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Jan 15: Closing Read
Signal weight closed at -1305, the Change +8.5. Signal weight will need to become increasingly more negative on Tuesday otherwise the Change will turn sharply up and the process of the next slope change will begin anew. With the Slope at -400, we should see the Primary at -4200 in a few bars. Have a nice long weekend.
Jan 15: 3:00
Signal weight -1540, the Change now +0.59 already. Wouldn't be surprised to see us recover back to 114 by the close unless signal weight exceeds -1600.
btw, anyone experiencing odd behavior of your program today? The two incorrect emails went out near 2:30pm.
Jan 15: 1:30pm
Signal weight remains stongly negative at -1636, the Change -22. The Primary's back into negative territory again at -1348.
Jan 15: 11am Enter Short confirmed at 113.76
The enter short has confirmed at expected and I'm avoiding it because the Secondary is less than -75. If you look at the Secondary and the yellow line (the Change), the negative divergence is quite apparent. This suggests that the Secondary will confirm a new down cycle in the next few days.
Jan 15: 10:30am Exit Long Confirms, Early Enter Short signal issued
The exit long has confirmed, and an early exit short has been issued that will confirm at 11am if signal weight is greater than -380.
Jan 15: 10am Early Exit Long
Signal weight turned strongly negative during the last half of the last bar and an early exit long, early slope change down signal has been issued. The Secondary is also down so a short signal is also likely. As the Secondary is still transitioning, its slope less than +-75, I will be avoiding this signal as well. The last two trading model trades did not make their targets.
Jan 15: Opening Read
Signal weight has opened weakly negative at -306, TTXSlope=2 bars at the current level of signal weight. The Secondary turns down at -500.
Jan 14: Closing Read
Signal weight spent most of the day between -300 and +550 and closed near the middle range of the day. Again tomorrow the Secondary will be in a position to turn down on only modestly negative signal weight. And this is a long weekend as the market will be closed on Monday to honor Dr. Martin Luther King Jr.
Jan 14: 3pm
Signal weight modestly positive at +524, the Change +10, SPY near the highs for the day.
Jan 14: 2pm
Signal weight +257, the Change -2.3, still dull.
Jan 14: 12:50pm
Signal weight now weakly positive, pretty boring day thus far.
Jan 14: 11:30am
An early enter long email went out that was obviously in error and due to the feed disruption. At 11:30, signal weight remains near zero, the Change -25.
Jan 14: 11:15
The Feed is back up. Signal weight weakly negative again, the Change -35.
Jan 14: 10:15am
Signal weight has turned weakly positive at +306, the Change -16.
Jan 14: Opening Read
Signal weight has opened weakly negative at -240, the Change -48 and TTXSlope=4.65 bars at this level of signal weight.
Jan 13: Closing Read
Signal
weight in fact did return to strongly positive levels mid-day, the
Primary generating a slope change up and confirmed a long signal
at 1:30pm. The trading model is long SPY at 114.40 and as
the Secondary's Slope is less than +75, I wouldn't have taken this
signal either. I did take the signal however for X as described
in the Advanced section. The model lost .81 cents on the short
trade which I am sure no one took.
Jan
13: 10am
Signal
weight now only +571, TTXSlope=3 bars. This may take awhile
unless signal weight returns to levels above +1000.
Jan
13: Opening Read
Signal
weight opened +1075, the Change +122, TTXSlope=2.48 bars. The
middle short signal is again out of confirmation obviously. I
will be leaving today very early as I have appointments all day
away. The 7am post will be the last until after the close.
Jan
12: Closing Read
Today's
short signal went into and out of confirmation several times today
(I even forgot to mention it was a middle short signal). With
signal weight closing at -1344 and the Change only -1.65, any moderation
in signal weight will turn the Change up sharply and begin the process
of the next slope change back up.
Jan
12: 12:30pm Enter Short Confirms at SPY 113.54 (corrected)
Just
after the last posting, signal weight moved more negative. The
short signal has confirmed and the trading model is short at 113.54
with a gtc exit at 112.54. As the value of the slope of the
Secondary is not -75 at the time of the signal, I'm avoiding this
signal. We'll review this stragegy on March 31st. (the main reason
I'm personally doing this is I'm trading a lot of X and don't need
to trade anything else at the moment.)
NOTE:
my original post was incorrect because of a data lapse that
occurred at 12:30 giving me an incorrect price.
Jan
12: 12pm
Not
much happening here. Signal weight still under the level needed
to turn the Secondary down. We're still under an early enter
short which will confirm at the conclusion of any bar if the
signal weight is greater than -1325.
Jan
12: 10am
The
early enter short has not confirmed because signal weight has risen
back above the level needed to turn the Secondary down. The
current unconfirmed down cycle on the Primary continues. Since
the value of the Slope now exceeds -75, if signal weight closes
a bar greater than -1325, the short signal will confirm because
the Secondary's slope will be negative (fractionally).
Jan
12: Opening Read Dual Signals: Early Slope Change Down/Early
Enter Short signals issued
Signal
weight has opened strongly negative at -1576, enough to turn the
Secondary down and generate an early enter short. This year,
we will track the signals as they come, but I'm planning on sticking
to only taking signals when the Secondary's slope is greater than
+-75 (on trading SPY).
Jan
12: Pre_Opening
SPY
trading lower in the pre-market. The little bug in the
Delineator relating to the updating of signal weight in the morning
will be seen today. What will happen is the early slope change
signal that was generated yesterday during the last half hour will
confirm at the open because it takes 1 minute for the signal weight
to update. Hence, it will see the previous level at the close
and issue the signal. Ignore it if it happens. This will be fixed
shortly.
Jan
11: Closing Read
Pretty
dull all day as signal weight remained only weakly positive. Tomorrow,
a few minutes after the open, we'll know if this slope change will
confirm or not.
Jan
11: 3:30pm Early Slope Change UP signal issued
Finally,
an early slope change signal has been issued which cannot confirm
today because signal cannot confirm at the close. We'll just
have to wait to see the level of signal weight in the morning.
Jan
11: 2:20pm
Virtually
no change from the prior posting. Signal weight flatlining
at +300.
Jan
11: 12:15pm
Very
close to an early slope change up. Signal weight will really
need to increase to make any signal viable. I'm off to the
gym early, back around 2pm.
Jan
11: 11am
Signal
weight +461 any slope change is still bars away.
Jan
11: 10am
Signal
weight now only +631, TTXSlope=1.56 bars. Unless signal weight
turns strongly positive, we won't get any long signal today even
though we may get a slope change up.
Jan
11: Opening Read
Signal
weight has opened +1352, the Change +67 and we'll get an early slope
change up next bar if signal weight continues to hold.
Jan
8: Closing Read
Signal
weight finally moved above +100 during the final half hour of the
day. Monday, we'll either see a continuation of the down cycle
on the Primary or signal weight will open positive and another up
cycle will begin. Signal weight doesn't seem to be able to
hold a negative level for very long.
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