site given below ..

_SECTION_BEGIN("RMO");
SwingTrd1 = 100 * (Close - ((MA(C,2)+
MA(MA(C,2),2)+
MA(MA(MA(C,2),2),2) +
MA(MA(MA(MA(C,2),2),2),2) +
MA(MA(MA(MA(MA(C,2),2),2),2),2) +
MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2) +
MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2), 2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2), 2),2),2),2))
/10))/(HHV(C,10)-LLV(C,10));
SwingTrd2=
EMA(SwingTrd1,30);
SwingTrd3=
EMA(SwingTrd2,30);
RMO= EMA(SwingTrd1,81);
Buy=Cross(SwingTrd2,SwingTrd3);
Sell=Cross(SwingTrd3,SwingTrd2);
Bull_Trend=EMA(SwingTrd1,81)>0;
Bear_Trend=EMA(SwingTrd1,81)<0;
Ribbon_kol=IIf(Bull_Trend,colorGreen, IIf(Bear_Trend,colorRed, colorBlack));
Plot(4, "ribbon", Ribbon_kol, styleOwnScale|styleArea|styleNoLabel, -0.5,100);
Impulse_UP= EMA(SwingTrd1,30) > 0;
Impulse_Down= EMA(SwingTrd1,81) < 0;
bar_kol=IIf(impulse_UP, colorBlue, IIf(impulse_Down, colorRed,IIf(Bull_Trend, colorRed, colorBlue)));
Plot(Close,"Close",bar_kol,styleBar | styleThick );
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorBlue, colorRed ),0, IIf( Buy, Low, High ) );
_SECTION_END();




-------------
http://kreslik.com/forums/viewtopic.php?t=627&highlight=rmo

I found the metastock code for the Rahul Mohindar Oscillator. Any chance to get it in a Tradestation or eSignal format?

Here is RMO code & Exploration i'm using successfully for last few
months on 5Min. bars for single stock futures of indian NSE.

_SECTION_BEGIN("RMO");
SwingTrd1 = 100 * (Close - ((MA(C,2)+
MA(MA(C,2),2)+
MA(MA(MA(C,2),2),2) +
MA(MA(MA(MA(C,2),2),2),2) +
MA(MA(MA(MA(MA(C,2),2),2),2),2) +
MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2) +
MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2),2), 2),2)+
MA(MA(MA(MA(MA(MA(MA(MA(MA(MA(C,2),2),2),2),2),2), 2),2),2),2))
/10))/(HHV(C,10)-LLV(C,10));
SwingTrd2=
EMA(SwingTrd1,30);
SwingTrd3=
EMA(SwingTrd2,30);
RMO= EMA(SwingTrd1,81);
Buy=Cross(SwingTrd2,SwingTrd3);
Sell=Cross(SwingTrd3,SwingTrd2);
Bull_Trend=EMA(SwingTrd1,81)>0;
Bear_Trend=EMA(SwingTrd1,81)<0;
Ribbon_kol=IIf(Bull_Trend,colorGreen, IIf(Bear_Trend,colorRed,
colorBlack));
Plot(4, "ribbon", Ribbon_kol, styleOwnScale|styleArea|styleNoLabel,
-0.5,100);
Impulse_UP= EMA(SwingTrd1,30) > 0;
Impulse_Down= EMA(SwingTrd1,81) < 0;
bar_kol=IIf(impulse_UP, colorBlue, IIf(impulse_Down,
colorRed,IIf(Bull_Trend, colorRed, colorBlue)));
Plot(Close,"Close",bar_kol,styleBar | styleThick );
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorBlue, colorRed ),0, IIf( Buy, Low,
High ) );
_SECTION_END();


//RMO EXPLORATIONS - INTRADAY
_SECTION_BEGIN("RMO");
New_Bullish = IIf(RMO > 0 AND Ref(RMO, -1) <= 0,1,0);
New_Bearish = IIf(RMO < 0 AND Ref(RMO, -1) >= 0,1,0);
New_Buy_Arrow = IIf(Cross(SwingTrd2,SwingTrd3),1,0) AND RMO >0;
New_Sell_Arrow = IIf(Cross(SwingTrd3,SwingTrd2),1,0) AND RMO <0;
New_Blue_Bar = IIf(Cross(SwingTrd2,0),1,0) AND RMO >0;
New_Red_Bar = IIf(Cross(0,SwingTrd2),1,0) AND RMO <0;
Old_Bullish = IIf(RMO > 0 AND Ref(RMO, -1) > 0,1,0);
Old_Bearish = IIf(RMO < 0 AND Ref(RMO, -1) < 0,1,0);
New_Buy_Bar = IIf(Ref(New_Buy_Arrow,-1) AND C > Ref(H,-1), 1, 0);
New_Sell_Bar = IIf(Ref(New_Sell_Arrow,-1) AND C < Ref(L,-1), 1, 0);
P_Buy = (Ref(RMO,-1) > 0) AND (Ref(New_Blue_Bar,-1) > 0);
P_Sell= (Ref(RMO,-1) < 0) AND (Ref(New_Red_Bar,-1) > 0);
CBR = RMO;
CBS2= SwingTrd2;
CBS3= SwingTrd3;
PBR = Ref(RMO,-1);
PBS2= Ref(SwingTrd2,-1);
PBS3= Ref(SwingTrd3,-1);
New3CBuy = ((CBR > 0) AND (CBS2 >0) AND (CBS2 > CBS3) AND ((PBR <= 0)
AND (PBS2 <=0) AND (PBS2 <= PBS3)));
New3CSell= ((CBR < 0) AND (CBS2 <0) AND (CBS2 < CBS3) AND ((PBR >= 0)
AND (PBS2 >=0) AND (PBS2 >= PBS3)));
New_Arrow_New_Bar_Buy = ((CBR > 0) AND (CBS2 >0) AND (CBS2 > CBS3) AND
((PBS2 <=0) AND (PBS2 <= PBS3)));
New_Arrow_New_Bar_Sell= ((CBR < 0) AND (CBS2 <0) AND (CBS2 < CBS3) AND
((PBS2 >=0) AND (PBS2 >= PBS3)));
B1=New_Buy_Bar;
S1=New_Sell_Bar;
B2=New3CBuy;
S2=New3CSell;
B3=New_Buy_Arrow;
S3=New_Sell_Arrow;
B4=New_Buy_Arrow;
S4=New_Sell_Arrow;
B5=New_Blue_Bar;
S5=New_Red_Bar;
B6=New_Bullish;
S6=New_Bearish;
Buy= (B1 OR B2 OR B3 OR B4 OR B5 OR B6) ;
Sell= (S1 OR S2 OR S3 OR S4 OR S5 OR S6);
Filter=Buy OR Sell;
SetOption("NoDefaultColumns", True );
AddTextColumn(Name(),"Security",1.2, colorDefault, colorDefault, 90);
AddColumn( DateTime(), "Date", formatDateTime,
colorDefault,colorDefault,100);
AddColumn(IIf(B1,66,IIf(S1,83,32)),"New Trade Bar", formatChar,
colorWhite, bkcolor =IIf(B1, colorGreen,IIf(S1,colorRed,colorDefault)));
AddColumn(IIf(B2,66,IIf(S2,83,32)),"New3C", formatChar, colorWhite,
bkcolor =IIf(B2, colorGreen,IIf(S2,colorRed,colorDefault)));
AddColumn(IIf(B3,66,IIf(S3,83,32)),"New Arrow+Bar", formatChar,
colorWhite, bkcolor =IIf(B3, colorGreen,IIf(S3,colorRed,colorDefault)));
AddColumn(IIf(B4,66,IIf(S4,83,32)),"New Arrow", formatChar,
colorWhite, bkcolor =IIf(B4, colorGreen,IIf(S4,colorRed,colorDefault)));
AddColumn(IIf(B5,66,IIf(S5,83,32)),"New Bar", formatChar, colorWhite,
bkcolor =IIf(B5, colorGreen,IIf(S5,colorRed,colorDefault)));
AddColumn(IIf(B6,66,IIf(S6,83,32)),"New RMO", formatChar, colorWhite,
bkcolor =IIf(B6, colorGreen,IIf(S6,colorRed,colorDefault)));
AlertIf( Buy, "SOUND C:\\Windows\\Media\\chimes.wav", "Audio alert",
1, 1+8 );
AlertIf( Sell, "SOUND C:\\Windows\\Media\\ding.wav", "Audio alert", 2,
1+8 );
_SECTION_END();
----------------

