Trading Systems in 'New Concepts In Technical Trading Systems' by J. Welles Wilder

Hello Guys,

that is cool u know what u made my day Dale!!!

ok i think what u were saying about DX is something from the book and u r not getting from outside.Good work Man.

I am glade that J. gave us the go ahead as well!! Now i would like to trade with out any interruption!!!

but guys do think that we will ever face another fix in near future?? well really the book is full of small information that by the time we trade we feel it is not small info .

Any ways let us start for the new week the market is about to open hope it will be good again for all of us

Regards,

Akram

Whoa!!! Hold it!!! Stop trading!!! Don’t trade!!!

I’ve just discovered another major problem!!!

I’ll post about it shortly!!!

Regards,

Dale. (forexbrokersonline.net).

I’ll bet THAT go you all going!!!

But there IS in fact a MAJOR problem:

WE’RE NOW SPOILED FOR CHOICE!!!

As of right now I count no less than SIXTEEN possible orders!!!

Made up as follows:

RE-ENTRY:

AUD/JPY - Long
CHF/JPY - Long
EUR/JPY - Long
EUR/RON - Short
EUR/ZAR - Short
GBP/CAD - Short
GBP/CHF - Short
GBP/NZD - Short
GBP/USD - Short
GBP/ZAR - Short
NZD/JPY - Long
USD/ZAR - Short

NEW:

EUR/NZD - Short - DMS ‘proper’ with DX rising (ideal DMS trade???)
USD/CAD - Short - TBPS with DX rising (ideal TBPS trade???)
USD/SEK - Short - TBPS with DX rising (ideal TBPS trade???)
EUR/AUD - Short - DMS ‘proper’ with DX rising (ideal DMS trade???)

WOW!!!

So what do we do???

A much UNANTICIPATED problem I’d say!!!

Regards,

Dale. (forexbrokersonline.net).

Edit:

Note: AUD/USD removed. My mistake!!!

Second edit:

Note: NZD/JPY - Long. My mistake again (tired)!!! Sorry!!!

Man stop playing with our minds will u!!!

That is not a problem!!!

Regards,

Akram

LOL!!!

Sorry!!! I couldn’t help myself!!! (I knew that YOU would panic)!!!

To answer your question:

No: I cannot forsee any more major changes (if any). I TOO just want to TRADE and have done with it!!!

THAT SAID:

I can already see some more ‘DX potential’ here.

Take the VS:

TP problem solved!!!

Use the VS WITH the ADX Oscillator and the DX!!! As long as price is ABOVE the VS SAR and the ADX Oscillator is green you stay long until the DX turns down and then you place your STOP LOSS / TP ORDER just as you would have with the DMS. If the order is executed and the DX turns up again and the ADX Oscillator is still green AND price is STILL ABOVE the VS SAR your re-enter with a STOP ORDER as per the DMS. Visa versa for VS shorts!!! See what I’m getting at??? In other words: you’re continually ‘riding’ the VS in one direction until you get a close contrary to the VS SAR in which case the rules are simply reversed.

Take the RTS:

Let’s assume that the ADX Oscillator is green, the DX is rising, and an order placed at B1 gets ‘taken’. This is now your ‘B’ day. You can ‘bet the farm’ that the RTS TP is going to get ‘hit’ at S1!!! Again: visa versa for RTS shorts!!!

How’s THAT!!!

I am going to bed now!!!

Regards,

Dale. (forexbrokersonline.net).

Dale,

You may be snoozing away now, but It’s only 8 here! And I’m absolutely loving what you guys came up with! This is really looking good to me. I’m actually planning on getting all my charts set up before close tomorrow, so I’ll be ready to rock n’ roll! You guys are amazing. Imagine dissecting the system to its component parts and finding even more useful information at the core of it all! Simply beautiful. I’d like to say I could’ve done it if I had more free time to study ‘the book’ and didn’t have to prepare 4 lesson plans by next week, but I won’t belittle the work you’ve done. I look forward to hearing from you tomorrow, and I applaud you, gentlemen.

