Saturday, December 28, 2013

System 1 (G2): simpler, more practical

Read Big Trade by Peter Pham.  Simplicity. 

Abandoned pivots, artificial stuff. 

Start using previous HL as reference points.  previous C.

Start using opening range, previous O.

Start using inside bar (IB), outside bar (OB).

Interval collection: 1d, 1w, 2w(2w1,2w2), 3w(3w1,3w2,3w3), 1m, 3m, 6m(6m3,6m6), 1yr(1y3,1y6,1y9,1y12)

If target #1 reached, probability reaching target #2.

Use futures adjusted ETF data.  Use 1min aggregated daily data.

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