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Squawk / 13 June 2016 at 17:49 GMT
Hypothesis Testing
United Kingdom
Zefy....I am struggling to get my computer to copy and paste the last comments at the bottom of the attached for you....hope it's of use?

https://www.tradingfloor.com/posts/almost-an-inverted-hammer-on-sugarlooking-to-see-if-any-downside-follow-thru-today-wow-was-7730426
13 June
zefy zefy
Thanks, very interesting, good catch. I will check ES mini near closing bell.
I've spent quite some time debugging my system after sugar WQ6 position got closed 2-Jun at 482 due to ROC criteria just before breakout to rally and did not re-enter... FGBLU6 on the other hand is still running with trailing stop...
13 June
fxtime fxtime
Really !! I will have a look. Sugar has been a volatile blighter recently.
14 June
zefy zefy
I think sugar close was because of how I have programmed the system, not that there would be an error in general rule...
14 June
zefy zefy
Rate of change stalled just before breakout... Might have been just bad luck from system point of view, but the reason it did not re-enter might require corrective actions...
14 June
zefy zefy
System is pretty stable at the moment so I do not want to introduce sudden changes... Need to analyze this carefully now.
14 June
fxtime fxtime
OK...normally the ROC algo and overlays are pretty solid ''functions''. As this is a soft commod let me know how your review goes as there are some things you can do to tweak the trade system(s) to improve bias outcomes and correlation.
14 June
fxtime fxtime
Zefy that trade set up on the link (above) worked too for SP500 overnight.....an easy profit to start the day :-)
14 June
zefy zefy
I had ESM6 market order filled 2079,25 and looking for 2 pts... Perhaps my order execution was not careful enough...
14 June
fxtime fxtime
When I place an order at EoD I usually set a limit buy 1pt below the actual list price and invariably it is filled...that said I suspect the trade will still be good as the ranges on the dailies from wave to lows are at normal bounce regions.
14 June
zefy zefy
Yep, let's see. Regarding sugar position, I think the problem in system is not ROC algo itself but code handling ROC with other indicator(s) overlay should be improved. Will continue analysis...
14 June
fxtime fxtime
I am very impressed you are doing it mate. The analytics can take quite some time to build, test etc but it is worth it.
14 June
fxtime fxtime
Mkt bounced for you Zefy :-)
14 June
zefy zefy
Yes. Closed +2pts at 2081.25. Next EoD trade I set order 1pt below limit order instead of market order as you suggested.
14 June
fxtime fxtime
Yeah a bit drawn out that trade sorry about that. Interestingly I have the same trade signal for tonight but for different reasons (the drowning in ice cream trade set up etc) so I will repeat the trade LOL.
14 June
zefy zefy
Yes, I checked your Drowning in ice cream correlations -article. Makes sense :).

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