Recent content by JTH

  1. JTH

    Project: HAL-63

    A lot of revisions took place over the past 2 weeks. Some of this was already planned a while back, the recent scoring issues brought it to the fore front. Segregated the 63/21/13 Slope scores into rolling windows so scores don't bleed into each other. Isolated the Pattern Signal Table (PST)...
  2. JTH

    JTH's Account Talk

    Good day Today is my 18th TSPTalk Birthday, thank you to everyone here for helping build a great community. Trading wise, my taxable accounts are at all time highs and the IRAs are just under that. Over the next few week's I'll scale back some profits, and just wait for a pullback. I've not...
  3. JTH

    Project: HAL-63

    This week the grading system flipped over in an unexpected (and an unwanted way). It's been an issue I thought I had addressed, but now I've got to re-think it again, I don't mind subtle changes, but drastic changes should not happen (at least with the current market setup). One of the problems...
  4. JTH

    Project: HAL-63

    I tend to overbuild a process first, analyze the results, and then scale it back, looking for a balance between effectiveness and efficiency. With the Correlation Optimizer, I did manage to push the correlation close to 1 but the process proved too complex and inconsistent to reproduce reliably...
  5. JTH

    Project: HAL-63

    So I've been having some issues. The 13 Pattern groups each have their own sand-boxed trading score. Each uses an optimized correlation to best-fit the Delta differences so that when you see a trade score with the action word, it is correctly normalized and accurate. It gives more weight where...
  6. JTH

    Blog: Corrections Take Time

    So we've recovered the light correction, which took 89-Sessions.
  7. JTH

    TSP Talk Market Wrap Up and Allocation Trends

    This is going to be interesting, definitely not an outcome I would have predicted. It would be nice to get a good buying opportunity out of this.
  8. JTH

    Project: HAL-63

    Glamping in the mountain cabin this week, it took the ChomeOS tablet about 30 minutes to write the weekly updates to the file, but it got done. An interesting observation which is only partially shown on the chart below. The BARP this week was an HLLL meaning the Open was higher, but the...
  9. JTH

    Member Title Ladder

    Just 1006 more and I'll be hitting the 10K :banana:
  10. JTH

    Project: HAL-63

    The evolution continues, the Weekly is large based on the 63/21/13 week scale, with indicators attached to the 13. When I began working the Daily I switched the shortest from 13 to 21. But that created a lot of work, with a lot of QC, so I've stepped back. I'm just going to make every timeframe...
  11. JTH

    Project: HAL-63

    The weekly scale is largely built around the 13-Week timeframe. Below is the Daily Scale, off the 21-Day timeframe. I'm still in the process of re-mapping various metrics, the core indicators and patterns are done, but there is a lot of minor housekeeping. I've yet to re-correlate (assigned...
  12. JTH

    Project: HAL-63

    It’s a good time to explain the PDS (Pattern Detection System). I’ve gone through countless versions, my first was strict and complex, based on the Bulkowski standard, with 50 columns to define 20 patterns. It was precise but not worth the resource drain for only marginal statistical benefit...
  13. JTH

    Project: HAL-63

    Today's battle appears successfully won. A Tradingview pine script alert sends the closing bar's data to a webhook URL, which then relays this to google sheets app script, which then routes it to its assigned column and row. For example, when a 30-minute bar alert is received, the script...
  14. JTH

    Project: HAL-63

    The weekly return is what transpired the week after the action, really just a back-test to confirm the trigger words and conviction levels are working. So if you see the word Sell, the stats are what happened the following week after (or with that chart it was the average of 3272 weeks). Right...
  15. JTH

    Project: HAL-63

    Last night some thunderstorms rolled in, my trading partner Lou-da-dog got scared, so my wife woke me up. Apparently I mumbled something about "Don't worry I got it sorted and tagged" I was dreaming about spreadsheets. Anyhow when working at this scale, I constantly have to validate what I'm...
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