Daily chart patterns to trade

Winning Edge Intraday System

http://www.megaupload.com/?d=V8LXPQ2F

pwd weisweis

Intraday Scalping system

it is pretty nice one, actually one of the best I found on the web (normally folks don't publish their systems in public forum)

LBR is a nice indicator, it often gives same signal as my swinglines.

http://www.megaupload.com/?d=O3N9R3WC

Trading setup from M. Walji

this setup also works on 15min chart

Tricks about reading DOM

first one, easy to understand, balanced DOM, often you see this around major S/R or consolidation area. It is a fight for control However a lot of folks read the second DOM in a wrong way. You see more sellers matching on the DOM, but that actually suggest possible more upside. YOu also notice this if you listen to PIT frequently. It is called: " they are selling to rally the market" those papers do this every day. 这个叫bid-ask-spread this ratio is significant when it is over 1.5 or lower than 0.65 for ES. 简单的说就是这些DOM上的sell orders are for liquidity purpose. When there is no selling order, no buyer will come in. if so, buying will end. \ So those papers have to sell to provide liquidty to let market up. same case for the downside.

Supertrend strategy

Ninjatrader code, you need those indicators imported first.

------------------------------

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
///

/// Enter the description of your strategy here
///

[Description("Enter the description of your strategy here")]
public class testSuperTrend : Strategy
{
#region Variables

#endregion

///

/// This method is used to configure the strategy and is called once before any strategy method is called.
///

protected override void Initialize()
{
CalculateOnBarClose = true;


Add(DynamicSR(21));
Add(SuperTrend(10, 3));
Add(CCI_Histogram(14)) ;
Add(ElliotOscillator(5, 35));
}

///

/// Called on each bar update event (incoming tick)
///

protected override void OnBarUpdate()
{
//go long
if
(Close[0] > DynamicSR(21).Resistance[0] && Close[0] > SuperTrend(10, 3).UpTrend[0]
&& CCI_Histogram(14).CCIoversold[0] > 0 && ElliotOscillator(5, 34).Uptrend[0] > 0)
{
EnterLong(DefaultQuantity, "");
}

//stop if closes under dynamic S
if (Position.MarketPosition == MarketPosition.Long && Close[0] < marketposition ="=""> DynamicSR(21).Resistance[0])
{
ExitShort();
}

}

#region Properties

#endregion
}
}

我把下载连接打包传上去了.

http://www.megaupload.com/?d=KVU6JP8F


pwd: ldfofg%^*$#$.$%

3天以后, 就是这个周末我会把它删除.

请要下载的朋友务必在这几天完成下载

破解软件的post都删除了

如果你还没有来得及下载, 请email我 biorjin@yahoo.com 我可以给你一份打包下载的东西

从今天开始,我会把我的一些backbone 系统陆续放上来

Intraday swing trade systems

今天忙着整理我的swing trade systems

从老计算机上找到我刚开始fulltime day trading的时候的8块毛玉，

说是毛玉，因为他们都是简单backbone systems，几乎没有使用filter优化处理， 但是就是这么一些backbone systems 却体现出很好的potential。我现在使用的2个自动交易系统就是从他们中间优化而来的。

以下是最近他们的performance，

考考大家

1,有谁能猜到，哪两个是我现在系统的原型吗？

2, 哪个prototype systems最近的表现最好？

大盘何去何从

http://eodswingtrader.blogspot.com/

其实看大家每天这么猜来猜去的也蛮累的.

retail trader得到的那点信息不是晚了,就是错的.

以前说的大家都应该有自己的系统, trading, 和poker一样, 玩得是统计, 而不是赌博.and charts,

only charts tell the truth.

上些spy EOT swing trade的图, 最近4年的.

图上的indicators都是custmerized

Chatroom password

I didnot know it has to be more than 5 letters

so I change it to blog09

sorry about that

Nice trading last week

We have about 40 traders trading together, nice trading week.

I will see you folks next week, same chatroom (ES live trading calls)


http://express.paltalk.com/index.html?gid=1200300403


trading time: 9:30AM EST-- 16:00 PM EST

If you have trouble hearing my comments, you should be able to solve the problem by downloading paltalkscen software from paltalk.com

where to buy the dip

Okay, we had a huge rally, and we had 2 day back-to-back pull back,

so it is all about where to buy the dip,

watching the charts carefully, you can easily realize the second wave generally starts when green line (RSI2) enter oversold zone.

so what you should do? right! start to accumulate after it is oversold.

