Comments for ennlightenment

Comment on Visualizing DeMark indicators in Matlab by enn

enn — Sun, 03 Feb 2013 20:10:03 +0000

In reply to Jonnie.

Hey Jonnie,

I may do a post on DeMark indicators in R but I’m trying to decide whether or not to release the code. The rules for sequential are fairly straightforward, you can email me if you need any advice.

Cheers,

Enn

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Comment on Visualizing DeMark indicators in Matlab by Jonnie

Jonnie — Sat, 05 Jan 2013 05:12:55 +0000

Hey, I want to program “DeMark Indicators” in R, any suggestions? Thank you, I’m a geographer and new to the stocks.

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Comment on Looking at gold stock intraday and overnight returns in R by enn

enn — Mon, 10 Dec 2012 03:46:53 +0000

In reply to Keith Shepard.

Hey Keith,

The overnight edge is definitely stronger and more consistent in nature. Although I just ran a 5bps commission and the edge has disappeared in the last year thus far.

Enn

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Comment on Looking at gold stock intraday and overnight returns in R by Keith Shepard

Keith Shepard — Thu, 06 Dec 2012 13:48:17 +0000

I love the idea. One question: from your backtesting, which was more profitable by itself …. shorting the GDX during the day or going long the GDX over night?

In other words, if you only chose one path to keep commissions and losses down, would it be more profitable to short the GDX during the day, where you could apply some money management techniques?

Or, on its own, is going long overnight more profitable?

Not that I’m going to run out and trade this, but it is an interesting area to study. Thanks for the great post and your time.

Cheers. =^.^=

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