Happy Pips,
Cody

Well, with the official start of the 2009 trading year, I wish all of you the best and most profitable year!

Best regards,
M.

Good day all,

First of all, huge shout going out especially to J and Dale for their hard work, input and thoughts on this. And to everyone else for that matter. Seems like we have quite a discussion going on here.

As you may or may not know I have been studying the books by Dr Elder over the last month or so and he is a fan of the DMS and the ideas I quoted by J above are pretty much what Elder suggest for using DMS.

Take partial profits when ADX is above both DI’s (usually a high ADX value 40 or 50 etc)

Wait for a turn up of ADX after a DI cross before entering. This is suggested by Elder but until now I cant say if this is beneficial or not in the long run.

Take partial profits when ADX begins to turn down. J’s idea (4) is similar to this I guess.

Now, looking at the DX indicator that you sent out yesterday Dale and from the charts I have applied it to, I just have the following observations. Are you guys saying that once in a DMS trade you would exit or take partial profits on the first turn down of the DX? Because in my opinion the DX can easily turn meaning that the trade durations would be very short. Is that what you are suggesting and then enter again on a turn up of DX? Hope you understand my waffling style.

More study needed on my part first

Cheers for now

Good day again,

Another thing I was looking at the last few days is this. Elder suggests only taking daily signals in the direction of the weekly trend. He uses a 26 EMA on the weekly charts for this.

5 days per week x 26 = 130 period EMA on the daily charts.

So here’s what I did. I put a 144 EMA (closest Fibo number to 130) on a daily. Also slapped on a 22 EMA. And a ADX(13 or 14) as they are almost the same.

Here’s the deal, if the EMA’s are pointing up, I am only taking long signals fired off with the ADX. If the EMA’s are pointing down, I’m only taking shorts. If there is a conflict of signals, no trade.

I pulled up GBPUSD and went as far back as my daily would allow and started back testing manually and noting down all trades I would of taken. Initial results are favorable. I plan to study this further, fine tune and look at other pairs. I will report the findings as soon as.

over and out for now.

Good (Monday) morning all!!!

Hey Cody:

Well: all I can say it’s a pleasure and I’m just glad that we found this in time is all!!! I’m tired of saying ‘but it USED to work’!!! LOL!!!

M.

Thank you and same to you. Things are going to be good this year FOR sure!!! I think I’ve done my ‘apprenticeship’ and I’ll do whatever I can to ‘fast track success’ for everyone else!!!

Boca:

‘ELDER SHMELDER’!!! LOL!!! (Only kidding)!!!

Look: as you may or may not have gathered we’re (I’m) at the point where I don’t really care WHAT works as long as it works (and as long as it’s within the ‘Wilder realm’)!!! I’ve had my ‘fun’ ‘tinkering’ and I do believe that we’re at a point (with the Wilder stuff anyway) where there is very little more ‘tinkering’ to be done (although the last time I made a statement similar to this just LOOK what happened)!!! LOL!!!

Anyway: let us know about Elder and his MA’s. If they improve the performance and filter out even more bad trades then why not.

