9/30/2011

Dream On


I Had a Dream

Not quite like this guys dream. (thanks LW)



The alarm went off at 6:00 and I was dreaming of blue bars, all pointing down, I hit snooze and 10 minutes later the alarm goes off again and I'm still dreaming of blue bars, all pointing down. I'm serious, I could see the chart.

I get up, open charts, and yes they are all pointing down, no big surprise based on current issues, I see the signal, (I don't normally trade outside of pit hours) I take the signal and away we go.


I guess the only problem with "dream trading" is it could always turn out to be a nightmare.

9/23/2011

A Day's Wage



Tis the weekend.

Rock on.

The man can play.

And the clothes are fantastic. :)

9/22/2011

The Ascent of Money

Does anyone learn this in high school?

College?

Maybe

9/21/2011

The Trade

Found a nice little trade that was slowly grinding along my way and then the fed came in and ruined it. :)

Juice

The Prize is an amazing book and I can't wait to read Yergin's new book, The Quest.

Oil is the most important commodity in the world and it's history is fascinating. Especially if you sit and stare at it's price all day and live in a country that exports 2 million barrels a day.

9/20/2011

Niall Ferguson

An interesting talk as we watch the "west" continue down it's path of economic "reform".

By reform I mean doing the same thing over and over, watching it fail, then doing it again.

If stimulus via borrowing and printing money doesn't work, borrow and print more money.

If govt economic plans don't work add more govt economic plans.

This story is over two years old, how many more govt plans could we add to the list.

9/11/2011

Measure

My thesaurus offers gauge, calculate, compute, determine, assess, quantify, evaluate, appraise, and rate as alternate words for measure.

All those words work in some way for what we are trying to accomplish by charting, or technically analysing the market we trade.

This begs the question, what exactly can we measure in a bar of data on our chart?

We can measure price, volume, range, and the number of trades.

Am I missing anything?

The price bar will give us bids and asks and the last transaction price as the bar fills. We can see the volume of contracts traded, and we can break down that volume into up tick and down tick volume. We can see how high and how low the price traded during the bar formation (range) and we can see how many trades took place during that bar.

Note that the number of trades and volume are not the same thing. A tick chart (why they call this a tick chart is beyond me) measures how may trades happen and forms the bar when the prescribed number is achieved. So with a tick chart a "trade" can be for 1 contract or 1000 contracts and still only count as one tick. So if I place a trade for 1 contract and LW places a trade for 1000 both only count as 1 tick. With a volume chart they count the total number of contracts traded.

With all these things to measure we can use this data to cut off when the bar is formed rather than just cutting off the bar based on time served. We have range bars, tick bars, and volume bars to quantify when and how our "price" bar is formed.

So if range, price, number of trades, and volume are the only data points we have to measure would it not make sense to try and use all of this data in our trade plan?

I measure the bar's range with ATR, I measure the number of trades by using a tick chart, I use the price data within the bar to measure the angle of ascent or descent of the EMAs and the level of the ADX.

What's missing?

Volume.

Hmmmm



I'd be interested in anyone's ideas on how they use volume in their trading.

Well maybe not just anyone, someone who knows what they're talking about preferably.

9/06/2011

Exit Signal

Soon the bot can take over.


9/02/2011

Jack Schwager - Market Wizards

It is difficult, it requires skill, it requires hard work, it requires discipline, it requires passion and desire.

But.... it can be done.