asr: the above RMO critisizer is this guy, got link from his above post, seems his forum was shutdown , see this website below. This guy is retired Merine officer for 16 years and got a collage degree so we can give credit to his RMO criticism and his posts ( and ofcourse equis stopped this forum )

Scott Bunny (aka "wabbit", aka "Bugs")

Ethics
If you are looking for a get-quick rich scheme or snake-oil, you will not find it here.

I will NOT code a system I do not believe in. Look at it this way: If I code a system for you and you go broke, you will not require my services any more and I lose my income stream. If I code you a system that does work, then you will come back for me to refine your system or build a better system, you might even recommend me to your friends.


RMO discussion on Euqis forum
asr: tradergi sudhir is on this equis forum

We know the formula for the RMO Oscillator is EXACTLY the same as the Rainbow Oscillator that was first introduced tot he world in 1997 (see http://www.traders.com/Documentation/FEEDbk_docs/Archive/0897/TradersTips/Tips9708.html#anchor203073)

Since then another has taken upon himself to exploit the exisitng code and re-badge it as his own (I am suspicious that he came up with it himself as the way it is presented in the TASC article and they way he has written the code is, line by line, identical - - coincidence? Personally, I don't believe so).

OK. So what is the Rainbow Oscillator or the RMO?

Lets look at the code first:
-------------

have re-engineered and renamed the indicators on my system hence my oversight about what others will be seeing on their system. I have also tweaked my components trying to get better results from the core functions, so I barely see the original codes any more.

With the RM system, there are four functions:

Swingtrd 1
Swingtrd 2
Swingtrd 3
Rahul Mohindar Osc (RMO)

The Rahul Mohindar Osc (RMO) code is NOT the core component of the system, Swingtrd 1 is the core of the system and is identical to the Rainbow Oscillator:

Swingtrd 1 = Rainbow Oscillator
Swingtrd 2 = 30 EMA of Rainbow Oscillator
Swingtrd 3 = 30 EMA of 30 EMA of Rainbow Oscillator
Rahul Mohindar Osc (RMO) = 81 EMA of Rainbow Oscillator

If you plot the Rainbow Oscillator and Swingtrd 1 - - they will be identical. I will re-badge my indicators back to their original names to avoid this confusion again. Sorry for any inconvenience.

Trading Systems / Indicators and CODE

----------------
John Carter's TTM Squeeze Indicator
http://www.amibroker.com/library/detail.php?id=1073&hilite=ATR

RAVI - For swing trading:
I scan the EOD stock data using the ZigZag indicator for buy/sell signals and confirm the following for the buy decision:
. The close is just crossed the 8 day MA (or close to it) and 20 day MA is moving up direction (on a daily price chart)
. The stochastic indicator shows "oversold" condition is improving
. TTM Sqeeze shows up momentum.

Usually scan Dow 30, Nasdaq 100 and S&P 500.
I hope this helps.
Levent

-------------
How to detect the divergences
There are many different ways to check for divergences. One of the simplest is to use Rate of change indicator and EXPLORATION feature of Automatic Analysis window:

// 5 day rate of change of close
PriceUp = ROC( C, 5 ) > 0 ;
// 5 day rate of change of MACD histogram
MacdUP = ROC( MACD() - Signal(), 5 ) > 0;
BullishDiv = NOT PriceUP AND MACDUp;
BearishDiv = PriceUP AND NOT MACDUp;
Filter = BullishDiv OR BearishDiv;
AddColumn( BullishDiv, "Bullish Divergence", 1.0,
colorDefault, IIf(BullishDiv, colorGreen, colorDefault ) );
AddColumn( BearishDiv , "Bearish Divergence", 1.0,
colorDefault, IIf(BearishDiv , colorRed, colorDefault) );

-----------
asr: see below , there are lots of full complete systems, if you can back test and find edge.
asr2: it seems the choice is between
- TradeStation (easy code)
- MetaStock ( RMO is available , if it works then RMO is the only one you need to apply on ALL STOCK/commodities along with VP signals and Stephan BIgalow )

asr: code exists as old as 2007 see url year part

Portifolio Testing:
Backtesting of the system was performed on a basket on 100 ETFs. Coding such a system and performing portfolio-level backtesting is very easy in AmiBroker. It's just a matter of picking the watchlist to test on, setting up a portfolio money allocation scheme, and setting up the trading entry/exit rules.

asr: for Ninja trader see code this , it seems LONG CODE for portfolio testing
NINJATRADER: RSI TIMING MODEL FOR ETFs
The timing model strategy discussed in "Profit With ETFs" by Gerald and Trent Gardner in this issue is available for download from www.ninjatrader.com/SC/June2008SC.zip.



