Belflan's US stock swing trades

Cycle analysis

Belflan
Grey1 has been in discussion with FW on another thread about where the market is headed and the pros and cons of TA and FA.
I thought a particularly useful summary was on post:

http://www.trade2win.com/boards/427544-post120.html

In that post Grey1 remarked:

Monthly , weekly and to day daily indicators based on market cycle have turned up ... would we really want to go against the cycle ? I use a fisher transform to measure the cycle ,,,others might use other indicators ,,, ( cycle analysis is the foundation of TA)

I thought that it would be worth capturing this on your swing thread to avoid this small point about cycle analysis being lost.

There are many links on Fisher transforms with relation to trading. One for example (needs powerpoint) is this one which relates to Tradestation code:

www.mesasoftware.com/Seminars/TSWorld04.ppt

Just thought it might be worth capturing cycle analysis as a particularly interesting subject to pursue

Charlton
 
Charlton said:
Belflan
Grey1 has been in discussion with FW on another thread about where the market is headed and the pros and cons of TA and FA.
I thought a particularly useful summary was on post:

http://www.trade2win.com/boards/427544-post120.html

In that post Grey1 remarked:

Monthly , weekly and to day daily indicators based on market cycle have turned up ... would we really want to go against the cycle ? I use a fisher transform to measure the cycle ,,,others might use other indicators ,,, ( cycle analysis is the foundation of TA)

I thought that it would be worth capturing this on your swing thread to avoid this small point about cycle analysis being lost.

There are many links on Fisher transforms with relation to trading. One for example (needs powerpoint) is this one which relates to Tradestation code:

www.mesasoftware.com/Seminars/TSWorld04.ppt

Just thought it might be worth capturing cycle analysis as a particularly interesting subject to pursue

Charlton
Click to expand...

Charlton, do you Ehlers MESA stuff. If so what do you think of it ?

For anybody without Powerpoint, get OpenOffice free from www: OpenOffice.org - The Free and Open Productivity Suite
 
Charlton said:
Belflan
Grey1 has been in discussion with FW on another thread about where the market is headed and the pros and cons of TA and FA.
I thought a particularly useful summary was on post:

http://www.trade2win.com/boards/427544-post120.html

In that post Grey1 remarked:

Monthly , weekly and to day daily indicators based on market cycle have turned up ... would we really want to go against the cycle ? I use a fisher transform to measure the cycle ,,,others might use other indicators ,,, ( cycle analysis is the foundation of TA)

I thought that it would be worth capturing this on your swing thread to avoid this small point about cycle analysis being lost.

There are many links on Fisher transforms with relation to trading. One for example (needs powerpoint) is this one which relates to Tradestation code:

www.mesasoftware.com/Seminars/TSWorld04.ppt

Just thought it might be worth capturing cycle analysis as a particularly interesting subject to pursue

Charlton
Click to expand...

The Macci itself is a cyclic analysis tool and is gaussian by nature.
Some months ago I applied Inverse Fischer transform to it and, for me at least, it gave no advantage over the macci in terms of cyclic analysis.
I don't know whether Grey1 is using IFT Macci or applying IFT to something else, but this was my experience with the macci.
Glenn
 
no entry as yet
 

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hopefully i'll get a bit of a selling off next few days to enter long
 

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there was a story on CNBC today saying that there was quite a few hedge funds with Billions in Cash sitting on the side lines waiting on the dow lows to be tested again before going long.. now its believed that money is now chasing the market wishing they'd bought in a while ago..

hats off Grey1, looks like your a head of the average hedge fund

belflan

looks like I missed the boat for now also
 
belflan said:
there was a story on CNBC today saying that there was quite a few hedge funds with Billions in Cash sitting on the side lines waiting on the dow lows to be tested again before going long..

hats off Grey1, looks like your a head of the average hedge fund
Click to expand...


heheh they are dreaming .. THIS MARKET WILL NEVER EVER GO TO MARCH LOW .Oil hits 120$ and market rallies , is this a weak market ?

grey1
 
Grey1 said:
GREAT PLEASE GIVE US THE P/L DAILY


Thanks

grey1
Click to expand...


off to a good start +$1,133

just so that everyones knows this is still a forward test

I've a while to go yet before I go live

i will post all trades for a period of 6months when I go live also

good trading all
belflan

.. My reason for Fridays entry ; I thought everyone (weak hands) would be selling, there was a few days sell off, then a gap down on Friday, who wanted to hold over week end?? didn't have much to do with Macci's (although I new the 30min was on side) more to do with Grey1 coments, don't buy when everyone buying, buy when everyone is selling..

lets see how it works out..
 
Last edited:
belflan said:
off to a good start +$1,133

just so that everyones knows this is still a forward test

I've a while to go yet before I go live

i will post all trades for a period of 6months when I go live also

good trading all
belflan

.. My reason for Fridays entry ; I thought everyone (weak hands) would be selling, there was a few days sell off, then a gap down on Friday, who wanted to hold over week end?? didn't have much to do with Macci's (although I new the 30min was on side) more to do with Grey1 coments, don't buy when everyone buying, buy when everyone is selling..

lets see how it works out..
Click to expand...

Goosd start,, other 3 portfolio's are doing really well too .GOOD TRADING GUYS

Grey1
 
found this one pager on time series analysis, thought I'd put it on the thread.

my only problem with this stuff is; if there's a edge, and you can see the edge, hasn't the edge gone?:|

belflan
 

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