Sunday, May 13, 2012

SO MANY CLOURS, SO LITTLE TIME

Following is a presentation of the computer version in a spreadsheet form for the last month of data:
2012-04-12 -312 -703 -562 -1577 $19,699.13 $18,281.93 $11,184.63 $24,290.29
2012-04-13 -66 -433 -336 -835 $19,699.13 $18,814.88 $11,510.68 $24,998.39
2012-04-16 102 -372 -284 -554 $19,699.13 $19,228.07 $11,763.46 $25,547.37
2012-04-17 157 -343 -246 -432 $19,699.13 $18,473.55 $11,301.87 $24,544.89
2012-04-18 231 -199 -118 -86 $19,699.13 $18,557.39 $11,353.15 $24,656.27
2012-04-19 191 -84 -71 36 $19,699.13 $18,946.62 $11,591.28 $25,173.43
2012-04-20 -27 -178 -128 -333 $19,699.13 $19,078.36 $11,671.88 $25,173.43
2012-04-23 -199 -325 -250 -774 $19,699.13 $19,407.71 $11,873.37 $24,708.27
2012-04-24 -80 -293 -286 -659 $19,699.13 $19,635.26 $12,012.58 $24,997.97
2012-04-25 26 -35 -180 -189 $19,699.13 $18,575.35 $11,364.14 $23,648.58
2012-04-26 487 339 120 946 $19,699.13 $18,365.77 $11,235.92 $23,381.75
2012-04-27 919 795 396 2110 $19,699.13 $18,286.07 $11,187.17 $23,280.29
2012-04-30 895 835 418 2148 $19,699.13 $18,029.37 $11,030.12 $22,953.48
2012-05-01 612 830 418 1860 $19,699.13 $18,082.27 $11,062.48 $23,020.83
2012-05-02 246 636 361 1243 $19,699.13 $18,166.28 $11,113.88 $23,127.78
2012-05-03 -54 309 268 523 $19,699.13 $17,788.24 $10,882.60 $22,646.49
2012-05-04 -449 -64 -44 -557 $19,699.13 $16,906.14 $10,342.94 $21,523.47
2012-05-07 -882 -392 -297 -1571 $19,699.13 $16,906.14 $10,096.28 $21,523.47
2012-05-08 -814 -535 -439 -1788 $19,699.13 $16,906.14 $10,164.42 $21,523.47
2012-05-09 -527 -541 -471 -1539 $19,699.13 $16,906.14 $10,204.68 $21,523.47
2012-05-10 -274 -539 -531 -1344 $19,699.13 $16,906.14 $10,269.71 $21,523.47
2012-05-11 -282 -548 -562 -1392 $19,699.13 $16,906.14 $10,269.71 $21,523.47
for sure this is the last time you can see an up to date version unless you subscribe and become a member.
HOW TO INTERPRET:
the easy one is the first column been the date column
the three following column represent the current number for
ST 2nd column, positive number have the column color, negative number on red background
MT 3rd column positive number have the column color, negative number on red background
LT 4th column positive number have the column color, negative number on red background
TT 5th column the sum of the previous 3 indicators, positive number have the column color, negative number on red background, also on this column numbers over +2000 get a green background and number under -2000 get a dark red background (not present in the last month of data)
6th to 9th columns represent the running balances with a starting capital of $10000 on Feb 24, 2010,
column 6th is the running balance of the ST system
column 7th is the running balance of the MT system
column 8th is the running balance of the LT system
column 9th is the running balance of the TT system
if the system is on trade they have the column background showing, when the system is instead in cash (actual volatility of the market is above the volatility threshold of that particular system) the background colour change to orange.
What is very important about this system is keeping track of the daily interaction between the numbers of all 4 indicators (ST, MT, LT, MT) to get a sense of the market and general mood in it.

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