Daytrading Osc

/* DT Oscillator
**
** AFL translation by X-Trader
** http://www.x-trader.net
**
*/

PeriodRSI= Param("PeriodRSI", 13, 1, 250, 1);
PeriodStoch=Param("PeriodStoch", 8, 1, 250, 1);
MAType=Param("MAType", 1, 1, 2, 1);
PeriodSK=Param("PeriodSK", 5, 1, 250, 1);
PeriodSD=Param("PeriodSD", 3, 1, 250, 1);
Upper=Param("Upper", 70, 50, 100, 1);
Lower=Param("Lower", 30, 0, 50, 1);


StoRSI= 100*(( RSI( PeriodRSI) - LLV( RSI( PeriodRSI ) , PeriodStoch ) ) / ( ( HHV( RSI( PeriodRSI) , PeriodStoch ) ) - LLV(RSI( PeriodRSI ), PeriodStoch ) ) );

if(MAType==1)
{
SK=MA(StoRSI,PeriodSK);
SD=MA(SK,PeriodSD);
}

if(MAType==2)
{
SK=EMA(StoRSI,PeriodSK);
SD=EMA(SK,PeriodSD);
}

Plot(SK,"DTOscSK",ParamColor( "ColorSK", colorBlue ),styleLine);
Plot(SD,"DTOscSD",ParamColor( "ColorSD", colorBlack ),styleDashed);
Plot(0,"ZeroLine",ParamColor( "ColorZero", colorBlack ),styleLine);
Plot(Upper,"Upper",ParamColor( "ColorUpper", colorRed ),styleLine);
Plot(Lower,"Lower",ParamColor( "ColorLower", colorGreen ),styleLine);

IBSI countertrend trade system

Three lines converge on 100, it signals a short; coverge on -100 strong buy.

It is based on IBSI and EMA. This signal is pretty sensitive and normally gives you a good timing. You have to put 5% stop loss on it for actual trading. Even you do that, you still have the danger for overnight crash like BSC/Crox, so be careful with it

The code was written in Wealth-Lab

----------------------------------------------------

{$I 'NewMax'}
{#OptVar1 50;5;65;5}

{#OptVar2 30;5;65;5}

{#OptVar3 20;5;65;5}

{#OptVar4 20;5;65;5}
function IBSISeries( Series, Period: integer ): integer;

begin

Result := MultiplySeriesValue(

SumSeries( DivideSeries( SubtractSeries( Series, #Low ),

SubtractSeries( #High, #Low ) ), Period ), 100/Period );

end;

const MA1 = #OptVar1;

const MA2 = #OptVar2;

const MA3 = #OptVar3;

const MA4 = #OptVar4;

var IBSISer,Bar: integer;

var Trend1, Trend2, Trend3, Trendpane: integer;

var Trendlow,Trendhigh,Tbar: integer;

Trend1 := EMASeries( #Close, MA1 );

Trend2 := EMASeries( #Close, MA2 );

Trend3 := EMASeries( #Close, MA3 );

IBSISer := IBSISeries( #Close, 5 );

Trendlow := NewMaxSeries( Trend3, MA4 );

TrendHigh := NewMaxSeries( Trend1, MA4 );

Tbar := NewMaxSeries( IBSISer, MA4 );

PlotSeriesLabel( Trend1, 0, 007, 1, 'EMA-'+IntToStr( MA1 ) );

PlotSeriesLabel( Trend2, 0, 060, 1, 'EMA-'+IntToStr( MA2 ) );

PlotSeriesLabel( Trend3, 0, 500, 1, 'EMA-'+IntToStr( MA3 ) );

TrendPane := CreatePane( 75, true, true );

PlotSeries( Trendlow,TrendPane , 900, 2 );

PlotSeries( Trendhigh, TrendPane, 050, 2 );

PlotSeries( Tbar, TrendPane, 009, 2 );

DrawLabel( 'ISBI Trend', TrendPane );

InstallProfitTarget( 2);

for Bar := 65*3 to BarCount() - 1 do begin ApplyAutoStops( Bar );

if (( Getseriesvalue(bar,Trendlow) = -100) and ( Getseriesvalue(bar,Trendhigh) = -100) and ( Getseriesvalue(bar,Tbar) = -100) ) then BuyAtMarket( Bar + 1, '0' );

end;