Your observation about trades being of shorter duration is indeed correct. That said: this is only true when a REAL TREND OF NOTE is NOT ‘in place’. What this little ‘fix’ does is shorten the BAD trades i.e. those ‘pesky’ trades that start out with a ‘vengeance’ and keep you ‘holding on’ for DAYS on end only for them to turn on you with the SAME ‘vengeance’ as they started out with and ‘eat your account away’!!! Just remember (and this is to everyone): when you’re looking at these trades (past trades for backtesting) you’re always placing STOP ORDERS. Sometimes it’s difficult when ‘visually’ backtesting because a person tends to look at the highs or the lows and somehow your brain tells you that those are your entry / TP / SAR / exit points. When you’re ‘visually’ backtesting remember that because you’re placing stop orders: a lot of the orders that you place are never executed so while a trade may ‘visually’ appear ‘shortened’ or a ‘loser’ you have to check whether or not you ever ACTUALLY got INTO that trade in the first place or if you ever ACTUALLY were stopped our or had to SAR. I hope that makes sense. (What I’m describing is very similar to ‘The Extreme Point Rule’). A fine example of what I’m taking about is USD/CHF. At FIRST GLANCE it would appear that this DX ‘fix’ ‘took you out’ early between 2008-12-18 and 2008-12-19 but look what ACTUALLY happened i.e. your protective stop / TP was placed ‘a couple of ticks above the high’ of the bar for 2008-12-19 but was never executed and the trade continued on as a ‘normal’ DMS short trade. Yes: you were stopped out on 2009-01-02 because of a protective stop placed on 2008-12-31 ‘a couple of ticks above the high’ of the bar for 2008-12-31 (at a VERY nice profit I might add) and yes the price may or may not continue on down now (although I have my doubts). If it does, however, you have the option to re-enter the trade if the DX turns up now and the oscillator is still red but again: you’d be placing a stop order for this purpose which, if the price now keeps on going up, will never be executed and you will in all probability get a valid ‘standard’ DMS signal to go long WITH the DX risiing (which as far as I can tell are the ‘perfect’ or ‘desired’ entries). I hope this makes a bit of sense.

Which DOES in fact bring me to another point:

With all these possible entries I’ve been trying to think of a way to ‘choose the best’ or ‘rank’ them against each other. The best I can think of so far is to ‘choose’ the ones with the LOWEST DX value (DX must be rising of course). I suppose it would be possible to ‘choose’ the ones with the LOWEST DX value and the HIGHEST ADXR value as well. I shall check to see whether or not there is any merit in either of these ideas. Of course you COULD simply use ‘the shotgun approach’ i.e. place orders for ALL entry signals and, as soon as you reach the limits of our money management rules i.e. as soon as enough orders have been executed, you simply cancel all oustanding (pending) orders. I’ve been known to use THIS method before!!! It’s just not quite as ‘finessed’ as actually trying to ‘choose the best’!!!

By the way: you could have ‘pushed me over with a feather’ this morning!!! I see the Dow Futures ACTUALLY have a green ADX Oscillator bar showing from Friday!!! (OK: ADX is below both the DI’s but still that’s a good sign I hope)!!! I don’t know if any of you know this BUT historically (as far back as 1950 I believe): if the Dow, S&P, and Nasdaq close HIGHER in the first five trading days of January then the markets close ‘up’ at the end of the same year and the opposite is true if they close ‘down’ in the first five trading days of January!!! Then again I’m sure you’ve heard the saying that ‘there are lies, damn lies, and statistics’!!! That said: this apparantely has held true 100% of the time since 1950!!! Go figure!!!

Have a LOVELY day (and don’t get dissapointed if you don’t double your accounts today i.e. Monday is NORMALLY a very ‘shi*ty’ day)!!!

Regards,

Dale. (forexbrokersonline.net).

Edit:

By the way ‘Father Ted’:

I wanted to mention this to you last night but I forgot (tired is all). If you want to see the ‘DX re-entry rules’ ‘in action’ then take a look at USD/RUB. Yes it IS a ‘cherry picked’ example (this pair seems to trend FAR better than ANTHING else on the planet) but it nevertheless makes it easy to see how the ‘mechanicm’ works.

You know what ladies and gentleman boys and girls:

I hate to be a ‘butinsky’ and I’m by no means trying to confuse here BUT:

Has anyone actually taken a look at our ‘new’ DX / ADX Oscillator ‘thing’ on the WEEKLY charts??? Now I’m not for ONE MINUTE sayind that I’d have the ‘patience and restraint’ to be able to trade the weekly timeframe BUT MAN OH MAN: it sure looks like a ‘long term traders dream come true’!!! Taking the PRIZE examples of GBP/USD and GBP/JPY: there are LOADS AND LOADS of pips to be made without NOT whipsaws (well at least not since 2006. Well, OK, maybe one 'lil ‘ol whipsaw’ on GBP/USD is all)!!!

Try it: you MIGHT LIKE IT!!!

