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ACD trading By Mark Fisher
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ACD trading By Mark Fisher

  #171 (permalink)
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mfbreakout View Post
position size relative to ones account. For some 10 cars is starter and for some 40 cars is a starter and so on. My position size was not in sync with the type of trading day we had on Friday. Last Tuesday, Wednesday were type of days to have maximum position size.

Failed A downs and A ups are some of favorite set ups. I did not go long @93.70, I went long @93.90 with stop loss @ 93.49. I realized failed A down set up a bit late. 50 ticks stop loss is not good- even though trade worked out.

My mistake was to go long when 93.70 was broken on Volume. Counter weekly and daily trade. Trade was reactive and without solid plan.

Even though, i had 5 successful trades- 4 shorts and 1 long. One trade of going long with wrong size was too much. Only way to recover would have been to take other trades with same size. I reduced my size to get my senses together.

After 4,000 hours of screen time exclusively trading CL with ACD method ( live and sim) matching position size with trading day type continues to be my weakness. I feel it's just around the corner but looks like I am not ready yet. The only way to find is to trade.

What is a failed "A Up" or "A Down"?

Is that a type of breakout? I will get his book, as my interest is peaked, but just curious for now...

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  #172 (permalink)
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What is a failed "A Up" or "A Down"?

Is that a type of breakout? I will get his book, as my interest is peaked, but just curious for now...

Yes.

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  #173 (permalink)
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Thanks FT, I appreciate the insight. I like ACD, however, the exact methods, rules. etc, listed in the book are a little outdated in my opinion. They may still work but definitely have to adapted to todays fast moving markets.

For example, the numbers he lists in his book as a sample OR and Pivot are a lot smaller than the pivots and ORs that exist today. Like mfbreakout had said in an earlier post, the stops are too big if you apply ACD to the current markets especially CL. Its not uncommon to have 50 or more tick stops using ACD, so for the average person its hard to stomach a stop loss of $500 or more dollars. This is the reason I was interested in learning a little more about the noise indicator.

The other thing about ACD in todays market is the amount of overnight moves. When Fisher wrote this book the overnight markets existed but the volume wasn't nearly as great. He talks about late day C moves and how this might be a time when you hold overnight. In todays market overnight moves can be 100 or more ticks.

I would be interested in hearing what you guys think.

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Intraday Volatility of CL

@rw1717: The volatility during the US session is still higher compared to the volatility during the European session. If you look at CL for the last 20 weeks, you get the following values for the average hourly ranges (see chart below):

Asian session: 20-45 ticks
European session : 50 - 70 ticks
US session: 80-125 ticks

For the IPE traded Brent Crude (chart not shown) the values are:

Asian session: 20-45 ticks
European session : 50 - 90 ticks
US session: 65-115 ticks

This means that depending on news there can be quite a lot of volatility during the European session as well.

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ACD

Futures Edge on FIO
Pivot tracker value of 3 ( Yum) . 12 day cumulative ABCD -5 and 30 days 8. I share my set ups to share and learn. It's in my self interest to fill gaps in my trading.

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ACD trading By Mark Fisher-2011-12-19_0654_pre_market.png  

Last edited by mfbreakout; December 19th, 2011 at 07:24 AM.
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ACD

I do not use Fib and patterns to trade but like to see what else traders are looking at. It helps to look at things differently otherwise ACD box gets pretty boring. This is from a friend.

$CL_F visual $$ http://tinyurl.com/6rah8bp

PRZ= Price reversal zone

Does not hurt to look at big picture.

$CL_F big picture $$ http://stks.co/1b4q


Last edited by mfbreakout; December 19th, 2011 at 08:24 AM.
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  #177 (permalink)
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ACD

cl 12-19-2011

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  #178 (permalink)
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mfbreakout View Post
cl 12-19-2011

94.44 is all she wrote. No late day C up. There is a reson it's once in a Blue moon set up. I have only seen it 4 times in 2011.

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  #179 (permalink)
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ACD


mfbreakout View Post
94.44 is all she wrote. No late day C up. There is a reson it's once in a Blue moon set up. I have only seen it 4 times in 2011.

One way to trade based of S/R and based off price action.


I do get stopped out 2-3 times a day and have 2-3 losers with stop loss. For my style of trading- 80% of the days CL trading is a battle and then we have 20% of trend days.

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ACD trading By Mark Fisher-2011-12-19_1441_end_of_the_day..png  

Last edited by mfbreakout; December 19th, 2011 at 03:05 PM.
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So your goal is to survive 80% of the days and take big profits 20% of the days?

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