FANDOM


at the moment i can't login but the data is all there..

notes from before:

smoothed in on balance volume and accumulation distribution

5 day moving average of on bal vol and accumulation distribution right now specific day

http://kb.esignal.com/display/2/index.aspx?c=12&cpc=ULwO0A442oKs512Q04X5j0UupP4SveI6dt2WJi7&cid=4&cat=1003&catURL=kb%3d6%26L1cid%3d1003%26level%3d2%26&r=0.51968377828598

need crossovers, upturns, signals

what the different distributions???

I think the most critical need is the "MIS" system of a sort. I need to be able to get critical information, components of the models changing direction to allow me to view the models at the time those changes are occurring and initiate action if called for. That's been our biggest, and my problem. The models contain 5-7 components of information to make a decision on and since I haven't regressed the components in 33 years I'm not quite sure what weights to give them, but decisions are primarily made on my observations over the years of what leads and lags. It's, perhaps, a bit to anecdotal. 

That's the "alert" area we need and can be tailored to our choices. The "filter" issue is that we should be looking at anywhere from 200-300 securities and I can't do that manually so things get by us and we're late. Not a good thing in trading, arbitrage, or investment. Also, we should be more deductive than inductive and we're not using the tools we can to do that. 

{| border="0" cellpadding="0" cellspacing="0" class="ecxyiv1582408020" id="ecxyiv1582408020bodyDrftID" Had to use Yahoo as they have screwed up Hotmail...

So, open a chart window, enter $indu, go to studies and enter Moving Averages. I suggest using 5days and 20 days, use candles, or open high low close bars, put in Bollinger Bands use 20 and 2std's. Open an Macd model, stack studies, open a stochastic study, open a Accumulation/Distribution study. Open a money flow study. This is a basic format for looking at any entity. The $ sign is used in front of all averages. You can also get all the input in $comp, which is the DJI 65 stocks, but they don't have the data for SPX, or the Nasdaq composite and they don't have studies such as the Chaikan oscillator and Price Volume Trend which are useful. Trade Station has this data and active options pricing with analytics that's why we have to use both platforms for the moment and having experienced down time in one platform having a second is intelligent. 

The weakness in Trade Station is it's graphics which aren't close to Esignal's.

Because of the work David and I did in the late 80's I use the 5/20 day moving averages in our short term models and I am using the 3 week/12 week mav's in our intermediate work. I'm going to look at the models now and will give you more later. 

The critical issues are an MIS approach using the filter's and alerts to give me/us signals from the price components of the models and the other components on a timely basis, because we miss things constantly. I used to have a day to a week to eyeball things now I have a minute to a day. That's the dynamic of the changes in a little over 10 years. 

We also probably have 200-300 things including ETF'S we want to follow on a constant basis and automation of the analytic's has become necessary and critical. By the way you might want to model some ETF's and I would suggest IEF, TLT, SHY, GLD, USO, XLK, XLE, XLF to start. Later, Dad

Test Summary</u>

Ignoring the Candle charts there are five components to each model.</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">I weight them as follows:</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">1. the accumulation/distribution dollar flow of the Advanced model platform</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">2. the accumulation/distribution dollar flow of both the Legacy Model</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">3. the OBV dollar flow module</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">4. the MACD</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">5. the Stochastic. </p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">We should start with the Legacy Models based on E Signal. </p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">- use the ROC as a measure of the effect on prices of the dollar flow components</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">- look at the MACD and Stochastic for confirmation of direction and changes in direction. </p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"><u>Requirements </u></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">Need is an MIS capability to give me signals on changes in direction of all the components of the models. </p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">An alert system to call it something and that exists in the Trade Station platform. </p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">I have 7 components to each model on the Trade station platform and those have smoothing capability. </p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"><What are the seven components?></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">E Signal requires some programing to smooth and that would be beneficial I believe for management purposes and display. The Trade Station platform has a regression module, sadly, being the programing Neanderthal I am that has never been used. </p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;"></p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">Follow up on:</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">1. regression in tradestation</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">2. access to esignal and tradestation on computer</p> <p class="MsoNormal" style="background: white; margin: 0in 0in 0pt;">3. explain 5 components to each model, explain 7 components</p>

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