CPC VS ISEE

CPC is measuring intraday VOLUME ratio of put/call option trade. So this volume number includes the trades to open and ones to close. This is why you often see a very high opening reading on CPC when the market gap down and low opening reading when market gap up.ISEE, by definition, is a unique put/call value that only uses opening long customer transactions to calculate bullish/bearish market direction. Opening long transactions are thought to best represent market sentiment because investors often buy call and put options to express their actual market view of a particular stock. Market maker and firm trades, which are excluded, are not considered representative of true market sentiment due to their specialized nature. As such, the ISEE calculation method allows for a more accurate measure of true investor sentiment than traditional put/call ratios.Does that mean CPC is less valuable than ISEE? Of course not. If you have time, pay attention to the divergence btw CPC and ISEE reading, you will find a lot of interesting information about it.Pay attention to accumulative reading, instead of single day reading

An intraday ST strategy combining two STO signals

How to quick swing trade this crazy market

key points

1, pay attention to 15min SMA20的trend,

trending higher, look for buy opportunity, trending lower, look for short opportunity, no trend, no trade.

2, aggressive/conservative entry and exit point

two consecutive candle close up/below SMA20.
look for failed backtest of SMA20

3, leading indicator

StochRSI25 cross over/below 50

4, confirmation indicator

RSI cross over/below 50.

Again, this should be very profitable trades in a trending day.

It is not about euro, not about oil, not about dollar

Today is not about euro, not about oil, not about dollar, not about BACIf you say that,it is like using DIA to predit SPY move. nobody is leading here.The true leader is Goldman,That is why in the chatroom, I always say, pay attention to AAPL and GS. They are true leader in the market.That is one of the reasons I called to long around 10AM

SPY/OPTION DAILY SWING TRADE SYSTEM

Momentum Trend Daily Swing System

ENTRY

ENTER THE TRADE WITH 1/3 OF YOUR CAPITAL FIRST, YOU BUY WHEN BLUE LINE IS BELOW RED LINE DURING AN UPTREND; OR YOU SHORT WHEN BLUE LINE IS ABOVE RED LINE DURING A DOWNTREND. AND ADD ANOTHER 1/3 IF BLUELINE IS STILL BELOW/ABOVE RED LINE ON THE NEXT DAY.

TARGET

IT IS A LITTLE TRICKY, YOU CAN USE EITHE PROFIT TARGET OR WATCH FOR POSSIBLE TREND LINE OF BLUE LINE.

STOP/EXIT

EXIT WHEN THE TREND IS BROKEN (LOWER HIGH/LOWER LOW OR HIGHER HIGH, HIGHER LOW)

CCI Cross Based Daily Swing Trade System

There are two ways to trade on this system. The first one (indicated by blue circle) is based on Signalline (black) cross out CCI Area (Green/Red) and that cross must occur above or below 100 line. This kind of setup offers about 60% success rate and you see that quite often, The second one (indicated by gold circle) is based on lower high cross or higher low cross (CCI form a lower high or higher low first then you see a cross). This setup is very likely to play out with around 70-80% success rate, but you don't often see that.


Setting: SPY daily chart, CCI (10,2) , enter the trade at EOD, exit at the next day's close, use previous day's high/low as stop.

HMA Cross Based ES/SPY Swing Trade System with $Tick Divergence Filter

ENTRY :

LOOK FOR POSITVE/NEGATIVE DIVERGENCE ON $TICK AND HACT CHART AND USE HACT COLOR SWITCH AND HMA9 CROSS AS ENTRY.

EXIT
HMA9 CROSS OR HACT COLOR SWITCH.

STOP,

1 PT LOWER/HIGHER THAN PREVIOUS LOW OR HIGH MARKET JUST MADE

PERIMETER

TICK OHLC/4
HMA1 (HULL MOVING AVERAGE) 9, 0, CLOSE
HMA2 (9,0, open)
HACT (HEIKIN ASHI CANDLE TECH)
ES/SPY 15 MIN CHART

REMINDER,
DIVERGENCE ON TICK DOES NOT ALWAYS LEAD TO TREND REVERSAL, SO YOU MUST ENTER THE TRADE AFTER YOU SEE A BUY/SELL SIGNAL FROM HMA CROSS AND HACT. $TICK DIVERGENCE IS JUST A FILTER HERE.

click for larger picture and leave me a comment if any question

Some Basics about Daytrading

I always get questions about how to day trade, especially in current whipsaw market.

