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Search: Posts Made By: Fat Tails
Forum: Trading Journals March 30th, 2011, 11:38 AM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
If you want an audible alert for an inside bar,...

If you want an audible alert for an inside bar, it needs to be an intelligent alert.

-> next to every bar starts as an inside bar, and you do not want to be alerted all the time
-> if you get the...
Forum: Trading Journals March 29th, 2011, 01:22 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
No comments, just a nice picture :) Acting ...

No comments, just a nice picture :)

Acting

- the pivot lines and yesterday's close as S/R levels
- the VWAP as a trendfilter and S/R
- the pivot range and 3-say rolling pivot range as...
Forum: Trading Journals March 28th, 2011, 12:05 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
The second one was a breakout from the opening...

The second one was a breakout from the opening range.
Forum: Trading Journals March 24th, 2011, 01:23 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Squeeze Bars, Reversal Bars

I am not using the concept in exactly the same way, but I look at


Narrow Range Bars (NR7)

A bar which has the lowest range of the last 7 bars. I use the strict definition, that is the range...
Forum: Trading Journals October 24th, 2010, 09:21 AM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Have put my rollover dates and offsets, which are...

Have put my rollover dates and offsets, which are mostly based on volume rollover and always on CL settlement price here:
...
Forum: Trading Journals September 24th, 2010, 03:39 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
I cross-check my setups with the results as...

I cross-check my setups with the results as indicated by the hindsight bars. Ideally as many of my setups should achieve the expected R-Multiple.



For the R-Multiple see this thread:
...
Forum: Trading Journals September 24th, 2010, 09:12 AM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Shortfalls of Backtesting Backtesting has a...

Shortfalls of Backtesting

Backtesting has a major shortfall. It only allows you to evaluate an idea or system, and optimize it over various parameters and instruments. System means a set of...
Forum: Trading Journals September 23rd, 2010, 03:19 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
That is not efficiency. I responded to a prior...

That is not efficiency. I responded to a prior post with light sarcasm. This made me replace the inside bar with a hindsight bar, and unfortunately this idea developped into a serious concept,...
Forum: Trading Journals September 23rd, 2010, 03:02 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
A candlestick is not a setup, but just a...

A candlestick is not a setup, but just a representation of OHLC. But if you refer to candlestick pattern, some of them work quite well, others do less, as they are exploited.

If you have a...
Forum: Trading Journals September 23rd, 2010, 01:57 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
You rightly detected a bit of sarcasm, as I do...

You rightly detected a bit of sarcasm, as I do not believe that NR8, NR9 bars etc. bring us any further, unless you undertake the effort to produce a backtest, which shows that they work better than...
Forum: Trading Journals September 23rd, 2010, 09:39 AM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Hindsight Bars I keep that code, but it is...

Hindsight Bars

I keep that code, but it is one of the most powerful tools that I have. I use them for visual backtesting. It for sure does not belong into this thread, but this is how it works:
...
Forum: Trading Journals September 23rd, 2010, 08:43 AM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
You could add NR13 bars, IR9 bars or double...

You could add NR13 bars, IR9 bars or double outside bar..... no limits to your imagination. The only limit is your bank account.


Hindsight for Inside

What about a hindsight bar, which...
Forum: Trading Journals September 17th, 2010, 05:55 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
I have already switched this morning. Volume was...

I have already switched this morning. Volume was higher for CL 11-10 than for CL 10-10 today. If in doubt, switch early.
Forum: Trading Journals September 14th, 2010, 01:04 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
I would be careful with a solo NR 4. I am not...

I would be careful with a solo NR 4. I am not sure if we still talk about a high probability setup.
Forum: Trading Journals August 8th, 2010, 05:11 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
No, it only works with NT7.

No, it only works with NT7.
Forum: Trading Journals August 7th, 2010, 06:50 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Hi Mike, release 42 - you are at least...

Hi Mike,

release 42 - you are at least two years ahead of me. Maybe I slept too long last night. ;)

Hi Shodson,

NinjaTrader works well with backadjusted contracts. You can create them...
Forum: Trading Journals August 7th, 2010, 05:49 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Checked the values, they are correct. You can...

Checked the values, they are correct. You can display the correct pivots both in NT 6.5 and NT 7.0 by using indicators without entering them. Only thing required: A datafeed that delivers the correct...
Forum: Trading Journals August 7th, 2010, 05:38 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
I can only repeat this. Inside bars are good...

I can only repeat this. Inside bars are good setups, because the volatility is low, but first you need to filter the breakouts by establishing a preferred breakout direction. In analyzing the inside...
Forum: Trading Journals August 5th, 2010, 05:11 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Your comment is like an inside bar. Reduced...

Your comment is like an inside bar. Reduced volatility. So somebody should use this as a setup.:becky:
Forum: Trading Journals August 5th, 2010, 03:29 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
(1) Just a statement. (2) cunparis did not...

(1) Just a statement.

(2) cunparis did not say that such as system does not exist. He just stated a belief. There are other professional traders who share this belief.

(3) cunparis did not...
Forum: Trading Journals August 5th, 2010, 02:59 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
I would have used different words, but I do agree...

I would have used different words, but I do agree with the comment on the first and the second sentence.

Explanation: It is difficult to conceive profitable mechanical systems. Mechanical...
Forum: Trading Journals August 4th, 2010, 12:18 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
One tick failure

Just observed this on 6E : a one tick failure after an inside bar. The concept of the preferred breakout direction, did not allow me to take the breakout to the upside, but what about the downside?...
Forum: Trading Journals August 2nd, 2010, 07:05 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Pinbars are just reversal bars. They work well if...

Pinbars are just reversal bars. They work well if they come after a correction and the trend resumes, if they are sitting on the edge of a trading range, of if they are fake bars (2B setup).

For...
Forum: Trading Journals July 29th, 2010, 06:42 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Thanks for pointing to the Trader Feed post. I...

Thanks for pointing to the Trader Feed post. I love those contributions of Brett. Ayn Rand is completely unknown in Europe. We usually refer to Popper and Kuhn. I guess I will get myself a book by...
Forum: Trading Journals July 29th, 2010, 03:14 PM
Replies: 1,073
Views: 224,033
Posted By Fat Tails
Prior to the directional momentum which has been...

Prior to the directional momentum which has been created, there was a period of low volatility such as represented by an inside bar. This thread is not about trading inside bars, but about the...
Showing results 1 to 25 of 73

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