Quick Links to Statistics Pt2

51. Second Glance fills (3): How accurate fills are compared to actual price. Distributions of what happens after H/O and O/L over and under fills(partial filtered)

52. Direction Trajectories Pt. 2 (4): Predictive ability of H/O and O/L Projection targets based on various Deltas

53. Daily bars within the week (1): Number of up/down days in an up/down week.

54. Winners wick, losers wick, and wick percentages (3): As titled.

55. More detailed look at pivot hits (and what happens after) (4): An older stat redone, study on drawdown after projection points are hit

56. Entry Clues (3): Neat little stat showing big bars following big bars

57. Bar types of the hit bar (3): Looking at the characteristics of the first bar that hits a projection level.

58. C-O of the hit bar and time to hit (3): Pt 2 of the above

59. Movement after pivot hit (3): Cleaned up, done smarter.

60. Filtered 2 hits and via Sum DVB (4): An early attempt of looking at possible momentum triggers that occur during price hit to know if price will continue or not.

61. The weekend gap(2): Empirical answer to a long pondered question.

62. Hit bars expanded(4): Stats on the idea from the thread Delicate Secret applied to pivot levels

63. H-L range by hour(2): As stated. Results worth noting.

64. B2i on states(5): Hit percentages based on the thread “Funny rectangles and Useless Drivel” by Mr. 7th signal himself. I took the idea of the rectangle and the need to filter for different market states to get my own numbers.

65. B2i Vanilla(3): Done on ‘standard’ time frame as was shown in the thread.

66. Transient bars (2): Basic overview of transient bars.

67. Transient bar output (2): Some statistics on transient bar occurrence. If, then, if, then.

68. Tracking Transients (2): Looking at the difference between the transient bars the occur at the ends of the bar versus the ones in the middle.

69. Timing for Transient bars (3): A hint about ideal swing timing. Somehow it escaped me all the way until this statistic. Best times of the day to catch a transient bar, or transient bars by hour.

70. Basic movement in transient bars (3): The beginnings of turning the T-bars into a much more powerful system.

71. Basic movement updated, wave modeling 2.0 (5): A new way to model swing points.

72. Wave modeling 2.1 (6) The foundation for a true edge.

73. Wave counts (4): Number of waves in a consecutive direction. Basic, but useful.

74. Basic ratios on transient waves (6): Base line for live stats on where price can go. Goes hand in hand with the modeling to create real trade opportunity.

75. Timing on recurrent bars (3): Checking to see how long it takes for a recurrent bar to become recurrent.

76. Revisiting double tops/bottoms (4): Checking ‘fake tops/bottoms’ or areas where a transient point is inserted when it really is recurrent.

77. Candle patterns at transient points (3): Pretty self explanatory, but an enlightening statistic. It shows that context really does matter.

78. Complete Wave Sequences (6*): Leg sequencing for trend state to next trend state and what legs are likely to appear between them.

79. Complete Wave Sequences Pt2 (6*):  Adding on to pt1, and distinguishing some odds between common wave patterns.

80. Working on Catching Extremes (3): An attempt to combine CCI and wave patterns. Not very successful

81. Crude PoNR (3): Attempt at using right side transience to find launch points. Good idea that needs more theory and backing before another attempt.

82. Optimized h (3): right side transience applied

83. Optimized h pt 2 (5): Referring to a post in Rel’s Forge about optimized h values

84. MTF Optimal h (6): Finding optimal h value for each time frame to achieve 90%+ hit probability

85. Single Frame Tests (6): Completed wave work (wave model 2.1) and subsequent wave sequences for multiple time frames

86. Trend is your Friend? (6!): What I consider to be some form of proof that trends in the market exist, and trading can favor movements in that direction.

87. Right Side trading (4): An attempt to measure and project momentum using TCD and right side transient bars. I didn’t get very far and the idea was eventually scraped.

88. Base Line Time (4): Using pivots more like MAs and tracking how accurate they are in projecting just the direction of the next bar (above or below)

89. Traditional V1 SR (5): Traditional version 1 support/resistance – Looking at how long it takes for price to cross through a pivot. Mixed results.

90. Double Filtered Pivots and TZ (6): Using PTZs and pivots as a filter to see if the scalping odds get any better

91. Double Filtered Pivots and TZ pt 2 (6): Testing differences between TCDs and Closes.

92. PTZ Pivot in MTF (6): Expansion on using PTZs and Pivots looking for scalp opportunities. I actually don’t remember this one too clearly, but I know it didn’t turn out very well.

93. New Wave work (6): Attempting to do wave work using pivots to define tops and bottoms. Model 2.1 was much better

94. C vs TCD End points (6): Another test for TCDs vs. Closes for patterns at the ends of wave points. These are all hindsight odds, so overall good to know but not quite applicable.

95. Pivot work, benefits of trade tracking (6): Created temporary custom TFs to test for pivots. The result ended up being near BE, but with a big difference in streaks of wins and losses.

96. Time length from PTZ to TZ (4): A very simple calculation of the time between the first PTZ to occur and the final TZ. I think there is some benefit to extending this time a bit.

97. Small post, filter tool box (2): Example of using Time Filters. Not much to show here other than the concept.

98. Wave Modeling 2.2 (6): Another example of the persistence of particular wave type statistics, whichever method I use.

99. Wave 2.2 Sequences (6): An additional way to view “complete” waves, by allowing introduction waves to set the ultimate range that must break.

100. AJK concepts, Intro to Timing (5): Taking a look at how time can be a clue to when extremes can occur. Good market times do prove to be critical points in the market.



Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s