tag:blogger.com,1999:blog-2643613788950912206.post5461728108355464524..comments2023-09-17T02:33:56.785-05:00Comments on The TSI Trader: E-mini S&P 500 futures (ES) - Anyone Trade This?John Townsendhttp://www.blogger.com/profile/13243755287314446656noreply@blogger.comBlogger17125tag:blogger.com,1999:blog-2643613788950912206.post-28015613175037404502013-09-10T18:09:54.512-05:002013-09-10T18:09:54.512-05:00Anon - regarding gold, the line in the sand is ver...Anon - regarding gold, the line in the sand is very simple. It is the price trend line drawn from the beginning of this Intermediate cycle (June 28) to the 1st day of the 2nd daily cycle (Aug 7) and then upwards and onwards. At one point this morning we were within about $15 of touching that trend line. If it does not hold and gets some trash paper thrown into the market, yeah, it will get ugly and quick.John Townsendhttps://www.blogger.com/profile/13243755287314446656noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-52096591912769280662013-09-10T18:09:28.545-05:002013-09-10T18:09:28.545-05:00Anon - regarding gold, the line in the sand is ver...Anon - regarding gold, the line in the sand is very simple. It is the price trend line drawn from the beginning of this Intermediate cycle (June 28) to the 1st day of the 2nd daily cycle (Aug 7) and then upwards and onwards. At one point this morning we were within about $15 of touching that trend line. If it does not hold and gets some trash paper thrown into the market, yeah, it will get ugly and quick.John Townsendhttps://www.blogger.com/profile/13243755287314446656noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-12901134435114397462013-09-10T18:04:57.628-05:002013-09-10T18:04:57.628-05:00Joe - sorry for the confusion.
What I did was beg...Joe - sorry for the confusion.<br /><br />What I did was begin on September 3rd. If *any* of the symbols were currently in a trade on September 3rd, I said hold long, hold short, or whatever. But I did not pretend that the trade was a part of the study as it opened (long or short) *before* September 3rd. My apology for not communicating this!<br /><br />So as these 'previously begun' trades conclude, I say 'sell' but don't notate that on the spreadsheet because the opening trade is not notated either.<br /><br />Counting the trades for tomorrow's open, we just have 4 that are true blue. Some of those strategies are long only, btw...... so I would think they will trade less frequently than some of the others. Patience, I suppose.John Townsendhttps://www.blogger.com/profile/13243755287314446656noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-53221895665432770622013-09-10T05:27:05.288-05:002013-09-10T05:27:05.288-05:00Hello, John. I've been away from the computer...Hello, John. I've been away from the computers for some time, and now that I'm back I went to study your new system. I notice the list under "TSI-Vector Strategy" in the left column says for NEE, hold long. Yet when I get to the Trading Record, it doesn't appear to show any trades yet. Were you already long before September and your only showing trades beginning in September? Or am I missing something?<br /><br />Thanks for your efforts.<br /><br />JoeJosephhttps://www.blogger.com/profile/05860441819485928095noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-31155859268036768272013-09-05T14:47:08.070-05:002013-09-05T14:47:08.070-05:00Hi John, TSI trend line break today on daily gener...Hi John, TSI trend line break today on daily generated sell signal. Not negative yet, but already crashing. <br /><br />Your thoughts on whether we are still in the bear market ... or this is simply a correction? Where is the line in the sand for the "acceptable" correction depth in your opinion.<br />Thank you.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-75372548704381669962013-09-04T08:35:44.537-05:002013-09-04T08:35:44.537-05:00Dear John
Gary claims Gold is going down to 900???...Dear John<br />Gary claims Gold is going down to 900??? he has advised his subscribers to go into cash.<br />whats your opinion on same.<br />thanks for your time and efforts<br />Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-33396370586124914312013-09-03T13:21:51.975-05:002013-09-03T13:21:51.975-05:00Looking pretty good John. I would love to see a s...Looking pretty good John. I would love to see a screen shot of the "buy/sell signals" on the actual chart of ES.Blakehttps://www.blogger.com/profile/08650600450661791461noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-42205984966524956882013-09-02T23:32:42.543-05:002013-09-02T23:32:42.543-05:00Return on Account is coming from Total Net Profit(...Return on Account is coming from Total Net Profit(157877.5)/Account Size Required(8195) x 100. Initial Capital must be set to $100,000 in the inputs to give a Return On Initial Capital of 157.88%. So it'd be interesting