This time, I will try to give you a little start here

There are several ways you can do the day trading:

1, Technical analysis. This could be very straightforward. You have your favorite indicators then you trade on that.

2, Another popular way is to trade based on market internal, such as TICK, TRIN, Put/Call ratio, Premium, Tape.

Tick- Extreme readings of -1200 and +1200 are rare and offer fading opportunties. TRIN is based on the underlying assumption that the overall direction of stock prices and the rate of volume are leading, short-term indicators for the stock market. Premium is to trade the spread between the futures and cash. Reading the tape is one of the hardest trading skill to master. The tape is useful in timing entry and exit points. Very useful for short-term trading.

3, Market profile is a very popular trading strategy nowadays. It is a tool for organizing time and price data, graphically representing how volume builds at various prices over time. There are some basic information about it here
http://www.cbot.com/cbot/pub/cont_detail/0,3206,1058+46499,00.html

ES Future Daytrader

-----------------------------------------------
Blogger Template Style
Name: Minima Lefty Stretch
Designer: Douglas Bowman / Darren Delaye
URL: www.stopdesign.com
Date: 14 Jul 2006
----------------------------------------------- */

/* Variable definitions
====================
type="color" default="#fff" value="#ffffff">
type="color" default="#333" value="#333333">
type="color" default="#58a" value="#5588aa">
type="color" default="#666" value="#666666">
type="color" default="#999" value="#999999">
type="color" default="#c60" value="#cc6600">
type="color" default="#ccc" value="#cccccc">
type="color" default="#999" value="#999999">
type="color" default="#666" value="#666666">
type="color" default="#999" value="#999999">
type="font" default="normal normal 100% Georgia, Serif" value="normal normal 100% Georgia, Serif">
type="font"
default="normal normal 78% 'Trebuchet MS',Trebuchet,Arial,Verdana,Sans-serif" value="normal normal 78% 'Trebuchet MS',Trebuchet,Arial,Verdana,Sans-serif">
type="font"
default="normal normal 200% Georgia, Serif" value="normal normal 200% Georgia, Serif">
type="font"
default="normal normal 78% 'Trebuchet MS', Trebuchet, Arial, Verdana, Sans-serif" value="normal normal 78% 'Trebuchet MS', Trebuchet, Arial, Verdana, Sans-serif">
type="font"
default="normal normal 78% 'Trebuchet MS', Trebuchet, Arial, Verdana, Sans-serif" value="normal normal 78% 'Trebuchet MS', Trebuchet, Arial, Verdana, Sans-serif">
type="automatic" default="left" value="left">
type="automatic" default="right" value="right">
*/

/* Use this with templates/template-twocol.html */

body {
background:$bgcolor;
margin:0;
color:$textcolor;
font:x-small Georgia Serif;
font-size/* */:/**/small;
font-size: /**/small;
text-align: center;
}
a:link {
color:$linkcolor;
text-decoration:none;
}
a:visited {
color:$visitedlinkcolor;
text-decoration:none;
}
a:hover {
color:$titlecolor;
text-decoration:underline;
}
a img {
border-width:0;
}

/* Header
-----------------------------------------------
*/

#header-wrapper {
margin:0 2% 10px;
border:1px solid $bordercolor;
}

#header-inner {
background-position: center;
margin-$startSide: auto;
margin-$endSide: auto;
}

#header {
margin: 5px;
border: 1px solid $bordercolor;
text-align: center;
color:$pagetitlecolor;
}

#header h1 {
margin:5px 5px 0;
padding:15px 20px .25em;
line-height:1.2em;
text-transform:uppercase;
letter-spacing:.2em;
font: $pagetitlefont;
}

#header a {
color:$pagetitlecolor;
text-decoration:none;
}

#header a:hover {
color:$pagetitlecolor;
}

#header .description {
margin:0 5px 5px;
padding:0 20px 15px;
text-transform:uppercase;
letter-spacing:.2em;
line-height: 1.4em;
font: $descriptionfont;
color: $descriptioncolor;
}

#header img {
margin-$startSide: auto;
margin-$endSide: auto;
}


/* Outer-Wrapper
----------------------------------------------- */
#outer-wrapper {
margin:0;
padding:10px;
text-align:$startSide;
font: $bodyfont;
}

#main-wrapper {
margin-$endSide: 2%;
width: 67%;
float: $endSide;
display: inline; /* fix for doubling margin in IE */
word-wrap: break-word; /* fix for long text breaking sidebar float in IE */
overflow: hidden; /* fix for long non-text content breaking IE sidebar float */
}