Leader of MACD

Trading Medium-Term Divergences

Trend Lines
( asr: see Amibroker has good TrendLine drawing programatically , may help us in drawing PLTDiff lines ..)

all you do change month from 2009/01 to 2009/12 to get all code for 12 months
http://www.traders.com/Documentation/FEEDbk_docs/2009/09/TradersTips.html

FIXED-PERCENTAGE TRAILING STOP

TRADING THE AUSSIE

Markos Katsanos' article in this issue, "Trading The Aussie," provides system rules for using intermarket signals to trade the Australian dollar/US dollar currency pair. Signals are generated using six different datasets, including the Australian dollar, Crb Index, Phlx Gold and Silver Sector Index, the 90-day Aussie bank bill futures, and 10-year Aussie Treasury.

So that we can replicate his results, the author has provided data for the Aussie Bank Bill and Treasury symbols. The two Aussie datasets will be available with the code. They can be included in your studies by using the third-party data import feature within the Symbol-Lookup option.

TRADESTATION, INTERMARKET BOLLINGER BANDS DIVERGENCE STRATEGY. Intermarket BB Div strategy trades are displayed in the top pane. The intermarket BB Div indicator is displayed in the lower pane. Five additional datasets are included in the calculations that exist within the chart, but are hidden to simplify the display.

for the same 'Meta STock' code:

ATR STOP

TRAILING RESISTANCE &ND SUPPORT STOPS (TR&NDS)


Rombout Kerstens’ article in this issue, “Combining Dmi And Moving Average For A Eur/Usd Trading System,” describes a technique for long entry and exit that uses both J. Welles Wilder’s Dmi (directional movement indicator) and a moving average.
Kerstens’ article already includes strategy code in EasyLanguage in the sidebar. However, to provide signal displays on a wide group of stocks, we have coded the algorithm as an indicator that can be applied to a RadarScreen window.


PIVOT DETECTOR OSCILLATOR, SIMPLIFIED

VOLUME-WEIGHTED MACD HISTOGRAM - stockfinder has it we need to use it

---------
REVERSED MACD CROSSOVER SYSTEM

Kirk showed this

esignal
The study is a long-only system that colors the price bars lime green to indicate a long position and black when no position is in force. The formula is also compatible for backtesting in the Strategy Analyzer.

http://forum.esignalcentral.com/showthread.php?threadid=29926

World Cup Trading Championships

World Cup Trading Championships 2009 Standings

asr: see prizes, no cash prizes this is just free software.. top traders get JOBS as big trading firms , Hedge funds, but first you have to do with real account and register with world cup to track ..

World Cup Championship of Futures Trading®
Final

1) Andrea Unger 115%
2) Ari Masters* 63%
3) Brady Preston 25%



*Cash Prize Pool participant




World Cup Championship of Stock Trading®

Final

1) Chuck Hughes 122%
2) Bryan Johnson 95%
3) Kurt Sakaeda 52%

*Cash Prize Pool participant

World Cup Championship of Forex Trading™

Final

1) Tim Rayment 44%
2) Kurt Sakaeda* 2%

*Cash Prize Pool participant
Standings show percentage increase in account net worth over initial deposit. For a complete explanation of World Cup Championship rules and standings computation criteria, please click on the following links:

2010 World Cup Championship of Futures & Forex Trading Entry Agreement

2010 World Cup Championship of Stock Trading Entry Agreement


asr: Kurt Sakaeda won 2007 Forex with 107% return check below
____________________________________________

World Cup Championship of Futures Trading
Top Overall Performance - All Divisions
2008: Andrea Unger 672%
2007: Michael Cook 250%
2006: Kevin Davey 107%
2005: Ed Twardus 278%
2004: Kurt Sakaeda 929%
2003: Int'l. Capital Mngt. 88%
2002: John Holsinger 608%
2001: David Cash 53%
2000: Kurt Sakaeda 595%
1999: Chuck Hughes 315%
1998: Jason Park 99%
1997: Michelle Williams 1,000%
1996: Reinhart Rentsch 95%
1995: Dennis Minogue 219%
1994: Frank Suler 85%
1993: Richard Hedreen 173%
1992: Mike Lundgren 212%
1991: Thomas Kobara 200%
1990: Mike Lundgren 244%
1989: Mike Lundgren 176%
1988: David Kline 148%
1987: Larry Williams 11,376%
1986: Henry Thayer 231%
1985: Ralph Casazzone 1,283%
1984: Ralph Casazzone 264%

World Cup Championship of CME Group® E-mini Index Trading
2009 (third quarter): Rick Scatterday 2%
2008 (fourth quarter): Richard Sorota 21%
2008 (third quarter): Triphase Corp. 83%
2008 (second quarter): Richard Sorota 25%
2008 (first quarter): Mitchell Family 57%
2007 (fourth quarter): Rrichard Sorota 61%
2007 (third quarter): Ken Goldberg 121%

World Cup Championship of Stock Trading
2008: Bryan Johnson 48%
2007: Chuck Hughes/Legacy Publishing 229%
2006: Wenchen Zhang 73%
2005: Chuck Hughes 30%
2004: Ash Matar 26%
2003: Jeff Stearns 245%
2002: Tom Jensen 71%
2001: Larry Jacobs 3%
2000: Steve Garner 24%

World Cup Championship of Forex Trading
2007: Kurt Sakaeda* 104%
2006: John Holsinger 18%
2004: Tim Rayment 63%

asr: wow these the Japan cup avarage is 500%
Japan World Cup (Futures)
2008: Kazutoshi Kondo 2,357%
2007: Samurai 1,528%
2006: Dragon SP 644%
2005: Messara 588% (May-Dec.)
2004: OK-Linda 533%
2003: Fairy 1,131%
2002: Mystery Tiger 500% (July-Dec.)
2002: Fairy 709% (Jan.-June)
2001: Fairy 1,098% (July-Dec.)
Competitors use handle names.

Investments in futures forex, and stocks are subject to risk, including the potential loss of principal invested, and are not suitable for all investors. Past performance is not necessarily indicative of future results.

Seasonal Trading System

-------------

See this DanielsAg has last 7 years actual trade records for Ag ( corn, wheat ) , examining these may give some clues
http://www.danielsag.com/performance-history/

commoditity news letters: MRCI is here , so other letters are also seems credible. if we combine 'Guru bargain' concept ( proven historic trades offering at lower prices ) with above Above news letters we can get good returns.
example: 1/27/2010 crude OIL is down from 82 to 73 for last 10 days. MRCI sesional said trade for 1/12 to 3/15 for CRUDE OIL should give good return, since for year 2010 crude oil dropped to -50% of avg. profit of 'the Sesanoal' , I think it became 'Sesonal bargain trade'
( have Amibroker exploration based on seasonal Trade data:
- criteria: commodities that dropped to 30-50% of the the avarage profit for the seasonal based on historic seasonal return.