Also: from what I can see the ‘variations’ are ENDLESS with this new DX ‘thing’. You can shorten the period in which case it appears to be a ‘day scalpers dream’ (if there is such a thing as a ‘day scalper’??? What I’m saying is that it shortens your trades considerably but takes profit ‘every other day’). You could leave the DX period at 14 and shorten the ADX Oscillator period to 7. That way you’re using the ADX Oscillator ‘as per normal’ for DMS trades but the DX, because it’s using double the period is effectively being ‘smoothed’ for ADX(7). Feel free to experiment.

One thing that I do see though is this:

The ‘PRIME’ entries are as follows (using either ADX(7) or ADX(14)):

When you get an ‘original’ DMS signal i.e. ‘as before’ and the DX has just ‘hit bottom’ and turned up on the same day as the signal (EUR/NZD is a ‘classic’ example of what I’m talking about here). WOULD IT be an idea to take ONLY these types of trades and, once stopped out, simply ‘move on’ to another pair i.e. wait for another ‘original’ or ‘proper’ DMS entry signal??? In other words there is no ‘re-entry’ i.e. once stopped out the trade is ‘finito’ until a new DMS signal is given (and the DX has just turned and is rising).

PROBABLY more questions than answers right now!!! But I suppose the point I’m trying to make here is: BE CREATIVE!!! The DX seems to be EXTREMELY reliable so far as I can tell and you may well find that different combinations of the DX and the ADX Oscillator may WELL improve performance.

Just making some observations is all!!!

Regards,

Dale. (forexbrokersonline.net).

Gentlemen,

I just did a quick (very quick) review of ‘the book’ and I think I have a little bit better understanding of the DX now. It appears to be an extremely useful tool. I have finished putting it on all my charts, and I’m excited to start testing it. (I’m using DX14, btw, along with everything else) All current positions for me are going well, as of last night I was up 8% on unrealized profits. Pretty good for only a couple trading days so far this year, eh?

If I get some time away from preparing for my classes and taking care of my daughter, maybe I’ll look at some charts and see how this contraption works.

Happy Pips,
Cody

P.S. I was just thinking… If this works as well as it has been working (and with the new addition, I think it might!), then after a few years of compounding an account, I should be able to retire from my day job and live a comfortable life just doing this! Now wouldn’t that be grand?! And of course, once I’m raking in the big bucks, I’m catching a plane to South Africa and buying a drink for our fearless leader, Dale!

Sorry: but ‘a drink’???

Come to think of it though: it is one of those ‘useless resolutions’ (you know the one’s I’m talking about) to NOT drink this year (well: at least not for a WHILE. You know: the old ‘detox’ and ‘shape up a bit’ thing)!!! LOL!!! LET US SEE SHALL WE!!! So far this YEAR I’m doing GREAT!!! LOL!!! Right now I feel so healthy it makes me sick!!!

Regards,

Dale. (forexbrokersonline.net).

Good Evening all,

Well, I’ve put the Dx indicator on to my charts and I got to tell you all, I’m starting to love it. Well done Dale and J.

I am begining to see what you are saying Dale. If in a long trade, on the day the Dx turns down, you put your stop just below the low of the turn down day. That;s how I see it anyway.

One other question I think I have asked before… when you say an ideal DMS entry trade, is that one where the ADX is rising when you enter, or you not too worried about that? I am still on the fence on this one and just taking it on a trade by trade basis.

Over for now

hey hey u!!!

i bet u dale cody and j and every one else are now dancing as i am doing right now!!!

things are going straight up like a sky rocket!!!

gentlemen were facing a good winner profitable postio ns right now and hey Dale stop insulting Monday again!!!

Regards,

Akram

Hey hey hey!!!

I’m dancing alright!!! And I’m glad to hear things are going well your side too!!! Well done!!!

