tag:blogger.com,1999:blog-2676650858658561710.post193115511454975812..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: The Edges Are DullingRob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2676650858658561710.post-37906684739648919972008-11-30T17:12:00.000-05:002008-11-30T17:12:00.000-05:00On 15.01.2008 you wrote: "This data indicates to m...On 15.01.2008 you wrote: "This data indicates to me that the low of the 1st pullback can act as an important level. Traders could consider that level to be a reasonable area to place a stop."<BR/>In the current blog entry however you place the stop on the day after the day of the pullback. In terms of risk management and also for backtesting purpose, when should the stop be placed: at the day of pullbakc or at the day after ?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-19880574297886672432008-01-30T11:28:00.000-05:002008-01-30T11:28:00.000-05:00Brian,Thanks for the note and for sharing your ind...Brian,<BR/><BR/>Thanks for the note and for sharing your indicator. It looks interesting. I'll be sure to poke around with it a bit.<BR/><BR/>RobRob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-85565556602771930992008-01-30T02:23:00.000-05:002008-01-30T02:23:00.000-05:00Hi Rob, I just found your site from a link from Br...Hi Rob, I just found your site from a link from Brett Steenbarger's page. When I saw your name I thought "could that be the same guy from tradingmarkets.com?" I see that you are the same guy. I enjoyed your articles back then and I see that you are still doing the same great work.<BR/><BR/>I also try to find buy and sell signals based on indicators like the Arms Index, McClellen Oscillator and equity put/call ratios.<BR/><BR/>I'd like to share one of those. It's a buy signal that triggers when the 40 day exponential MA drops 0.06 or more below the 80 day exponential MA for the value "one divided by the equity put/call ratio". It signaled a buy after the market close on the 18th. Here's a link to the current chart... http://tinyurl.com/3adnqx<BR/><BR/>I haven't back tested it but I can see by looking at the chart that it has done a good job in the last three years. If you'd like to back test it and post the results here, be my guest.<BR/><BR/>BrianAnonymousnoreply@blogger.com