20DMF

[Pascal]

Please note that the probability is the probability that we reach the short level before the close. However, a short signal cannot be issued while the Cumulative Tick is above the average.

Hence, even if we reach the pink short level, we will need to wait for a cumulative Tick confirmation.
On the EOD model, the confirmation is still done through the inversed ETFs.

The short level is almost invisible, because it is "not active" due to the Cumulative Tick being above the average.


pascal

17438

[adam ali]

Pascal,

How do you calculate avg cum tick or is that proprietary?

[manucastle]

Please note that the probability is the probability that we reach the short level before the close. However, a short signal cannot be issued while the Cumulative Tick is above the average.

Hence, even if we reach the pink short level, we will need to wait for a cumulative Tick confirmation.
On the EOD model, the confirmation is still done through the inversed ETFs.

The short level is almost invisible, because it is "not active" due to the Cumulative Tick being above the average.


pascal

17438

Pascal, I know this has been mentioned many times but I still have difficulty matching your Cumulative Tick chart.

All the ones I watch on Tradestation, (the 1200 min averages on the Russell 2000, the NYSE and the All US Tick) are all trending down at this present time and have been for some time.

Why do you think there is this discrepancy ?

Trev

[Pascal]

Pascal,

How do you calculate avg cum tick or is that proprietary?

It is the 1200Minutes Simple moving average


Pascal

[Pascal]

Pascal, I know this has been mentioned many times but I still have difficulty matching your Cumulative Tick chart.

All the ones I watch on Tradestation, (the 1200 min averages on the Russell 2000, the NYSE and the All US Tick) are all trending down at this present time and have been for some time.

Why do you think there is this discrepancy ?

Trev

The system temporarily stopped for 30 minutes due to some Java update that forced a restart.
The Minute Cumulative Tick data are coming directly from IQFeed. It is a one minute sample of the tick data. System that sample data faster such as every 10 sec, show a steeper decline.

However, the 20DMF system is based on the minute data and the Cumulative back-test was performed on minute data. Hence, we keep the minute tick data as it is for the 20DMF to issue its signals.


Pascal

17439

[Wei]

Hi Pascal,

It's 3:57. The tick seems to fall below avg, but the message is not updated to a short. Can u confirm that short signal is triggered?

Thanks.



The system temporarily stopped for 30 minutes due to some Java update that forced a restart.
The Minute Cumulative Tick data are coming directly from IQFeed. It is a one minute sample of the tick data. System that sample data faster such as every 10 sec, show a steeper decline.

However, the 20DMF system is based on the minute data and the Cumulative back-test was performed on minute data. Hence, we keep the minute tick data as it is for the 20DMF to issue its signals.


Pascal

17439

[Pascal]

A short will be confirmed if we stay below the average by the close.


pascal

17440