Yep: I have to say that so far everything is working ‘100’s’!!! If I closed everything out on my main account right now I’d be ‘up’ 16% ON THE MONTH (and the month started last Friday)!!! My three PTPS trades are doing ‘stellar’ and so is MY LONG OIL DMS/DX TRADE!!! I’ve also had two TBPS/DX trades hit their targets (and an extra one that I THOUGHT was a valid TBPS/DX trade but turns out it wasn’t but it hit the TP ANYWAY i.e. AUD/USD)!!! CHF/JPY was a DMS/DX ‘re-entry’ trade but that’s not doing so well. THAT SAID what’s really great about this is that the DX has turned down today so tonight I’ll be placing a stop. Yes: if it’s hit it’s going to be a ‘loser’ BUT at least it’s going to be a ‘finite’ loss and this is great i.e. I’m not going to have to sit and ‘sh*t’ myself HOPING AND PRAYING for a DMS SAR signal. ‘In’ the trade, it went wrong, and ‘out’ just as quick!!! Move on to the next one!!! USD/SEK (TBPS/DX) also in a loss and I may have to SAR depending on where it closes tonight but hey: even that’s OK!!! I’m EVEN making a nice profit on EUR/ZAR right now and THAT is something because very seldom, in my experience, does a trade on ???/ZAR simply just ‘turn to profit’!!! Other than that: I’m being ‘dragged down’ slightly by GBP/USD STILL but that’s my fault no question. So that is MY ‘current state of affairs’!!!

I’ll tell you this: if you’re still not convinced of the merits of using the DX for protective stops or TP orders then all you need do is take a look at GBP/CHF and USD/CHF and EUR/USD, and (the list goes on)!!! USD/CHF has climbed almost one third of the way back up and still I don’t see a DMS signal to go long / SAR. That means that as of right now, without using the DX, one third of your profit is gone and all you need is another steep climb like this tomorrow and another good portion is gone and STILL you may or may not have been given a DMS SAR signal. Of course: as per ‘The Extreme Point Rule’ price can turn down again but I know I’d be feeling a lot more comfortable having already booked 90% of the profit on this last big move down and then ‘re-entering’ than sitting here right now not being sure whether or not to ‘pull the trigger’ NOW and get ‘out’ while I still have SOME profit on the table or ‘wait it out’!!! (In case you’re wondering I took profit short on USD/CHF about three times while it was going down and thanks to the fact that I ‘switched’ to ADX(14) I’ve been ‘out’ for a while now)!!! It would appear that if NOTHING else: having the DX as a ‘crutch’ could contribute GREATLY to a person’s ability to hold on to a trade and work wonders for a person’s ‘trading psyche’!!!

Boca:

To be honest: it’s a ‘personal choice’ as to whether or not you wait for ADX to ALSO be rising or not. Put another way: there is less risk involved if BOTH are rising. No question about that. As with anything in this business though: there is a tradeoff between risk and profit i.e. sometimes waiting for BOTH to be rising does cost you points / pips. That said: NOT waiting can cost you pips as well because the DMS CAN give you a signal the very next day to SAR and this is a potential problem because NOW you’re faced with the situation where the DX is indeed rising BUT the DMS has given you a signal in the opposite direction which means that the acceleration being idicated by the DX is AGAINST your existing trade!!! This is something to be aware of. Of course you’d be placing a SAR order as per the DMS in this case so your loss would still be limited of course.

Anyway: from the bottom of my heart I hope this is working for all of you as well as it is for me thus far!!!

Regards,

Dale. (forexbrokersonline.net).

Dale,

Obviously, what I meant by ‘a drink’ was ‘he’ll have one of everything!’.

Well, it’s another step to go through, checking the dx on all open trades, but it seems like it’ll be so worth it. I wonder what it would’ve had me do the day I was up 50% after only a week, only to have it all crumble away? You know that particular friday I’m talking about (the one where you booked major profit and I sat there on my thumbs). Maybe that move was too fast even for this, but hey, who knows. Maybe I’ll have a look back and see.

Happy Pips,
Cody

Nah. Don’t worry Cody. I’m a ‘cheap date’. A bottle of Captain Morgan and four litres of Coke and I’m ‘good to go’!!!

You make a good point though. Maybe you SHOULD go back and see if you can trace those trades / that week. I personally think you’ll be very surprised to see just how much this would have saved you at the time.

