Posts

Showing posts from 2012

TIS Squeeze Darvas Setup Indicator

Image
On this New Post I will explain the Squeeze Darvas Setup and how to trade it with an Indicator for Ninjatrader The Name of the Setup is Darvas_Squeeze and the indicators needed are : Squeeze Indicator Darvas Indicator For the purpose of this explanation I will be using TIS_Squeeze and TIS_Darvas  but any general Squeeze and Darvas indicators will work fine. If you are not sure how a Squeeze indicator works, it is very easy to understand, in fact, if you don't have a squeeze indicator, with just a Keltner and a Bollinger is possible to know when there is a squeeze signal condition : On the following picture we can see a blue envelope ( Keltner Channel ) and a green band ( Bollinger Band ). When the Keltner is bigger ( containing inside) the Bollinger then there is a Squeeze Signal ( red dot on the Squeeze Indicator at the bottom ). The rectangles are the Darvas boxes , and these are used to define the breakout zone ; The way to tr...

Best Indicator for NinjaTrader

Image
Several people asked me about which is the best indicator to use... In my humble opinion it is not related to a specific indicator but to a group of indicators, and the most important is to choose the correct ones and how to set them all together to find an edge. In the following example I will show you how the Small Range Setup uses a different group of indicators to filter a setup from different scopes ; The following is a GOLD ( GC 02-13 ) Chart of today ( Dec 20, 2012 )  On this setup I use a trendline ( blue exponential moving average ) an envelope ( gold envelope of 8 ticks size around a 17 moving average ) and Donchian Channel of 13 bars. When the envelope is all below the trendline we are in sell mode ... A bar can trigger a signal, only if it is making equal or higher high for a short , so we check that the high of bar must be touching the Donchian Channel. If all of these conditions align, then we place a sell stop 2 ticks below the signal bar......

Small Range Setup

Image
New Setup : Small Range link to big picture This is an old setup focused to trade trending and/or impulsing markets in the direction of the trend. The Entry Type uses Stop Orders as it is intended for fast volatile never returning markets like crude oil or gold. This setup uses the following Tools : A slow Moving Average to define the Trend (blue line) An envelope around a fast moving average to define the trade / no-trade condition A channel to verify that the entry bar is making an extreme of the move A tool to calculate the range of the bar ( not used on range bars) When the blue line is all outside the envelope, the setup has a trend. Otherwise it is in neutral state ; gray bars = do nothing. If we have red bars and current bar is touching the upper channel, then we have a possible short entry. When not using range bars we can add another condition ; signal bar must be of small range ; The short entry is a Sell Stop some ticks below signal bar ( usu...

The Indicator Store New Web Page

The Indicator Store estrena nuevo sitio ...ahora con muchos mas productos y facilidad de busqueda y compra. The Indicator Store has new Web Page ! ..now with a lot of products and an easy to use interface to browse and purchase. www.theindicatormarket.com

INDICATORS

Image
Indicator TIS_Sequential - English Indicator TIS_OpenGaps-English More INDICATORS  http://www.youtube.com/playlist?list=PLFB1ACB92B9C24631&feature=mh_lolz

PM_EMA

Image
Here is a link to a recording of PM_EMA Webinar (Trading Moving Average) : http://www.anymeeting.com/pmaglio/EC54DC828947

Impulse Mode Setup

Image
Impulse Mode As we all know, one of the most profitable types of Market is the Impulse Mode. Once the impulse mode is established, there are lower than average or not pullbacks at all, so it is very difficult to enter the market until the move is finished. This is the reason why it is so important to determine when the market is ready to start an impulsive move and get into the last pullback. The definition of this rule is critical to avoid to take a lot of fakes moves, but even taking several failures, the profit potential is so big that compensates taking several loses before the final winner. The rule I use to define when a market is about to start a trending mode is the Bollinger Crossover and it works as follows ; We need a fast moving average and a slow Bollinger Band. And the the settings we must find are those that make the fast moving average to stay inside of he Bollinger on sideways and even slow trending markets. When we get a Bollinger...

Trading a Moving Average

Image
Is it possible to define a trade system only with a moving average (MA) ? That would be something like this ; If price is above the MA then we place a limit order at its price value... If price is below, then we place a sell limit at the MA price value... We could also define a zone where no trades should be placed... ...let say, while price is too close the MA, then we have no trend ; so no trades. If price goes far enough from the MA, then we have a defined trend, so we start chasing the MA. Sounds easy...but ; Can we find a combination of timeframe and period of MA that produces results ? I created a long time ago a strategy that exploits that edge, it is called PM_EMA and its first purpose was just that ; find good moving averages to work with... Using the Strategy Analyzer Tool on Ninjatrader we can run an optimization process where we test the strategy using a range of moving averages, and then create a chart where we can get the PnL vs period ( see attached picture )...

Introducción a Sistemas de Tendencia

Image
La mayoría de los Sistemas actuales de Trading utilizan uno o varios indicadores dedicados y reglas complejas. Muchas veces es necesario automatizarlos para poder seguirlos sin cometer errores. Para un principiante, lo mejor es empezar con un Sistema que utilice reglas claras y fáciles de aprender y seguir. En esta nota vamos a desarrollar un Sistema que opera en momentos que hay Tendencia definida y utiliza indicadores convencionales, de los que cualquier plataforma ofrece. Para seguir este sistema vamos a necesitar Bandas de Bollinger y Medias Exponenciales. Con este sistema no solo podremos definir la tendencia, sino también cuantificarla e incluso detectar cuando el mercado analizado pasa de un movimiento de tendencia fuerte a completamente impulsivo. Los movimientos impulsivos son los que más relación Ganancia/Riesgo ofrecen, y usualmente conviene operarlos con trailing stops en lugar de Objetivos fijos. A continuación veremos la confección del grafico para seguir este sistema. Da...

PM_EMA

http://www.screencast.com/t/ wfOXiSI4cvAu One of my best strategies that can be configured to be profitable in all kind of markets, from crude oil to bonds This is the performance on crude oil trading just 1 contract with 15 ticks of target and stop