-------------
By Kurt Sakaeda

From Secrets of The World Cup Advisors, Edited by Chuck Frank & Patricia Crisafulli, Published by Traders' Library, www.traderslibrary.com

asr: this guy is Data analyst as mentioned so IT guy, so used my SQL , he may make 'Blue Book' available as service find out ...
---------
see other STOCK seasonal posted as TS code from this link
http://eminiforecaster.com/blog/672.php
asr: may be this eminiforecaster guy may be using ( developing as he said ) the method of combination that is a) his TS method b) Kurt Sakaeda method

----------
Although we can never get to an absolute assurance of our potential extremes in trading, we can accurately define the probabilities. The following is a rough outline of how to read them:

When the elements of a data set are pretty tightly grouped together forming a steep bell-shaped curve, the standard deviation is small.
When the elements are widely distributed forming a flatter bell curve, the standard deviation is larger.
To entice us to enter into a position, the standard deviation of a potential trade must be in proportion to the amount we expect to gain; if we are looking at a modest average profit of $500 and a large standard deviation of $10,000, the expected profit does not justify to exposure to extreme loss.
Ideally, we are looking for a high average price, a positive median profit, and a relatively low standard deviation. Typically, I find one standard deviation of up to five times the average profit to be in an acceptable range. I suggest bypassing trades carrying a standard deviation of five or more times the size of the average profit.
Average profit = $1,000
Standard Deviation = $2,500
Outcomes within one standard deviation:
Profit up to $3,500
Loss up to $1,500

A trade with a $1,000 average profit may typically carry a standard deviation — the potential profit or loss beyond the average — of $2,500. This means that in slightly more than two-thirds of all cases, it can be expected that the result of entering that trade will fall between a profit of $3,500 and a loss of $1,500.

Average profit = $10,000
Standard Deviation = $20,000
Outcomes within one standard deviation:
Profit up to $30,000
Loss up to $10,00

If another trade carries an average gain of $10,000 but a standard deviation of $20,000, the potential exists for a gain of $30,000 or a loss of $10,000 in approximately 68% of all outcomes. This means that in approximately 32% of all outcomes, the gain or loss could exceed our projections.

My Seasonal Method
My model calculates an average price for every day of the year in a given commodity contract (i.e. March corn or May silver), minus the days immediately following contract expiration. This average price is determined using daily settlement prices going back as many years as available from the data vendor I use. (I purchase Bridge CRB data, but there are several reliable vendors to choose from.) Because any annual date (say May 28) will fall on a weekend and possibly a holiday as we move across many years, I assign weekend and holiday prices based on the interpolation (estimated value between two known values) of prices on the trading days surrounding the weekend or holiday. It is simply our best guess at what would have transpired on those days based on surrounding values. This smoothes out the rough edges in my calculations.

I also have to make allowance for the fact that some years do not produce a full 365 days of data. In its first year of trading, a contract may be launched on, say, May 15. In other instances, trading may have been suspended for prolonged periods of time due to exceptional circumstances; the 1996 copper trading scandal due to rouge trading of Sumitomo Corporation’s Yasuo Hamanaka comes to mind.

Furthermore, I do not analyze data for the period of days extending from expiration day to the end of that month. This data is not relevant to my method, as my studies suggest a maximum “hold time” of 11 months.

Why use the settlement price as an indicator? Actually, tracking the average price in the opening range would work just as well. I use settlement prices because they are represented by a single price and are readily available.

Once I have the average settlement price for each day of the year, I calculate the price difference between every possible pair of days. This comprehensive analysis of 132,860 combinations (365 x 364) takes only about two minutes on my computer for each commodity contract. Then I calculate average profit, median profit, and standard deviation for the trade represented by the absolute high and low. As I currently track approximately 280 contracts, the run time for this analysis in MySQL using AWK language is approximately nine hours. There are several commercially available programs that can be used to generate these studies; I use MySQL because it is convenient and free. The download is free, but you may have to purchase support and training to learn how to run these studies.

Alternatively, you could simply scan for the highest and the lowest average settlement price to determine the single trade with the greatest potential for each particular contract. I prefer the prior method, as this provides secondary and tertiary trade opportunities within each contract, but for the most part I also rely heavily on identifying the highest high and the lowest low.

There are, however, occasional instances in which the high and low do not represent the best trading opportunity. This occurs when a comparable high or low can be identified closer to the anticipated exit date. A good example of this occurs in my data for January natural gas:

Chart 5.1 - January Natural Gas


As you see on this chart, the vertical column represents price (in this case $2.55 to $2.95 per MM BTU) and the horizontal line represents the calendar days of the year. The chart tracks the average settlement price on each calendar day included for all months of available data. In this case, we are examining 12 months of data through 2002.

(As I do not enter into positions on the days immediately following contract expiration, my charts cover approximately 350 days of the year. For example, soybean meal contracts expire on the business day prior to the 15th of the month. Consequently, my July soybean meal chart will not include data for July 15–31.)

In January natural gas, the annual composite low occurs on February 3, and the annual composite high occurs on December 16. However, we can make a faster and safer trade by looking to enter long at a nearly comparable low price on July 22. We may not achieve quite as low of an entry price, but we will theoretically need to hold this trade less than half as long. That frees up margin money for other trades in the interim, and reduces the risk of outside events adversely affecting the normal seasonal trend. In this scenario, I’d rather face the prospect of making a projected profit of $3,498 over five months than $3,714 over 11 months.

