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Showing posts sorted by date for query impulse. Sort by relevance Show all posts
Showing posts sorted by date for query impulse. Sort by relevance Show all posts

Friday, January 18, 2013

Week Trades using Indicators for Ninjatrader from The Indicator Store

Hello ! We will describe the trades we could execute this past week using the Indicators for Ninjatrader designed by The Indicator Store ; TIS_Small_Range and TIS_Impulse_Trader.


Impulse Strategy

On the following charts, we can see the entries of the Impulse Setup on the British Pound  ( Forex : GBPUSD ) and a comparison of its entries to the futures version ( 6B )
Impulse Setup on GBPUSD R6
As we can see on the next chart, this system is valid on Forex and futures, showing the same entries on both
The only difference is the tick value ( $6.25 ) vs GBPUSD pip value.
Impulse Setup on 6B R6
The British Pound (6B)(GBPUSD) has been moving very well this week, making this strategy very profitable.
The Timeframe used is Range 6 and the parameters are :
Slow Moving Average Period =
Channel Size = 8 ticks/pips
Fast Moving Average = 8
Entry = -3 ticks/pips from Slow moving Average
On the following Chart, we see the same Strategy applied to the euro-dolar pair (EURUSD).
As we already explained, this is also valid for Euro Future ( 6E ).
Impulse Setup on EURUSD R6
 On this example, we had 3 sell signals today ; 1st got the initial target, 2nd was a loser and last short got 1st and 2nd target ( or exited at trailing stop )
For the Euro Setup We replace the fixed envelope by a Bollinger ;
Bollinger Period = 50 , Standard Dev = 0.5
Fast Moving Average = 8
Channel Size = 5 ticks ( around Fast Moving average)
Entry = Slow Bollinger Band with Standard Deviation = 0.8

Small Range Setup

This chart shows the Small Range Setup applied to Gold using a 9 Range Timeframe.
Small Range Setup on GC 9R
Today , Gold was mostly on sideways mode, without allowing to get bigger targets than usual.
We had a long with a target 1 winner and runner out at breakeven. Then a short winner, again, with runners out at breakeven, and finally a short loser.
Have a Great Long Weekeend !

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Monday, January 14, 2013

Small Range and Impulse Indicator Alignment


On the following chart, we can see the use of the Impulse Indicator and Small Range Indicator for NinjaTrader showing the first short signal of the week on Crude Oil.

Luckily, both signals of both uncorrelated systems are triggering on same Price Area
The implied risk of both trades are similar and in the range of usd 150, while the possible target is bigger than usd 500 using trailing stop.
CL_SmallRange_Short_Jan_14
First Sell Trade of the Week using Small Range Setup
CL_Impulse_Short_Jan_14
First Sell Trade of the Week using the Impulse Strategy
As you can guess, nothing better for a strategy, to have another uncorrelated setup aligned on same Price Area
For those who follow these Setups, knowing the fact of confluence increases the probability of success.
Regards,

Monday, January 7, 2013

Impulse Setup on EURUSD and AAPL


Hello, Welcome !
On this new Article we continue analyzing the Impulse Setup. Now the question is ; Is this useful for Forex or Stocks ? .... YES ! !
On this publication I will share with you examples of application of the Impulse Setup On Forex and also on Stocks ( AAPL ).

The following chart is a 15 Minutes EURUSD with the Impulse Setup Indicator applied.

We can see several shorts happened last week, and today we had the first long ( currently a nice winner )

Estrategia de Impulso en Forex, par EURUSD, 15 Minutos


And now an example on Stocks, for example a 15 minute AAPL chart :

Estrategia de Impulso en AAPL

The number of trades is much lower on stocks than Forex, and the number of signals on Forex is even much lower than Futures. But the system works anywhere.
Please remember that on previous posts I have much more detailed information about this Setup.
The Indicator Store has dedicated Indicators and Strategies for this setup, to visualize, identify, backtest and optimize its settings. 

If you liked this article please share and post any comments.

