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ACD trading By Mark Fisher
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ACD trading By Mark Fisher

  #491 (permalink)
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Anyone mind sharing the A &C specs for the ES and CL per Fishers subscription? And Can anyone confirm the 3.5 for the ES is in points? Thanks,



cainandi View Post
Does anyone know if Fisher lists all of his "A" values in ticks on his subscription service or are some of the values in points?

For instance, the ES is listed at 3.5 and the CL at 8. I know CL is 8 ticks, because 8 points for the CL is unrealistic, that would be 80 ticks, but he lists NG as 50, that is obviously 50 ticks. I'm assuming the ES is 3.5 points and not ticks?

The TF is listed at 2. Would this be 2 ticks or 2 points...there is a big difference between 2 ticks and 20.


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  #492 (permalink)
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ACD method


robert880 View Post
Anyone mind sharing the A &C specs for the ES and CL per Fishers subscription? And Can anyone confirm the 3.5 for the ES is in points? Thanks,

ES in points. CL , NG in ticks. Per MarK Fisher ES etc are not suitable for his breakouut method. These are hardest to trade.
He uses it more for CL, GC, SI, HG etc.



My posts are not meant to give financial advice neither do they imply that my method is special. "THIS IS WHAT I COULD BE IF I HAD A TOTALLY CARE FREE STATE OF MIND DURING TRADING" Mark Douglas.
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  #493 (permalink)
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YM ACD values


I am having a hard time finding the A & C values for YM. Does anyone know them? Thanks.

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silver99 View Post
I am having a hard time finding the A & C values for YM. Does anyone know them? Thanks.

I think that there are no official values for YM. Also I do not understand the ideas behind those values. For example the A value of ES is 7 times larger than the C value. For TF the A value is 2.5 times smaller than the C value. I think that you can use any value calculated from the average daily range, if you determine the best multiplier via a backtest.

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ACD values

Fattails,

My thought from reading the Logical Trader book is that Fisher has done extensive backtesting to arrive at the A & C values, which differ for each market. I agree with what I think is your point that these values change over time depending upon many different factors. Although I have seen that the CL, ES & NQ A values seem to be very accurate. I am looking at the TF market currently and don't have an opinion yet. The C value is very rarely touched, as it has to confirm the A value in the opposite direction before the C value is activated.

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silver99 View Post
Fattails,

My thought from reading the Logical Trader book is that Fisher has done extensive backtesting to arrive at the A & C values, which differ for each market. I agree with what I think is your point that these values change over time depending upon many different factors. Although I have seen that the CL, ES & NQ A values seem to be very accurate. I am looking at the TF market currently and don't have an opinion yet. The C value is very rarely touched, as it has to confirm the A value in the opposite direction before the C value is activated.


My feeling is that those values have barely changed over the last 10 years, and that the backtesting was done in the Nineties. The approach has certainly its merits, but I am not sure that results depend a lot on the suggested values for the A and C levels.

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ACD method

ACD has little to do with A and C values and more to do with context. Fish just gave A and C values as a refrence point. At the same time he said one should adjust A and C values based upon volatility of an instruement.

Just as there is no fixed OR for every trader under the sun. There is no fixed A and C value for different instruements. Some traders use 5 minutes OR, some use 15 minutes, some use 45 minutes and so on. A trader should try to understand why should he use 5 minutes OR vs 45 minutes. Similarly he should spend some time in understanding which A and C values will will be suitable for different OR. Volatility of an instruement for 5 minutes OR is different and thus different A and C values Vs 45 minutes OR.

General guideline is to use 25% of weekly Volatility range to determine A and C values. I know of traders who use 40% of daily ATR, some use 20% of weekly ATr and so on.

A and C values are a small component of ACD method. Try to use ACD for getting context. I personally use A and C values provided by Fish service. I later realize they are not as important as i thought. They are just one component of a system.
Time is more important than price. Traders waste time trying to figure out if A up is confirmed by trying to see if price stayed above a certian level by 2 ticks, 5 ticks etc. They are worried about ticks. They have little clue as to what 30 days, 5 days number line reading is showing and try to go long on confirmed daily A up when number line is -8 etc and get surprised all day long. If a trader finds it too overwhelming to track number lines, he/she should be able to look at daily chart and see trend.

Subscription service is avialable for fish service but traders waste 1 year, 2 years looking for simple answers because they do not want to pay for subscription service either.



My posts are not meant to give financial advice neither do they imply that my method is special. "THIS IS WHAT I COULD BE IF I HAD A TOTALLY CARE FREE STATE OF MIND DURING TRADING" Mark Douglas.

Last edited by mfbreakout; September 21st, 2014 at 01:37 PM.
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Opening period - Gold futures


Fat Tails View Post
In order to have Mark Fisher's recommendations available you need to subscribe to his (rather expensive) service. The last information that I had - it may be well over a year old - was that he uses

-> an opening period from 9:30 to 9:50 AM EST for ES
-> an opening period from 8:30 to 9:15 AM EST for CL

Please don't ask my why, I do not know the answer.

Would you have a suggested opening period for GC - Gold futures
The pit opens at 8:20 EST, does it not?

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e4williams View Post
Would you have a suggested opening period for GC - Gold futures
The pit opens at 8:20 EST, does it not?

I think that Mark Fisher uses an opening period from 8:00 until 8:40. I don't trade the opening range for GC, therefore I cannot give any recommendations.

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ACD value and range


Here you go

e4williams View Post
Would you have a suggested opening period for GC - Gold futures
The pit opens at 8:20 EST, does it not?


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