Natural GAS

Buy Jun 10 Natural Gas(NYM) / Sell Apr 10 Natural Gas(NYM)
Enter on approximately 01/09 - Exit on approximately 03/12
Cont Year	Entry Date	Entry Price	Exit Date	Exit Price	Profit	Profit Amount	Best Equity Date	Best Equity Amount	Worst Equity Date	Worst Equity Amount
2009	01/09/09	0.180	03/12/09	0.180	0.003	30.00	02/10/09	540.00	01/21/09	-170.00
2008	01/09/08	0.100	03/12/08	0.130	0.032	320.00	02/01/08	560.00	02/21/08	-700.00
2007	01/09/07	0.170	03/12/07	0.260	0.088	880.00	03/08/07	1090.00	02/01/07	-1380.00
2006	01/09/06	0.070	03/10/06	0.380	0.316	3160.00	03/06/06	3550.00
2005	01/10/05	0.050	03/11/05	0.180	0.127	1270.00	03/07/05	1640.00	01/14/05	-320.00
2004	01/09/04	-0.380	03/12/04	0.120	0.503	5030.00	03/11/04	5090.00
2003	01/09/03	-0.170	03/12/03	-0.160	0.010	100.00	01/14/03	350.00	02/28/03	-21650.00
2002	01/09/02	0.130	03/12/02	0.080	-0.048	-480.00	01/28/02	400.00	03/12/02	-480.00
2001	01/09/01	-0.810	03/12/01	0.070	0.894	8940.00	03/09/01	9210.00
2000	01/10/00	0.040	03/10/00	0.040	0.004	40.00	03/08/00	180.00	02/02/00	-1020.00
1999	01/11/99	0.050	03/12/99	0.070	0.019	190.00	02/22/99	250.00	01/21/99	-220.00
1998	01/09/98	0.030	03/12/98	0.060	0.030	300.00	03/06/98	400.00	02/05/98	-360.00
1997	01/09/97	-0.380	03/12/97	0.080	0.476	4760.00	03/11/97	4920.00
1996	01/09/96	-0.210	03/12/96	-0.150	0.067	670.00	01/15/96	1760.00	02/26/96	-880.00
1995	01/09/95	0.030	03/10/95	0.090	0.057	570.00	02/15/95	910.00
Percentage Correct			93					Protective Stop		(2234)
Average Profit on Winning Trades					0.188	1875.71		Winners		14
Average Loss on Trades					-0.048	-480.00		Losers		1
Average Net Profit Per Trade					0.172	1718.67		Total trades		15

MRCI trades

------------

commodities trading Near 'WorstEquity' based on historic Seasonal Trades:

- Calculate worst equity last column as '% of entry price' and have it as separate column named 'WorstEquity_percent'
- Now have Amibroker do calculation for this year 'seasonal trade' ( in our crdue example') and filter the trades that are showing <= Avg_WorstEquuity_percent' this should give good trades across CRUDE OIL, Nat. Gas, CRON/WHEAT, GOLD/SILVER, Bonds ..
- Run a back test and find it , for 'CRUDE' we can Use USO data which is available for 5 to 8 years.

example: 1/27/2010 crude OIL is down from 82 to 73 for last 10 days. MRCI sesional said trade for 1/12 to 3/15 for CRUDE OIL should give good return, since for year 2010 crude oil dropped to -50% of avg. profit of 'the Sesanoal' , I think it became 'Sesonal bargain trade'
( have Amibroker exploration based on seasonal Trade data:
- criteria: commodities that dropped to 30-50% of the the avarage profit for the seasonal based on historic seasonal return.

------------------
why space here

Crude Oil(NYM)-June
Buy on approximately 01/11 - Exit on approximately 03/31

asr: see bottom chart, from JAN to MARCH curve moved from 20 to 60 , so got 40% of total years gain in 2 months so this is good period for OIL LONG side

asr 2: I copied table copy/paste from browser, we can easily write PHP regular expression to get all Table Data into fields and STORE in .CSV files so that ANY program can access it , let it be a CHARTING program or another PHP server side program ( .csv Great versatile text format )
----------------------------

Cont Year	Buy Date	Buy Price	Exit Date	Exit Price	Profit	Profit Amount	Best Equity Date	Best Equity Amount	Worst Equity Date	Worst Equity Amount
2009	01/12/09	50.91	03/31/09	51.37	0.46	460.00	03/26/09	4870.00	02/18/09	-9760.00
2008	01/11/08	90.94	03/31/08	101.09	10.15	10150.00	03/13/08	17000.00	01/23/08	-4980.00
2007	01/11/07	54.86	03/30/07	67.47	12.61	12610.00	03/30/07	12610.00	01/16/07	-1170.00
2006	01/11/06	65.63	03/31/06	67.93	2.30	2300.00	01/30/06	4370.00	02/15/06	-4500.00
2005	01/11/05	44.89	03/31/05	56.42	11.53	11530.00	03/21/05	13170.00
2004	01/12/04	32.69	03/31/04	35.08	2.39	2390.00	03/19/04	4040.00	02/06/04	-1930.00
2003	01/13/03	28.72	03/31/03	29.19	0.47	470.00	03/12/03	5950.00	03/21/03	-2540.00
2002	01/11/02	20.79	03/28/02	26.37	5.58	5580.00	03/28/02	5580.00	01/17/02	-1340.00
2001	01/11/01	26.55	03/30/01	26.57	0.02	20.00	02/08/01	3420.00	01/17/01	-410.00
2000	01/11/00	23.28	03/31/00	26.38	3.10	3100.00	03/07/00	7380.00
1999	01/11/99	13.66	03/31/99	16.73	3.07	3070.00	03/30/99	3080.00	02/16/99	-1880.00
1998	01/12/98	17.31	03/31/98	15.94	-1.37	-1370.00	01/29/98	940.00	03/17/98	-3390.00
1997	01/13/97	22.96	03/31/97	20.42	-2.54	-2540.00	01/15/97	710.00	02/28/97	-3100.00
1996	01/11/96	17.62	03/29/96	20.15	2.53	2530.00	03/25/96	3120.00	02/05/96	-710.00
1995	01/11/95	17.56	03/31/95	18.95	1.39	1390.00	03/29/95	1420.00	01/13/95	-160.00
Percentage Correct			87
Average Profit on Winning Trades					4.28	4276.92		Winners		13
Average Loss on Trades					-1.95	-1955.00		Losers		2
Average Net Profit Per Trade					3.45	3446.00		Total trades		15

Computer setup / Veritical monitor setup

asr: we need this Vertical monitor setup to have max vertical area for stockfinder to support a) 5 VP views ST, CT, pLTdiff, PSTOC , debug/backtest b) 3 TA views Candle sticks , Alchamy kind of system and one more TV view => so we need to support 8 Views ..
see this veritical monitor example

20 inch vertical view:
vetrical 2
----------
UltraMon
Now, some of these monitor array firms will argue that they provide special software and support for you to manage your multiple monitors. That may be true, but keep in mind that you can use UltraMon ($39.95) that will do the exact same thing.

I was able to buy three of these stands for a total of $450 at Buy.com with free shipping. All total, my current monitor array (stands & monitors) will set me back $2,150. In comparison, if you bought the a similar setup from Cinemassive it would cost you $5,949 and $5,949 at Digital Tigers at the time of this post. When you consider that my monitors will be better (use less energy) and are of higher quality and use more flexible stands, you can see why I’ve decided to build my monitor array separately. Only an idiot would pay that much more for a plug and play solution.

Book Value

Wideest discount to book value
At mid-month it is time for the monthly update of our Widest Discounts From Book Value screen.