Regards,

Friday, January 4, 2013

Impulse Setup on Gold


As a continuation of yesterday's Post where We explained the Impulse Setup, today We had an excellent example of this Setup on Gold ( GC )
In the attached chart we can see how after the Employment Report at 8:30 ET, the Gold Market had some quick moves almost impossible to trade ( take a look at the  TIS_Bar_Time indicator at the bottom of the Chart showing several bars with time duration close to zero ).
After Maket calmed from the Report reaction, the Bar duration returned to an average of 30 seconds and We had 2 signals ; 
A Short, with only target 1 available ( 10 to 15 ticks ). Rest of position out at break even.
A Long, with first and second targets, and also a possible runner with trailing stop
Impulse_ex_Gold_Jan_4
 If you liked this setup or have any questions and suggestions please post and share !
 Regards,

Thursday, January 3, 2013

Trade Setup for Impulsive Markets


The most profitable markets are those with Impulsive Movements.
A Market leaves the Trend mode and switches to Impulse Mode when there are no more pullbacks big enough to get into the trade, and when it finally happens the move is finished leaving just a small winner or even a loser.
On volatile markets, the switch from sideways to Impulse is so fast that we dont even get an entry on the first trending pullback. This is why it is so important to define when the Impulse Mode is starting so we can use an early entry.
The most volatile markets are crude oil, gold, silver, nat gas ( CL, GC, SI, NG ).
Cash Index Markets like S&P ( ES ) are mostly on sideways or trending mode. Some of these trend moves may sometimes change to Impulse Mode, allowing to the trend entries increase their profits.
We have several ways combining classic Indicators, to define when the market is Impulsing.
The most used ways to trigger an Impulse Signal are :
1)      A Fast Moving Average crossing outside a Slow Band
2)      A Fast Band crossing all outside a Slow Band ( similar to previous method but with an extra security margin)
In the following Charts we can see both Methods ; ( The vertical Red Line shows where the Impulse Mode Starts on each example )
comienzo_modo_impulso     comienzo_modo_impulso2
 The Band can be a Bollinger Band, a Keltner Channel or a Fixed Envelope ( like on the examples shown )
We have to take into account that if we use Range Charts, all Bars will have same height, so volatility ( and ATR ) will be constant, turning Keltner Channels into Fixed Envelopes.
Now we have different ways to define the Impulse Mode Signals, now we just need to define the entry.
In a trend system, we use the slow EMA ( like on the PM_EMA setup ), but on Impulsive Moves, the Markets never come back to the EMA.
The entry can be defined again using an envelope ( Bollinger, Keltner, Fixed ) of lower size than the signal envelope ;
An entry for example 1 can be the lower slow band ( green) 
An entry for example 2 can be a 50% of upper fast band ( blue )
As shown, using EMAs and Envelopes to define signals and entries, we can get a big number of different setups. We just need to find the best combination for each Instrument.
Having all these rules automated is a big Help that let us backtest, optimize and even trade any configuration. We at The Indicator Store have a Strategy Pack called PM_Impulse, that contains several individual strategies following different combinations of the explained setups.
If you like this article please leave your comments and share with your firneds
Regards,

Tuesday, September 18, 2012

Impulse Mode Setup

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 crossover ( Fast moving average crossing outside of the Bollinger Band) , then the setup is trade ready in the direction of the crossover, and the entry is a limit order at the middle of the band
See attached picture :


I created a set of Indicators to trade this setup :
PM_Bollinger_XO : It draws vertical lines and triggers audible and text alerts at crossovers. It is possible to filter only the first signal on each direction ( like on the picture )
PM_Trend : It paints bar colors according to the setup

For those who like doing research ( like me ) or auto trading a setup, I also created the strategy PM_Impulse_v2 :


I will post my research on different markets here and if you want to share any setting, info , comment or suggestion, please feel free to do it...

Regards,
Pablo Maglio
www.TheIndicatorStore.com

Friday, April 30, 2010

Internal Fibs Indicator

It draws the internal fibs between Max and Low made during for the selected session time ( crossing outside it could be considered an impulse move start )

Dibuja los niveles internos Fibonacci entre los Máximos y Mínimos operados para la sesión seleccionada ( cruzar fuera de este rango generalmente implica comenzar un movimiento impulsivo )