#sidebar-wrapper {
margin-$startSide: 2%;
width: 25%;
float: $startSide;
display: inline; /* fix for doubling margin in IE */
word-wrap: break-word; /* fix for long text breaking sidebar float in IE */
overflow: hidden; /* fix for long non-text content breaking IE sidebar float */
}

/* Headings
----------------------------------------------- */

h2 {
margin:1.5em 0 .75em;
font:$headerfont;
line-height: 1.4em;
text-transform:uppercase;
letter-spacing:.2em;
color:$sidebarcolor;
}


/* Posts
-----------------------------------------------
*/
h2.date-header {
margin:1.5em 0 .5em;
}

.post {
margin:.5em 0 1.5em;
border-bottom:1px dotted $bordercolor;
padding-bottom:1.5em;
}
.post h3 {
margin:.25em 0 0;
padding:0 0 4px;
font-size:140%;
font-weight:normal;
line-height:1.4em;
color:$titlecolor;
}

.post h3 a, .post h3 a:visited, .post h3 strong {
display:block;
text-decoration:none;
color:$titlecolor;
font-weight:normal;
}

.post h3 strong, .post h3 a:hover {
color:$textcolor;
}

.post-body {
margin:0 0 .75em;
line-height:1.6em;
}

.post-body blockquote {
line-height:1.3em;
}

.post-footer {
margin: .75em 0;
color:$sidebarcolor;
text-transform:uppercase;
letter-spacing:.1em;
font: $postfooterfont;
line-height: 1.4em;
}

.comment-link {
margin-$startSide:.6em;
}
.post img {
padding:4px;
border:1px solid $bordercolor;
}
.post blockquote {
margin:1em 20px;
}
.post blockquote p {
margin:.75em 0;
}

/* Comments
----------------------------------------------- */
#comments h4 {
margin:1em 0;
font-weight: bold;
line-height: 1.4em;
text-transform:uppercase;
letter-spacing:.2em;
color: $sidebarcolor;
}

#comments-block {
margin:1em 0 1.5em;
line-height:1.6em;
}
#comments-block .comment-author {
margin:.5em 0;
}
#comments-block .comment-body {
margin:.25em 0 0;
}
#comments-block .comment-footer {
margin:-.25em 0 2em;
line-height: 1.4em;
text-transform:uppercase;
letter-spacing:.1em;
}
#comments-block .comment-body p {
margin:0 0 .75em;
}
.deleted-comment {
font-style:italic;
color:gray;
}

.feed-links {
clear: both;
line-height: 2.5em;
}

#blog-pager-newer-link {
float: $startSide;
}

#blog-pager-older-link {
float: $endSide;
}

#blog-pager {
text-align: center;
}

/* Sidebar Content
----------------------------------------------- */
.sidebar {
color: $sidebartextcolor;
line-height: 1.5em;
}

.sidebar ul {
list-style:none;
margin:0 0 0;
padding:0 0 0;
}
.sidebar li {
margin:0;
padding-top:0;
padding-$endSide:0;
padding-bottom:.25em;
padding-$startSide:15px;
text-indent:-15px;
line-height:1.5em;
}

.sidebar .widget, .main .widget {
border-bottom:1px dotted $bordercolor;
margin:0 0 1.5em;
padding:0 0 1.5em;
}

.main .Blog {
border-bottom-width: 0;
}

/* Profile
----------------------------------------------- */
.profile-img {
float: $startSide;
margin-top: 0;
margin-$endSide: 5px;
margin-bottom: 5px;
margin-$startSide: 0;
padding: 4px;
border: 1px solid $bordercolor;
}

.profile-data {
margin:0;
text-transform:uppercase;
letter-spacing:.1em;
font: $postfooterfont;
color: $sidebarcolor;
font-weight: bold;
line-height: 1.6em;
}

.profile-datablock {
margin:.5em 0 .5em;
}

.profile-textblock {
margin: 0.5em 0;
line-height: 1.6em;
}

.profile-link {
font: $postfooterfont;
text-transform: uppercase;
letter-spacing: .1em;
}

/* Footer
----------------------------------------------- */
#footer {
width:660px;
clear:both;
margin:0 auto;
padding-top:15px;
line-height: 1.6em;
text-transform:uppercase;
letter-spacing:.1em;
text-align: center;
}
]]>

skip to main |
skip to sidebar