Since December 15th, the screen has gained +7.30% (17 gainers & 3 losers). The S&P 500 posted a +3.41% return during the same time frame.

asr: this screen gave 2009 return 134% vs. 40% of S&P

Cash FLow

Firms at Risk for a Shortfall K. Ref
Morningstar's Cash Flow CushionTM can be used to identify refinancing and liquidity risk.
asr: may be short candidates over next year period in Bear market conditions

The Cash Flow CushionTM used in the calculation of Morningstar's corporate credit rating is a measure that takes a firm's excess cash on hand plus adjusted free cash flow generation over the next five years, and divides that sum by the firm's cash contractual commitments over the same time horizon. This measure provides investors with an intermediate-term view of the firm's future path of cash inflows and outflows. It also helps investors to determine if a company's future cash generation will be sufficient to meet its debt-like cash obligations, in aggregate, over a five year period

Trading software / platforms / Trading Platforms

---------------
AmiBroker

------
HOw I hooked on to Amibroker?
I was looking for 2 nd system to confirm the VP signals for entry/exit. In that way looking for reliable one , happen to see RMO system of metastock. since it is expensive looking for other systems who implemnted RMO , in the search found RMO for NinjaTrader and AmiBroker . explored both got interested in AmiBroker . Looked at AB code on S&C mag posts code looks better , digged deeper found gold . AB is as good as Metastock .
- Really AB founders seems to followed Metastock powerful language ( array copy etc..) with buitin buy, sell variables and explorations.
- Mr. K confirmed this he is said MS has 'unique toos' ( metastocktools.com , RMO etc..) and backtesting is lot easier.. same applied to AB ..
- Glad I got AB , other reason I got stuck with worden stockfinder lots of code in too many windows.. no programmable way of doing system testing..
This Yahoo forum has 1000 posts per month for per month so Very active Amirbroker forum, do search example 'fopen' to find code issues.
----------
asr: this Thomos posted lots of posts since 2002 in EFL library .. so he started, his patternexplorer was listed on amibroker 'links' section so genuine ..
Hello,
after all the years i have a new website:
PatternExplorer.com
Regards
Thomas
-------------

asr: AB pros
1) built-in backtest modes
BACKTEST MODES: AmiBroker 5.0 offers 6 different backtest modes:
regular mode (backtestRegular)
regular raw mode (backtestRegularRaw)
regular raw + multiple positions mode (backtestRegularRawMulti)
regular raw2 mode (backtestRegularRaw2)
regular raw2 + multiple positions mode (backtestRegularRaw2Multi)
rotational trading mode (backtestRotational)

1.2 : look at this candle stick commentary program and profit analyzer programs , with commentary program they have incorporated original authors 'english' like pattern text into programming.

2) simple compact code , see reserved words buy, sell , buyprice etc.
BuyPrice = IIF( dayofweek() == 1, HIGH, CLOSE );
// on monday buy at high, otherwise buy on close

3. trailing stops, dynamic stops
4. position sizing etc..
5. USING POSITION SCORE -- see this section great

6. Referencing multiple symbol data in one chart (relative performance charts, spreads, composites, artificial data)

7. Chart Playback (Bar Replay tool allows to playback charts using historical data, great tool for learning and paper-trading)

8. Low-level gfx example: Yearly/monthly profit chart
( wow look at this line below from this page, so as your you CODE the GUI here ..)
type = ParamList("Chart Type", "Profit Table|Yearly Profits|Avg. Monthly Profits", 0 );
- much lower level functions
- asr: Wow , this is giving complete widows GDX functions

9. How to spread charts

New AmiBroker Development Kit
newly introduced features of AmiBroker 5.27 such as 64-bit date/time resolution, floating point volume/openint fields, new auxilliary data fields and extended symbol information fields
- The documentation and samples covers writing indicator (AFL function) plugins, data plugins and optimizer plugins.
-The package is provided for native code developers (mainly C/C++) wanting to write their own plugin DLLs.

REading ASCII data
- FILE REad and write inside indicator , great example
http://www.amibroker.com/library/detail.php?id=794&hilite=fgets
- Ascii Data ( some 3.2 version )
- this is Latest assic data reading ( see fundamental data )http://www.amibroker.com/guide/d_ascii.html
- reading IB trade file and display BUY & SELL at BAR Level

CHANGES IN VERSION 5.27.0 (as compared to 5.26.0):
http://www.amibroker.com/devlog/
- two new auxilliary data fields per bar (internally, not yet exposed)
100 new user-defined fundamental data fields (internally, not yet exposed)
support for GICS (internally, not yet exposed)

- since they have Developer Kit to extend the software , may be we an write a C/C++ code todo Read and write ( ask freelance coder or indian programmer or ask in forum )
- asr: what is important for US is to
a) 'read VP Data from files' and ( even NT does not have this at this Time )
b) 'Write Data to files' (export) to give our customers .
If we have this we can Use Amibroker since it has
c) great 'portifolio testing' and ( beats Ninja trader , NT needs lot of progamming for this)
d) cheap progrmmers ( indian AB progrmmers as I noted)
e) customization with AB developer KIT in C++ ( beats NT )
f) Replay mode seems beat paid Esignal
g) have spread/ratio etc. to plot OIL/EURO/SP

Formula editor

----------we will pros/cons of each with respect to my use:

seems good source to evaluate different platforms code:
BUILDING A TRADING TEMPLATE
asr: Esignal seems week in this portifolio testing , so they gave some other indicator for this month to hide their weakness

Trader Studio:
TradersStudio now also supports custom data fields for ASC files, you now can support beyond the standard, date,time,open,high,low,close,V,OI and add fields produced by screens or fundamental information. These fields are fully accessible from TradersStudio® Basic™. Another new feature is that data can be added to sessions, and new quick charts using drag and drop.

Ninja trader:
- extra data columns ( fundamental data):
Date(tab)open(tab)high(tab)low(tab)close(tab)volum e(tab)fundamental1(tab)fundamental2.....
Date(tab)open(tab)high(tab)low(tab)close(tab)volum e(tab)fundamental1(tab)fundamental2.....
..............
..............

would that be possible in NT7. What other possibilities of working with historical fundamental data exist?

- data import in NT6
- reading data files issue: I can easily write something to convert comma-delimited to semicolon-delimited. But there's nothing I can do if my data consists of something other than open, high, low, close, volume. If I have spot closing prices, or number of advancing issues, or declining volume, or open interest, or continuous-contract data for futures, there's no way to read it in properly unless I fake extra columns.

