todo

5/25/10 todo:

1. have 5 min, 2 min data @CL from Amaresh and have it find correlation with past days betwen 4 am and 7:30 pm ( addtl filters Monday, Friday ) and see those days how OIL price moved rest of the days

2. use assetprime blog to learn OIL/SP/EURO and get equation by taking past 3 to 4 OIL down turns and UP turns ..

5/15/10 todo:

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how to find how front month spread trading performed for last 5 to 10 years, here are steps

a) have northgate data and with Amibroker read and write file data, (front - back ) for all JUNE/MAY for all months and yeras and save as separate files

b) have AB functions to read these files and return values

c) wirte code to call these func and plot

d) this way we can find out how JUNE/MAY did in the last week of MAY expiry for last 5 yeras and also find all market crash months see how crude curve done in those 2 months combo..

5/15/10: Essential trading tools:

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1/ good tools such as VP are good to give days range phigh/plow this is base line

2/ , but to battle intraday tape we need

pattern recognition (auto) such as

. Triangles/Channels formed every day in and out ( patternexplorer.com )

. candle Sticks auto recognise and give buy/sell ( see delious link for calculating % success of a candle stick pattern)

3/ Henikin-ashi and ATR lines adds to above pattern recognition for better entry/exit

4/ then use CL spread range known for day with above 2) to get edge in entry/exit

5/ I am not using amibroker automatic analysis , need to use to find opportunity in CL , DX , EURO, SPY , Gold , RBOB, Nat Gas . We are getting IB Data real time for all these symbols it is matter of applying patternexplorer.com in automatic Analysis.

6/ Even for Henikin Ashi we need to apply auto analysis to all above CL, DX , SPY .. symbols to get morning first oopertunities , once found then Open chart and see which TRIANGLE /CANDLEstick are telling or we can combine

- Henikin-ashin, ATR , Trinagle and CandleStick all FOUR and take only when all 4 are met either LONG or SHORT side.

- combine above 4 with VP phigh/plow range and Spread range for DAY ..

todo: need to find a way todo multiple data sources Northgate (EOD) , IB realtime to Amibroker ..

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1. have northgate data setup: with amibroker for all commodity futures

a) so that can see CCI, MACD , ATR , STOC , BolingerBand ( +1 , +2 ) , param Optimize for ATR period, CCI period and all Technical analysis for all of Cotton, Oil, Soy bean oil etc. to make better trade decisions.

b) get mastery of basics: MACD , CCI , Stoc divergence pattern with respect to price ( see saved posts under Cmdt-TA ) by daily watching charts with this setup.

c) Set up and Use all the above TA indicator for Cotton , Oil on consistent daily basis.

2. spend time with VP charts: everyday , next day high/low , PMDiff, PLDiff , Ndx , 3-EMA every day.

3. Archive Commodity news: from site:bloomberg.com site:about.com to a web site

a) see if we can use some PHP UI packages for FORM creation/data caputure on eapps server ( see what is offerd by eapps )

b) use the PHP XML to arrray code ( Seasonal-System) , write comments in XML format

c) for above site news extract we can use PHP , Watir not required. Watir is only Login/password cookie setup on Mrci

4. Northgate Data to CSV: save data with Amibroker to csv file for Corn, Cotton etc.. for Dygraphs

5. Dygraphs: use above CSV data to display charts with dygraphs

a) display JUN 2011/JUN 2010 buy/sell for 1 year from JUN 2009-10 to see spread. Calculate diff from csv and save it as new csv. Let Dygraphs read this csv and display .

b) have it as parameter so that just pick month Year from JqureryUI pkg ( have nice Date UI )

6. MRCI charts: use Watir to extract MRCI data : save it as .htm files

b) let php program extract table data ( it has html extracter ) and save as csv.

c) dygraphs will read this csv to display varience , Standard deviation to show trade Max draw down and Low risk entry points

d) php program will read csv and display trade recommendations .