to see if Initial Capital was set to $8195/$8200 would it give the same results? Also, you're only using one contract throughout and not building your position size so it might be interesting to see a low-medium-aggressive position build-up? I'm still curious to see what contract splicing method and rolling dates Tradestation is using or you picked and is rolling the contracts built in to the commission. Rosshttps://www.blogger.com/profile/05442179065729615446noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-569037492423071812013-09-02T23:08:30.468-05:002013-09-02T23:08:30.468-05:00Friday close INDEXSP:.INX times fifty shares times...Friday close INDEXSP:.INX times fifty shares times ten percent down = 8165<br /><br />but ross seems to know what he's talking aboutBob Joyhttps://www.blogger.com/profile/05861123547088193730noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-60299959018775619802013-09-02T22:39:12.872-05:002013-09-02T22:39:12.872-05:00In fact Max Drawdown shows as $8195 so that's ...In fact Max Drawdown shows as $8195 so that's where it comes from. Don't know why I didn't see this sooner.Rosshttps://www.blogger.com/profile/05442179065729615446noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-28863309432480132662013-09-02T21:53:51.813-05:002013-09-02T21:53:51.813-05:00John - looks like the IC=$8195 is related to this:...John - looks like the IC=$8195 is related to this:<br />http://www.tradestation.com/education/labs/analysis-concepts/the-rrsi-strategy<br /><br />"Notice that the initial capital for the strategy is set to $106,000. This number was identified historically in order to account for the strategy's drawdowns during the back-tested period (Max. Drawdown – Trade Close to Trade Close). Each $10,000 trade, set in the Format Properties for All Strategies dialog box, assumes that enough equity is available to take each strategy signal. Therefore, while the original initial capital was set to $100,000, the figure was slightly adjusted to $106,000 for the Strategy Performance Report to be as historically realistic and accurate as possible."<br />Rosshttps://www.blogger.com/profile/05442179065729615446noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-36908763497874521772013-09-02T07:23:43.584-05:002013-09-02T07:23:43.584-05:00Thanks Bob for your comment. Beats me, but you may...Thanks Bob for your comment. Beats me, but you may be right as I sure don't know the answer. What puzzles me, though, is why it says: Account size required: $8,195 If that makes sense to you or someone else, please share your thoughts! Thanks.John Townsendhttps://www.blogger.com/profile/13243755287314446656noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-41067601607497876402013-09-02T06:32:56.976-05:002013-09-02T06:32:56.976-05:00Getting a paycheck ever 9 days got my attention. ...Getting a paycheck ever 9 days got my attention. But so did the 6% annualized return. An I figured your trading 10 million dollars. (9470/.0947=10000000/100)Bob Joyhttps://www.blogger.com/profile/05861123547088193730noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-16487026381979208052013-09-01T14:46:48.236-05:002013-09-01T14:46:48.236-05:00Ed - yeah, lots of various stop loss, profit targe...Ed - yeah, lots of various stop loss, profit target and TSI measurements to support the general strategy.John Townsendhttps://www.blogger.com/profile/13243755287314446656noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-30890040799405390762013-09-01T07:24:11.462-05:002013-09-01T07:24:11.462-05:00Ross - a whole lot of those numbers given in the a...Ross - a whole lot of those numbers given in the are jibberish to me and I'm afraid I am the wrong to ask for their meaning. What is more easily understood my me is Profit Factor, largest loss, days in the market, and so on.John Townsendhttps://www.blogger.com/profile/13243755287314446656noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-83821890007854871052013-08-31T21:51:37.460-05:002013-08-31T21:51:37.460-05:0016 years daily with the same conditions trading?… ...16 years daily with the same conditions trading?… These are futures!….Edhttps://www.blogger.com/profile/03019489313470878935noreply@blogger.comtag:blogger.com,1999:blog-2643613788950912206.post-4567613630408193982013-08-31T21:03:32.672-05:002013-08-31T21:03:32.672-05:00John - thanks for sharing as always. Is there a st...John - thanks for sharing as always. Is there a stop loss on this strategy, is TradeStation rolling the futures contracts in a way that doesn't skew the figures -- I guess equity indices don't gap as much between contracts as commodities and and how did you get an IC=$8195 (ES=$50xSPindex)(initial/maintenance margin right now of 3850/3500=$7350)? It will be very interesting to follow. Thanks again, RossRosshttps://www.blogger.com/profile/05442179065729615446noreply@blogger.com