Commentary
Trend Following Kept Simple: The 200-Day Simple Moving Average
Apr 30, 2012
Many technicians use complex technical indicators such as Average True Range, but experienced ones use them in conjunction with basic indicators such as volume and long-term simple moving averages. Arguably the most important of trend-following... more
ICE May 2012 Cotton Futures Analysis
Apr 02, 2012
ICE May Cotton futures are setting up well as a low-risk, high-reward mean reversion trade. One of our preferred set-ups is countertrend trades in the direction of the longer-term trend. In the following image, May Cotton closed below its two-... more
Moving Linear Regression Lines
Nov 11, 2011
Moving Linear Regression lines are my preferred method for tracking a trend, especially on low time frame charts such as Constant Volume Bars or TFlow®. Regression lines have specific properties that allow them to track the trend however shallow... more
TFlow and DOMTracker, Part 3: Redefining Data
Jul 21, 2011
A key advantage of TFlow® charts is their ability to build data based on activity. This allows for sensitivity without lag. It also allows for traditional analysis, such as trend lines, to be utilised in a unique way that is not visible... more
Qualifying Fibonacci: Smoothed TFlow, DOMTracker, and Limits of Volume
Jul 15, 2011
Analysis of TFlow® volume and the DOMTracker reveals that each market has its own dynamics and limits. When these limits are reached, exhaustion and major turning points can occur. Smoothed TFlow differs from the normal aggregation in that it... more
TFlow and DOMTracker, Part 2: Targeting Specific Times of Day to Trade
Jul 06, 2011
The escalating prevalence in futures of algos and automatic volume-based trading means that it is possible to join the crowd and concentrate on certain methods for specific times of day. My time to trade is severely limited, so it is necessary to... more
TFlow and DOMTracker, Part 1: Their Uses in Spread Trading
Jul 01, 2011
Here, I am going to go through some specific techniques for using TFlow® in spread trading. Certain spreads, such as Heating Oil against Crude, lend themselves to sustained trends. TFlow, in combination with the DOMTracker, can be used to... more
Opinion: Illiquidity and the Danger It Fosters for World Equity Markets©, Part 2 by Joe DiNapoli
Jun 27, 2011
Today, we can look eastward to the China Stock Index futures contract and see the similarities between its size and the size of the S&P contract back in 1986, except in China, the situation is worse. In a sincere effort to protect its... more
Opinion: Illiquidity and the Danger It Fosters for World Equity Markets©, Part 1 by Joe DiNapoli
Jun 20, 2011
I trade daily. I traded Over-The-Counter options in the '60s. I have traded US Stock Index futures since the day they started in 1982. I was there in October 1987 when we experienced the 500-point single day decline known as Black Monday. In fact... more