Sequential and Combo Layouts Complete

29 07 2008
Here are what the final TD Sequential and TD Combo layouts will look like for Blocks 3.1.  With these layouts it is possible to scan for every stock, ETF, or index that has either completed a TD Sequential, TD Combo, or both countdowns.  I am now just waiting for the next Blocks release.  Notice how I have stop loss points drawn in only when they are appropriate, which is an improvement from the older version.  I will write up a full discussion on how to use the layouts when I release them on MarketTurbulence.com.   
TD Sequential and Combo Sell Layout

TD Sequential and Combo Sell Layout

TD Sequential and Combo Buy Layout

TD Sequential and Combo Buy Layout


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Range Expansion Index

18 07 2008

The Range Expansion Index is now available on MarketTurbulence.com.  Go check it out.

I have made the RealCode available and hope that people can learn something by inspecting it. 


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TD Sequential Update

14 07 2008

Thanks to the improvements made by Kuf in the latest Blocks release I have now completed a full TD Sequential chart.  This chart is fully contained and easily shareable.  I made a couple improvements in how I array the data, which makes the chart I show below fully backtestable (not a word, I know).   

More improvement will be coming soon.  I will also code up TD Combo. 


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Video Test

27 05 2008

I’ve been playing around with some screencast tools. Here is a 10 min video. I realize that the presentation could be cleaned up a bit, but I would appreciate any constructive criticism.  Hopefully I’ll have more to come.

Intro to TD Sequential using Blocks 3.1


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New ATR based trailing-stop

21 05 2008

We had some action today.  Good, things were getting a little dull.

In the meantime, I came up with a new ATR based trailing stop.  The indicator was inspired by a visual inspection of Jan Arps’ trender.   I did a quick “breakout and trailing stop” backtest using the Nasdaq 100 and got some pretty good results.

I love it when two simple rules give such nice returns.


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TDST Channel

15 05 2008

TDST Channel

I have been playing around a little more with RealCode and came up with this pretty cool channel tool. The channel lines are formed by historic TDST lines. I used the “color if” block to hide the TDST line when the price was either above or below the appropriate line.

I did some quick backtests on buying the pullback after a breakout above the green TDST line. Here are the results for the Nasdaq 100.  I’m pretty impressed by the results.

Backtest results using Nasdaq 100


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TD Sequential Translated to RealCode

14 05 2008

Well I did it.  The code needs some serious work but I finished translating my TD Sequential code block into RealCode.  The main hurdle was getting the indexing right.

Besides getting the code cleaned up, I need to figure out how to automatically add lines to the chart for the TDST lines( I don’t know if that is possible).  I also want to apologize to Kuf for saying that RealCode runs slower than Code Blocks.  It doesn’t.  I was just writing crappy code.

The upper chart is the old way (code block).  The lower chart uses RealCode.

TD Sequential using Code Blocks


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Moving Average Breadth

13 05 2008

One of the things I like most about Blocks is its quick and easy ability to create breadth indicators.  Here is one that looks to have some very interesting properties.  In the last issue of Stocks & Commodities Magazine there was an article about reliable moving average crosses.  The article investigated the cross of a couple of modified triple exponential moving averages.  (You can find for the charts on the shared Blocks feature by searching for TEMA)  The indicator shown above gives the percentage of S&P 500 stocks that have the moving averages in a bullish mode (median zl tema above the ha zl tema) or in a bearish mode (median zl tema below the ha zl tema).  It looks like buy or selling the extremes would be a pretty good bet.


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MarketTurbulence.com update

11 05 2008

Things are moving along for my site. Sharing code blocks in Blocks 3.0 is not possible at the moment and that would have to be the biggest impediment to my site right now. I could translate things to the RealCode language but this would make the calculations prohibitively slow (RealCode doesn’t seem to handle loops very well). Instead of just setting something up so interested people can download my work, I’m going to have to write up a manual on creating the code blocks and layouts so people can download it. Inside the manual you will have everything you need to get TD Sequential and many of the other indicators working for you. I am also putting together some tutorial videos.  The extra work will be more that worth the time as many of these indicators are only available to Bloomberg terminal users and that costs over $2,000 a month.

I also am having to learn all of the ins and outs of Joomla, the content management system that I’m using to run marketturbulence.com. The e-commerce has been the steepest learning curve.


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