Recent content by barrytaylor

I use the TRIN for intra-day and end-of-day trading. A couple of things that might help: 1. Using a 13 day ema in my experience is too long, try using 5 to 10 to highlight market cycles 2. When calculating averages remember the TRIN is a ratio - 1 is netural, 2 and 0.5 are equivalent. You have...

James Don't mean to butt into your thread but I'm always surprised people don't look at a very simple measure of distribution / accumulation: Volume / Range I call it churn - not sure what others might call this. Distribution is occurring when: Market is at highs Volume is large...

Hi CYOF I trade Eminis and check the Commitment of Trader reports weekly. I've added a page to my site that explains how to use the data. It includes: 1. Raw data and how to manipulate it 2. TradeStation functions and indicator code 3. COT Commercial net position indicator and oscillator The...

Another vote for "Larry Williams is the real deal." Agree with FC - heavily curve fit, small sample sizes and high profitability because of Bail Out exit rule. Would add Commitment of Traders and Bonds vs S&P relationship to the list of good things. Have attended his MDC - took away 1...

The best book I've read about moving averages is "Rocket Science for Traders" by John Ehlers. In Chapter 4 he compares simple, exponential and weighted moving averages and using digital signal processing theory concludes that weighted moving averages "give the best filtering for a given amount...