Trading the SPI

Ageo said:

Geez if it goes up your a magician lol

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Freddo said:

For your viewing pleasure, my new EOD trading system
Still working on the exits but the entries are looking very sharp.!

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Freddo said:

For your viewing pleasure, my new EOD trading system
Still working on the exits but the entries are looking very sharp.!

Click to expand...

Bearman52 said:

FREDDO
THERE IS A PRETTY REASONABLE ARGUMENT FOR BEING IN CONSTANTLY IN THE MARKET WHY NOT JUST REVERSE YOUR POSITIONS "X" MARKS THE SPOT LOOKS VERY PROFITABLE TO ME
BM

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Ageo said:

hehe got eaten up today.

Another 10 point loss.

Not to worry

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swingstar said:

Those entries look very similar to my swing trading system (I only enter at close).

I think you mentioned before that you use maths - have you done so with that system?

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Bearman52 said:

VERY SCARY FREDDO
BM

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Freddo said:

Hi Swingstar,

Thanks for checking my Chart out.

You are correct... I use it in combination with patterns though.
Let me give a quick example of my patterns searching which was
the hardest bit.

Lets just use the Open and Close and we'll only use 2 days
Todays Open TO
Todays Close TC
Yesterdays Open YO
Yesterdays Close YC
I wanted to test if I could determine is there a repeating cycle
The permutations are HUGE

IF TO > YO and TC > YC and TO > YC and TO > YO
IF TO < YO and TC < YC and TO < YC and TO < YO
IF TO > YO and TC < YC and YO > YC and TO > YO
IF TO > YO and TC < YC and YO > YC and TO < YO
IF TO < YO and .....

My last pattern detection test I used 3 PCs and it took
4 days to complete

Generating all the was very difficult especially
when you use the high and low values and you go beyond
2 days !!

It nearly drove me insane..

I stumbled across a freeware utility written in Perl (programming language)
called PowerSet.
I used it to generate the permutations then I created 8 database tables
in ACCESS and loaded the permutations in to various tables and I did
an ACCESS query to join the tables which created a massive number
of ACCESS queries which I then ran against the SPI daily history.

I ended up with hundreds of profitable systems and I have narrowed it
down to the top ten and currently concentrating on the top 2.
The top performing pattern i used to enhance my existing EOD system.

Regards

Freddo

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Realist said:

why are you shorting?

Yesterday was a bloody bad day for the ASX, I got thumped, despite BHP announcing simply fantastic earnings, the DOw and Nasdaq were up a tiny bit last night, surely today would be a day to go long, and the ASX will recover about half of yesterday's losses.

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Ageo said:

Because in my views were that it should hit around 5025 or so before it raced back up.

Don't worry Realist, im just giving back some money i took from them before

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Realist said:

How did you work that out though?

Try trading paper money for a week without charting, and try and asses if the SPI is gonna head up or down and till what time roughly (not what price excactly) - see how you do.

It may be a good learning experience.



I'm happy to take any spare money off you if you are giving it away?

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Realist said:

Fair enough.

What is your system in a sentence or two?

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Freddo said:

Hi Swingstar,

Thanks for checking my Chart out.

You are correct... I use it in combination with patterns though.
Let me give a quick example of my patterns searching which was
the hardest bit.

Lets just use the Open and Close and we'll only use 2 days
Todays Open TO
Todays Close TC
Yesterdays Open YO
Yesterdays Close YC
I wanted to test if I could determine is there a repeating cycle
The permutations are HUGE

IF TO > YO and TC > YC and TO > YC and TO > YO
IF TO < YO and TC < YC and TO < YC and TO < YO
IF TO > YO and TC < YC and YO > YC and TO > YO
IF TO > YO and TC < YC and YO > YC and TO < YO
IF TO < YO and .....

My last pattern detection test I used 3 PCs and it took
4 days to complete

Generating all the was very difficult especially
when you use the high and low values and you go beyond
2 days !!

It nearly drove me insane..

I stumbled across a freeware utility written in Perl (programming language)
called PowerSet.
I used it to generate the permutations then I created 8 database tables
in ACCESS and loaded the permutations in to various tables and I did
an ACCESS query to join the tables which created a massive number
of ACCESS queries which I then ran against the SPI daily history.

I ended up with hundreds of profitable systems and I have narrowed it
down to the top ten and currently concentrating on the top 2.
The top performing pattern i used to enhance my existing EOD system.

Regards

Freddo

Click to expand...

swingstar said:

Thanks Freddo. Interesting to see how others test methods. My system isn't nearly as complex, although I do have specific rules that happened to jump out at me when looking at your chart. Maybe when I have more samples I'll be able to really nut out some constant patterns that produce the big wins (and size positions accordingly).

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