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Looking for and testing short term patterns in the market

Any particular reason why 20 days?

because I like round numbers. When I'm looking at market positioning, I'll generally use 5 days for the immediate trend, 10 days for a slightly longer trend and 20 for a slightly longer view still. I could have used 17 or 21 days, but the story is still the same: I was looking for periods where the market had moved up and the range had also dried up as we started printing new highs.
 
Test below is looking for price coming off a 20 day high(which we made yesterday), today's range is in the bottom 10% of readings for the past 3 weeks:

You must be using exit criteria which determines % profit. Does this not skew results to exit criteria rather than frequency of event?
 
You must be using exit criteria which determines % profit. Does this not skew results to exit criteria?

Wys, have you read the thread from the start, or are you just picking up bits and pieces and making assumptions?
 
Buy at the close of price on the 9th day, and sell when price closes back above the 5 day MA.

No but is the bold type the exit criteria for all back tests?
 
No but is the bold type the exit criteria for all back tests?

It was all outlined in the very first post I made:


In the attachments on my posts, they are basically just a list. The very left hand column is the number of days after a signal(or 'x'). The rest should be pretty well self explanatory.

The test you are referring to is the one exception to that and the only test I've posted in here with a predefined exit attached to it.

Hope this helps
 
Have been having a look at the outside bar that was printed in the US overnight, and thought I'd go through the individual tests I ran to come to the conclusion that I have.

The main goal for me in running this thread was to highlight the process involved in the way I look at the market, with the hope that it'll get people paying closer attention to the individual moves the market makes. Previously in the thread I had highlighted how the positioning of a pattern relative to what the market had been doing leading up to it can impact on what you would expect from that pattern going forward. The other big thing I find that can impact on patterns is volume. Hopefully the following will help to highlight that a little.

First thing about the outside bar that was made overnight was that it closed lower than the open. So the first test will look at outside bars that close lower than they open with no other filters at all:



On it's own, it suggests fairly flat trading for a couple of sessions, but reverts to being more neutral and in line with general drift upwards afterwards(there's a slight outperformance 15-20 days out, but isn't really worth getting excited about)

Now I'll run the test, but look for instances where 2 days ago was a short term high.



Tells a pretty similar story. Results are slightly less bullish than the prior test, but aren't entirely unexpected - the 2nd post in this thread highlights the difference in short term performance after price is at a new short term high versus a low FWIW.

Now for volume. Today's volume was higher than yesterday's. I'll run the same test as before, but look for the instances where we had higher volume than the prior day:



All of a sudden it gets interesting.When the results are filtered based on volume, the short term weakness becomes a little more pronounced(though isn't really anything to be concerned about if you are long), but the possible upside looks quite a bit better.

And now lets have a look at the same pattern, but filter for the times that it occurs on lower volume:



This pretty well flips the results on their head! Instead of the potential for a mild pullback and longer term strength, we see the possibility of a short term bounce and longer term weakness. This is why I generally try and look at volume as well as the general position of the market for a test, results can often become a lot more pronounced, and sometimes even show the exact opposite depending on the volume characteristics that go with the pattern.

Cheers
 
Just reading through an older thread that I'd missed and wanted to point out that there is some very useful knowledge to be gained here. Thanks must go to the wise old hands who posted here.
 
Here's something that may be of interest(see chart below)



So we had an outside day printed overnight on fairly decent volume with the market selling off during the day.

The following test looks to buy an outside day, with the high to be the highest for the past 50 sessions on volume that was the highest over the past 10 days and the close lower than the open.



Hasn't happened very often before, but does highlight some possible weakness in the short term

Cheers
 
thought I might throw something slightly different to a price and volume pattern into this thread.

Tomorrow is a fed day, and today's low was the lowest for the past 20 days. Buy on close:



Seems to be a half decent bullish edge for the next few days
 
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