- forum posts
- programmer guide ( good dir structure )
- what is new in Version 5.1
- Market Replay

Esignal:
- one premium indicator ( got in email from esiganl )

- The ability to create your own studies and modify existing ones
- Back testing and "replay" to test your strategies ( REPLY is not available in TS or other places , see how backtest works )
- High-end charting with 100s of technical indicators
- 100s of pre-written trading strategies included free

product: eSignal OnDemand: $24.95/month

eSignal OnDemand is delayed snapshot data offered in 2 different regional packages -- all exchanges in a region, all regions (North / South America, Europe / Middle East / Africa, Asia / Pacific Rim).
- Includes our Advanced Charting package, 100s of world indices and an unlimited number of symbols.
- Annual pre-paid rate is not available for eSignal OnDemand. This service is not available for use with third party software applications. No exchange fees apply.
-----
- These are Official Esignal team coded Strategies ( not backtest), ESignal Strategies are like 'Paint' (of Worden) or 'Studies' of TS.
asr: look CCI for little complex example ..

TrendLine: developed in 2010
MBF recent one

- Candle Stick Patterns: Bearish Harmani , Bearish Engulfing

Esignal Back Testing code
some Back Test code here , it looks like C
Questions but no answers
Batch BackTest question

productivity

When is Some thing worth doing: K. Ref

About Dave Seth:
In practical terms, my work revolves around making sense of the world, using my writing and graphic design abilities to clarify the ambiguous.
his blog caption: An investigative approach to design, productivity and inspiration

asr: wow , see how he expressed his work in CLEAR and SIMPLE terms

asr: we can use these sheets for Anvi/Git kids to log their productivity ..

Concrete Goals Tracker 2010 Updates - Mr. K link, this helps for Trader to focus and doing high value pre-defined tasks
http://davidseah.com/pub/downloads/pceo/cgt/PCEO-CGT01-Standard.pdf

Pursue Tangible Results to Achieve Greater Goals
The Concrete Goals Tracker (CGT) is the original Printable CEO™ form, created one evening in 2005 to alleviate my desire to have a "trusted personal CEO" that would tell me what to do. I figured since I couldn't hire anyone to do the job, I might be able to go the cheap route and print one up on paper :-)

As you accomplish various goal-related items throughout the day, fill in the appropriate bubble to log the points. At the end of the day, you will see how well you did (or didn't). Each CGT form tracks an entire week, so you will see how you did every day, and week-by-week...and most importantly, what you did to move yourself along your path.

all I had to do was focus not on what they were, but how I could tell if I was on the right path or not, and whether my daily output was really helping me forward. The idea is pretty simple: by focusing on making things that people can see and counting what you've done in a simple daily manner, you plant the seeds for daily progress.
--------------

The Making Of The Printable CEO

The Printable CEO was born out of a very specific strategic need: I needed to create more tangible assets--that is, stuff that you could actually see with your eyes.

GOALS are what I want to BECOME, where I want to BE, what I want to HAVE. Because I ain't there now and that sucks.

STRATEGY is the plan that gets me from where I am now (you know, in sucksville) to the place/condition/state of grace visualized in my GOALS. A good strategic plan is one that is designed to succeed given the prevailing situation and favorable conditions. Here's an example of a good strategic plan tied to a specific goal:

GOAL: I want to be outside tomorrow, because being outside feels good.

STRATEGY: The door leads outside. By opening the door and passing through it, our goal will be achieved.


So what is the Printable CEO? It's kind of a tactical trick in two parts: a carefully-defined list of tasks that carry out my strategy without having to think about them too hard, and a positive motivation reward system that's easy to read.

The second part of the trick is the motivational psychology behind the bubble chart. Repeat after me:

The Printable CEO is not a To-Do list. It's an I-Did list.

A To-Do list implicitly says, "You need to do ALL these things, otherwise you are failing." It is a completionist, perfectionist-feeding tool. Personally, I think that creates an environment with more opportunity for failure, especially if you are a procrastinator/perfectionist like me.
----------

In general, I use only one form at a time depending on what my needs are at the moment:

High Level Goal Tracking for Freelancers and Small Business Owners -
Download the Concrete Goals Tracker (CGT)

Project-level Task Tracking -
Download the Task Progress Tracker (TPT)

Realistic Daily Planning -
Download the Emergent Task Planner (ETP)

Keeping Track of Planned versus Unplanned Stuff that Happens -
Download the Emergent Task Timer (ETT)

Keeping Track of Individual Task Assignments -
Download the Task Order Up (TOU)
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Mr. K organizer
as Mr. K said in his 'tools of the trade' section

Do-Organizer: Keeps everything organized from my to-do list, my trading journal, technical analysis studies, stock screen tracking and management, daily planner, etc. All in all, the program I probably use the most of anything beyond my internet browser. (Gemx)

asr: I need to use this software along with Printable-CEO

Trade setups - 3

Reference: for this site is from CssAnalytics , which is part of Mr. K list


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Short Quicker from Steve Kicker ( candle stick book guy )

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Rob Hanna had a post Tuesday on what's happend with the SPX after 2 days up for the past few months.
( asr: he gets ideas from quantifable edges etc..)

24 trades in 12 months = avg 1 every 2 weeks. . .and with and avg holding time of 7 days, this is an active system for short timers

Inputs: Len1(9);
If Close > High[1] and High[1] > High[2]
Then Sell This Bar at Close;
If BarsSinceEntry = Len1
Then ExitShort This Bar at Close;

As usual, I've put my little twist on things and required the entry trigger to reflect 2 consecutive higher high closes.

Exit is a fixed length. . .9 days. You can test other exits at your convenience.
And for something completely different, I've turned on the "entry pyramid" function so the system entry can trigger again within the 9 day trade period, while still exiting on the original 9th day. Using the pyramid entry almost doubles the number of trades for the year and also doubles the net return, so it works very well in this setup.



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asr: 1/ WOW!!!!! 10 + 10 systems with profit factor from 3 to 5 with TS code ready and Forum to help
2/ we can use these signals on OIL and SPY as double confirmation for our 'VP' systems.
3/ if our VP is coded in Tradesation ( reading .csv files) , we can combine VP with this BZBTrader systems.