I just got stopped out of CHF/JPY for a ‘smallish’ loss. It’s funny you know: it does not matter HOW many times you have to take a loss, no matter HOW small, it NEVER gets ANY easier!!! BUT: I’ve learned the hard way over time that it’s being able to take the losses that eventually generates the profits (as strange as they may sound)!!! I’ve proved it to myself FAR too many times i.e. held on to losses because I couldn’t ‘stomach’ having to take a loss and you know what: VERY SELDOM do the trades EVER come back to you. More often than not those losses just get bigger and bigger and bigger until you’re FORCED to take them and, well, it’s just ‘downhill from there’.

But: so far so good. I’m seeing one or two ‘proper’ or ‘standard’ DMS signals that I’ll be placing orders for tonight. I have to say that I find myself with a bit of a ‘dilemma’ at the moment i.e. GBP/CHF has closed contary to a VS SAR but the DX is still going down. I’m afraid I cannot simply ignore this trade though so I’m ‘going for it’ as a VS trade (already ‘in’ now). What will (in all probabitlity) happen is that the DX will turn up and the ADX Oscillator will ‘fire off’ a long signal and, at the first downturn of the DX, I will place a protective stop as per our ‘new’ DX ‘rules’ even although this is a VS trade because I can tell you that as of NOW: the VS SAR (short) is a L-O-N-G way off!!!

Other than that: things are good!!!

Regards,

Dale. (forexbrokersonline.net).

I need to go to bed now (this last ‘waiting hour’ kills me)!!!

Anyway:

Just a word of advice (or rather an observation):

With Delta you HAVE TO but HAVE TO wait for the daily bar to CLOSE at 01h00 ‘Delta time’ (and preferably wait until 01h05 ‘Delta time’)!!! I tried to ‘speed things up a bit’ tonight (because I’m tired) by ‘second guessing’ the CLOSE just after 00h00 ‘Delta time’ i.e. to save myself an hour or so. You CANNOT do this. I noted in my previous post that I was stopped out of CHF/JPY. I had MANUALLY stopped myself out of CHF/JPY because it LOOKED as though the price had already travelled past where my protective stop would have been placed. After the bar had ACTUALLY closed though it turns out that I would not have been stopped out at all (it came CLOSE but ‘no cigar’) i.e. once my ‘ShadowOrder’ ‘indicator’ had calculated the correct order price I found that the price had INDEED NOT reached what the value of my protective stop SHOULD be. I’ve re-entered the trade at market and set my protective stop to what it SHOULD be and I’m now, therefore, still in the previous long trade. I’m not saying that I’m NOT going to get stopped out again as this could happen but for the moment the price is going in my favour again so let’s see what happens.

The same thing ALSO happened with GBP/CHF (noted in my previous post also) i.e. it LOOKED as though the price had closed contrary to the VS SAR and had moved beyond where I THOUGHT the order would have been placed but, in fact, it closed RIGHT ON the VS SAR and, again, as per my ‘ShadowOrder’ ‘indicator’ I may or may not be in the trade sometime today so I manually closed out the GBP/CHF positions that I’d just opened at market and placed the appropriate entry stop orders.

The above is just a long way of saying that you have to wait for a new bar to appear before making any trading decisions is all (excepting for when you’re using the TBPS i.e. with the TBPS you need to get ‘in’ IMMEDIATELY at market at 00h00 ‘Delta time’ if you have a signal).

G’nite!!!

Regards,

Dale. (forexbrokersonline.net).

Another day off duty in the middle of the week during this time of the year. This country of mine has been quoted to have the biggest number of paid holidays in the course of the year, and I don’t complain about this. So some extra time to stare at the charts and tune automation.

Boca & Dale:

To be honest: it’s a ‘personal choice’ as to whether or not you wait for ADX to ALSO be rising or not. Put another way: there is less risk involved if BOTH are rising. No question about that.

Right now it seems to me that it is a better choice to wait for ADX to be rising when you are making the initial entry. This may be not that evident in the currently trending markets, but when it is calmer, you can avoid a number of wrong alerts that way.

But when you are waiting a re-entry after DX downturn, then it should be better to place the stop oder immediately when DX turns again up.