Tag Archives: DIA

Returns of Dow-30 And S&P 500 Diverge 10% Of The Time

Yesterday, the Dow Jones Industrial Average gained 0.17% but the S&P 500 fell by about the same amount. Divergences in the returns of these two indexes occur about 10% of the time in daily, weekly and monthly timeframes and they … Continue reading

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Variations In Results From Different Backtesting Platforms

Variations in the results generated by different backtesting platforms are common. In this article, I compare year-to-date backtesting results from Amibroker and Quantopian for a robust strategy that was machine designed by Price Action Lab software a few years ago. … Continue reading

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Adjusted Vs. Unadjusted Data Conundrum, Again

Last Wednesday a 50/200 golden cross occurred in the adjusted DIA chart and a new all-time high close occurred on the following day. However, the unadjusted chart paints a different picture: No golden cross and no all-time high close.

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Short Signals in DIA That Are Common to SPY and QQQ

I call common patterns those that form in one or more securities that belong to a pre-defined group but are profitable in the history of all securities in the group. Here I discuss short signals received for the open of Thursday, August 16, … Continue reading

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Common Long Signals in DIA, SPY and QQQ

I call common patterns those that form in one or more securities that belong to a pre-defined group but are profitable in the history of all securities in the group. This special category of patterns may be identified using a unique feature … Continue reading

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Machine Generated DIA Patterns and Trading Systems

The steps are presented here for discovering price patterns in DIA (SPDR Dow Jones Industrial Average) historical daily data using the Price Action Lab search function, testing the results in an out-of-sample and then creating a trading system. It is shown that Price Action Lab can identify … Continue reading

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Price Action Lab Alert for Thursday, May 24, 2012

Actually, this alert will be about the alert I did not post yesterday. I will explain the reasons I did not do it, although as it turned out the result was positive overall.

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How to Make Best Use of the Price Action Lab Alerts

I briefly illustrate the general context for evaluating the alerts that are based on the patterns Price Action Lab generates in scan and p-indicator mode. As an example, today’s alerts for DIA and GLD are considered and evaluated.

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