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Demark Indicators part 1 - TD Setup


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Demark Indicators part 1 - TD Setup

  #11 (permalink)
 Zoethecus 
United States of America
 
Experience: Advanced
Platform: NT
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fluxsmith View Post
I realize this is a very old thread, but it caught my eye as a method I could write an ATS for. I've done that and it backtests quite profitably, sim and live is next.
I wrote the attached indicator after writing the ATS in order to verify its entries. As I'd never heard of these before, I'd appreciate it if someone with an interest in them would validate this, after which I'll post it to the downloads area. (NT7)

Thank you!

Can you share the backtest results and data series?

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  #12 (permalink)
 
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 sharky 
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what backtest do you want this is just a indicator that plots previouse consolidation and gives you an idea of where your next support area is??? sharky

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  #13 (permalink)
 fluxsmith 
Santa Maria
 
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Zoethecus View Post
Can you share the backtest results and data series?

I'll be happy too... tomorrow. Still determining the trade management parameters.

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  #14 (permalink)
 Zoethecus 
United States of America
 
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sharky View Post
what backtest do you want this is just a indicator that plots previouse consolidation and gives you an idea of where your next support area is??? sharky

He created a ATS for this, so I assume it can be backtested.

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  #15 (permalink)
 
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 sharky 
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your right i was being absent minded and glanced at your comment while reading some other stuff...sharky

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  #16 (permalink)
 fluxsmith 
Santa Maria
 
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Zoethecus View Post
Can you share the backtest results and data series?

As discussed, here's the strategy. I did this based on post 1 of the thread, treating the calculated lines as breakout thresholds. Looking at resulting charts I think the best possible improvement would be to trade the breakout failures. This takes one signal per level.

This hasn't been traded live, not even in sim.

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  #17 (permalink)
javaAl
USA
 
Posts: 4 since Sep 2010
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I am programming the TD Sequential(TD price flip, TD Set up, TD Countdown) using the "Perl" Demark Indicators book.
However on line, they had spoken about the intersection. Because the book never mentioned the intersection, Is the intersection important?

Does anybody have a United States security(NYSE, NASDAQ, AMEX) picture or data points where I could test my results?
Here is my log example.

TD price flip : CREDIT SUISSE GROUP CS 01-Mar-2010 45.34
TDSETUP 1-9
1. CREDIT SUISSE GROUP CS 01-Mar-2010 45.34
2. CREDIT SUISSE GROUP CS 02-Mar-2010 45.73
3. CREDIT SUISSE GROUP CS 03-Mar-2010 46.12
4. CREDIT SUISSE GROUP CS 04-Mar-2010 46.34
5. CREDIT SUISSE GROUP CS 05-Mar-2010 48.16
6. CREDIT SUISSE GROUP CS 08-Mar-2010 48.3
7. CREDIT SUISSE GROUP CS 09-Mar-2010 48.23
8. CREDIT SUISSE GROUP CS 10-Mar-2010 48.95
9. CREDIT SUISSE GROUP CS 11-Mar-2010 49.6

TD COUNTDOWN
1. CREDIT SUISSE GROUP CS 11-Mar-2010 49.6
2. CREDIT SUISSE GROUP CS 12-Mar-2010 49.83
3. CREDIT SUISSE GROUP CS 15-Mar-2010 49.81
4. CREDIT SUISSE GROUP CS 16-Mar-2010 51.06
5. CREDIT SUISSE GROUP CS 17-Mar-2010 52.1
6. CREDIT SUISSE GROUP CS 18-Mar-2010 51.9
7. CREDIT SUISSE GROUP CS 26-Mar-2010 50.13
8. CREDIT SUISSE GROUP CS 29-Mar-2010 51.12
9. CREDIT SUISSE GROUP CS 30-Mar-2010 51.25
10. CREDIT SUISSE GROUP CS 31-Mar-2010 51.38
11. CREDIT SUISSE GROUP CS 01-Apr-2010 51.58
12. CREDIT SUISSE GROUP CS 09-Apr-2010 50.72
13. CREDIT SUISSE GROUP CS 12-Apr-2010 51.31


if anybody would help, I would be grateful.

Thank you,
javaAl

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  #18 (permalink)
kaywai
singapore
 
Posts: 131 since Nov 2009
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Hi javaAl,

Intersection is only used for stocks...your setup and countdown for credit suisse is correct...now you have to program the cancellation, recycling etc.

btw are you programming it for ninjatrader?

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  #19 (permalink)
javaAl
USA
 
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I am a Java programmer with free time on my hands.
I've never heard of ninja trader. Will google it.

My application has a list of around 5000+ US stocks. It looks for the TD Sequential.
All data is downloaded, parsed, and searched for TD(buy n Sell). The data is free from yahoo financial.

But, it is not live data. I wanted my algorithm 100% before started working on intraday trading.

So, is there a site or tool I could use to test the application against?

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  #20 (permalink)
 
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 RedBrgCptL 
El Dorado Hills CA/ USA
 
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My experience with TD Sequential started with Bloomberg where it was originally programmed. Ninja Trader has a Sequential indicator you can use and it too is free just as your yahoo. I have found it pretty responsive. Good Luck.

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Last Updated on September 14, 2010


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