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asr: 1/ I think we can use this GSC system as one of Second Confirmation for our VP based system. since the concept is based on OS/OB ( which is confirms truning points of VP Medium/LOng term Diff signal lines )
2/ this GSC should be applied to all stocks

Grand Slam Cross (GSC)
I recently profiled a system I called the Grand Slam Cross (GSC) which was based on the CROSS OVER (cross back over) of overbought and oversold CCI and RSI levels

I tried testing this on a few other instruments (ES, YM, etc.) over longer timeframes. The short trades continue to perform well, but the long trades seems to degrade quickly. This is probably typical behavior of overbought/oversold based systems, but I was wondering if you noticed the same thing

What Does Pyramiding Mean?
A method of increasing a position size by using unrealized profits from successful trades to increase margin

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engulfing-system for QQQ
- Exposure time is a comfortable 5 days (for me).
- Not a lot of trades over the past 16 months but, as with most of the Dirty Dozen systems, the trick is to just sit tight until the systems fire before putting any dollars at risk.
asr note: 1/ simple systems with Profit factor range from 3 to 5
2/ engulfing candle pattern coded and tested free code
3/ see the short trade of it , profit factor 100 ,
4/ avarage trade opperutnity may be 1 in month, but having 10 systems gives 2 trades/week.
5/ this is much beeter ( code ready) than that 'profitable strategies' book


http://bzbtrader.blogspot.com/2009/03/qs-macd-signal-line.html
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GSC system codes

nputs: RSILength(2), OverSold(28), Overbought(86), Oversold2(20), Overbought2(86), CCILen(8), OverSold3(21), OverBought3(100), OverSold4(23), OverBought4(100);
If RSI(Close, RSILength) Crosses Below Overbought
and CCI(CCILen) Crosses Below Overbought2
Then Sell This Bar on Close;
If RSI(Close, RSILength) < Oversold
and CCI(CCILen) < Oversold2
Then ExitShort on Close;
If RSI(Close, RSILength) Crosses Above OverSold3
and CCI(CCILen) Crosses Above OverSold4
Then Buy at Market;
If RSI(Close, RSILength) > OverBought3
and CCI(CCILen) > OverBought4
Then Exitlong at Market;

Inputs: RSILength(2), OverSold(32), Overbought(90), Oversold2(32), Overbought2(98),CCILen(8), OverSold3(32), OverBought3(78), OverSold4(32), OverBought4(86);
If Currentbar > 1 AND RSI(Close, RSILength) > Overbought
and CCI(CCILen) > Overbought2
Then Sell This Bar on Close;
If RSI(Close, RSILength) < Oversold
and CCI(CCILen) < Oversold2
Then ExitShort at Close;
If Currentbar > 1 AND RSI(Close, RSILength) < Oversold 3
and CCI(CCILen) < Oversold 4
Then Buy This Bar on Close;
If RSI(Close, RSILength) > OverBought3
and CCI(CCILen) > OverBought4
Then Exitlong at Market;

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Veteran trader experiences

Local Traders Meetup

Before proceeding further I need to clarify that my own trading timeframe is very short. I prefer daytrading and swing trades of 10 days or less as a means to manage my risk exposure. I also employ longer term option premium decay strategies for a large portion of my account, but these are basically market neutral positions, heavily hedged and yielding a slow but steady rate of return. That's just my comfort level.

Just to put things in perspective I've been trading now for 25 years, with over 35,000 hours sitting in front of my monitors, putting on some 30,000 trades and sucking up about 4000 hours just programming TradeStation code. I've tried most trading platforms and brokers, quite a few of which are no longer in business. I've bought thousands of dollars of trading software, attended seminars, workshops and trade shows and read some 200+ books on trading. I'm old and I'm tired, but I still go at it almost every day for most of the day. And my trading style today is substantially different from the one that I used 2 years ago.

Find a local trader support group. Not someone trying to sell a $2000 seminar. Telechart (Worden Bros.), Metastock, Tradestation, IB, CME, and many others (including Forex brokers)have local user groups and/or offer periodic free seminars and workshops. These are great opportunities to network and get ideas. One nugget of trading wisdom can change your whole trading perspective and maybe even improve your bottom line. A search of meetup.com should provide a quick check for what's available in your area for non-affiliated trading groups.

I use a quantitative approach to trading because my education is grounded in mathematics and economics and my brain is hard wired to favor pattern recognition. It's a curse, but I think in algorithms. I pay little attention to fundamentals because I believe price reflects fundamentals, news and sentiment better than any other indicator and there are lots of folks out there with a lot of expensive infrastructure that have access to that intel much quicker than I could ever hope to attain. I've never met a PE that I didn't like.

Recent articles in the popular press (Active Trader magazine, Futures, SFO, and Stocks & Commodities) have noted the failure of many popular trading setups such as naked put selling, trend following, consolidation breakdowns, inside day breakouts, moving average crossovers, MACD zero line crosses, etc.
My reaction . . . So what ???

If you expect market mechanics and market dynamics to remain constant you've got a rude and expensive awakening coming soon. David Varadi had a great timely post on this topic and I recommend every serious trader read it several times. David isn't a daytrader, but the points he makes are salient regardless of your trading timeframe.
Adaptability is the key . . and that implies a willingness to be open to adaptive opportunities.

That can translate into finding your own niche away from the daily tsunami of momentum, finding a few stocks/ ETFs that you track and trade in various time frames (my preference), trading different markets, trading a basket, diversifying your tactical approach, trading multiple time frames, joining a prop shop and scalping pennies and nickels with other people's money, OR ???? Adapting is a process. . . an ongoing learning process.

For several years I was on the board of directors of the largest trader support group in SoCal with a rotating membership of about 400 traders. The group was mixed and traded a variety of platforms and a variety of products - Forex, futures, options, stocks. Some traded million dollar accounts while others traded with $10,000 or less. It really didn't matter, the idea was to network, share war stories and learn from each other. We had well known speakers come in every month and deliver their perspective on trading. Most of them also sold books, educational CDs, training workshops, etc. We always endeavored to vet speakers before inviting them to assure that we weren't part of a snake oil promotion.

That group has now disbanded and the reasons can mostly be traced to lack of commitment, disillusion with realities of trading for a living and an almost universe feeling of ennui. I'm still in contact with a core of about 20 traders from that group who are still plugging away, but that's a pretty high attrition rate.

ad to report, but over the past two years I've seen more than a few skilled and experienced traders either blow up their accounts, become so scared of the markets that they could no longer pull the trigger and/or decide they really couldn't make a living trading. The collateral emotional damage including personal anxiety, frustration and feelings of inadequacy and failure that accompany such reversals should not be underestimated. Such fallout can seriously damage a psyche and threaten a marriage and family ties. I've seen it close up.
I've often heard it said that one year of daytrading is the equivalent of 3 years of intensive psychoanalysis. Believe it.

Trading ain't easy and anybody that tells you otherwise is a liar (probably trying to sell you something packaged as an edge). There are a few nuggets out there . . finding the ones that fit with your mindset, capital resources and risk tolerance is a very complicated and time consuming dance. Expect a few missteps and falls along the way.