Trading eminis with cycles

[Enlighten]

WHOA baby heheheheh go go go

oh plumber

[tedk]

Originally posted by theplumber
riding the wave

Nice example of how to use shorts on the way down

[theplumber]

Originally posted by tedk
Nice example of how to use shorts on the way down

Wait until Monday. The pin is 1125 S&P so a little above or below until Monday, then the hang over wears off. A word up on triple expiry if any doesn't know the game, today was a no brainer to go long, it's based on the pin price. Friday is another story, the premarket will either gap up or down based on the nearest pin price b/c the futes expire @ the open but the price will rise the rest of the day as there's too much long gamma by dealers to not get paid for it. FWIW only and not trading advice.

[theplumber]

Read on another message board how cycles don't work and all anyone needs is the 200 day MA. People are good entertainment, everyones a comedian

The model was updated the first completed bar of the day b/c of the gap up. The analyzer wasn't updated all day, didn't need it, told the story.

[SERGIO.M]

NQ 10MIN. Updated this afternoon.....

[theplumber]

That's too late my friend
How about knowing by midnight where the market heads? Use astro cycles.

[SERGIO.M]

Update 13:30 Italian Time

EUR 30MIN.

[theplumber]

Originally posted by SERGIO.M
Update 13:30 Italian Time

EUR 30MIN.

And all it is is FFT, simple yet very effective.

[theplumber]

My new toy, don't ask b/c I won't tell. The future is VERY bright.

[SERGIO.M]

Originally posted by theplumber
My new toy, don't ask b/c I won't tell. The future is VERY bright.

.......... good weekend

[theplumber]

Been playing with shorter data windows and look what happens when I use the 256 data window. The top is the whole week last week using 30 minute candles. Below that is Fridays action using a 5 minute chart. As always the purple model is the forecast. Some of the modifications I've made is to use a MA (5) and weighted it. I also used a 0% filter.

[theplumber]

Some interesting info I came across last week.

From Jason Goepfert " The just released COT futures positions for bonds prelim data, the way I view it is now the most negative since March 2001, only exceeded by many weeks in 1998. Otherwise the most negative since the inception of data in 1986".

Could the collaspe in FNM be a function of the 10 year bull run this week? This is one question I don't think I want to know. If FNM goes down WE ALL go down, they are that deep.


From Todd Harrison " Over the last week or so we've seen a gorilla buying a ton of far out-of-the-money Dec S&P 500 1215 calls- 10K today, 10K yesterday, and 10-15K 1250 calls every day last week. Not sure if it's a short hedge or it's vs "off board paper"."

From StreetAccount " Homeland Security has consistently warned about pre-election attack dating back to the pre-election Madrid bombing 3/11"

"The sense of security more frequently springs from habit than from conviction, and for this reason it often subsists after such a change in the conditions as might have been expected to suggest alarm. The lapse of time during which a given event has not happened is, in this logic of habit, constantly alledged as a reason why the event should never happen, even when the lapse of time is precisely the added condition which makes the event imminent" an excerpt from Silas Marner by George Elliot.

From Brian Reynolds " The buying in Tresuries and corporates is reminiscent of the spring and summer 2003. The skeptical response of equity investors is also reminiscient of the spring and summer of 2003. The response of our equity contacts, both bulls and bears, is "What the heck are coporate investors looking at?" If you remember, stocks spent the second half of 2003 catching up to coporates"

And the screenshot below, enjoy.

[theplumber]

Trying to make trading as complicated as possible

[theplumber]

Almost forgot, more complication
the right is 5 minute model updated after the forst bar is completed and the left is the 30 minute, with a sell 1 hour after open.

[Anson]

Hi Plumber,

Thanks for the charts.
I have been playing around with the Cyclepack for the last 2 days.

Tried the 2 mins, 4 mins, 5 mins, 15mins and Daily charts. Do I remember correctly that you once said that Weekly charts seems to be the best for you?

I'm still in the midst of experimenting with all the parameters... there are so many possibilities!!

I seem to have a preference for 256 data window so far... is your experience better with the 512/1024?

For some reason.. the fitness/cycles don't seem to change much between 512 and 1024. Is it just me?

Do you tweak the "bars backward" setting much for fitness and notice any improvement in reliability? I seem to be lost in a world of settings.

I'll experiment more and hope to be able to add some stuff here sometime soon.