Trend Day Forecast: Trend Day

Trend Day Forecast for 01/10/2012: Trend Day Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets (SP, US 30 yr, Stoxx).  Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.   –h Henry Carstens 503-701-5741

Trend Day Forecast: Rangebound

Trend Day Forecast for 01/09/2012: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets (SP, US 30 yr, Stoxx).  Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.   –h Henry Carstens 503-701-5741

Quick Test: MACD System

There’s a thread on the Automated Trading Strategies group on LinkedIn about MACD systems. Here are some test results using two MACD’s to build a simple system: a shorter ’10-20′ MACD – the entry signal, and a longer ‘100-200’ MACD – the big trend direction indicator, to build a simple system or indicator: Rules: Enter Read more about Quick Test: MACD System[…]

Trend Day Forecast: Rangebound

Trend Day Forecast for 01/06/2012: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets (SP, US 30 yr, Stoxx).  Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.   –h Henry Carstens 503-701-5741

Quick Tip: How to Quickly Evaluate a Trading System

How to quickly make a first-pass evaluation of a trading system (or trader)… Calculate these from the system/trader’s P&L: z = sqrt(observations) * avg win / std dev trades f = (((1 + win/loss ration) * pct wins) – 1) / win loss ratio f$ = largest losing trade / f ————- Then: z > Read more about Quick Tip: How to Quickly Evaluate a Trading System[…]

Trend Day Forecast: Rangebound

Trend Day Forecast for 12/30/2011: Rangebound   Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets.  Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.   –h Henry Carstens 503-701-5741