Monday, October 26, 2009

ALSI daily range




During last several months, most of the systems that are traded by members of some South African web based trading communities are producing very different results when compared to their historical performance. Systems are based on moving average crossovers or penetrations on different time frames, including 5 and 15 minutes. Idea behind those systems is to catch 2-5 days long directional movements and to score as many points as possible. Somewhere in May number of points won by systems dropped significantly. What can be the reason for that?

Picture on the top clearly shows that daily range (High to Low) on ALSI dropped from around 900pts a year ago to 500pts at present. On the top of that, from mid Jun ALSI had only 6 (SIX) trading days when daily range was above average for the year. Best part of last three trading months daily range was bellow first standard deviation.

This can be one of the reasons why systems are not behaving like they did, but probably not the only one.

9 comments:

Anonymous said...

What is captcha code?, pls provide me captcha code codes or plugin, Thanks in advance.

Anonymous said...

Your blog keeps getting better and better! Your older articles are not as good as newer ones you have a lot more creativity and originality now keep it up!

Alsi Trader said...

Thank you Anonymous.

There is no captcha code - all is recorded manually in Excel.

Alsi Trader said...

Thank you Anonymous.

Will try to keep it rolling.

Anonymous said...

What's up i am kavin, its my first time to commenting anywhere, when i read this paragraph i thought i could also make comment due to this brilliant article.

my weblog cellulite treatment cream

Anonymous said...

What's up to every one, it's in fact a good for me to pay a visit this website,
it includes priceless Information.

Here is my web page :: natural cellulite treatment

Unknown said...

chanel handbags, gucci outlet, michael kors, louboutin outlet, louis vuitton outlet, oakley sunglasses, prada outlet, oakley sunglasses, nike outlet, ugg boots, uggs on sale, ray ban sunglasses, longchamp pas cher, oakley sunglasses, nike air max, louboutin shoes, burberry, louboutin, polo ralph lauren outlet, longchamp, louboutin pas cher, longchamp outlet, louis vuitton, ralph lauren pas cher, tiffany and co, air jordan pas cher, jordan shoes, tiffany jewelry, nike air max, kate spade outlet, christian louboutin outlet, louis vuitton outlet, replica watches, prada handbags, cheap oakley sunglasses, louis vuitton, ray ban sunglasses, ugg boots, longchamp outlet, sac longchamp, oakley sunglasses, polo ralph lauren outlet, nike free, nike free, tory burch outlet, replica watches, air max, louis vuitton, nike roshe run, ray ban sunglasses

Unknown said...

montre pas cher, ugg pas cher, moncler, louis vuitton, bottes ugg, coach outlet, canada goose, thomas sabo, pandora jewelry, barbour, links of london, toms shoes, moncler, moncler, replica watches, juicy couture outlet, swarovski crystal, juicy couture outlet, canada goose, pandora charms, canada goose outlet, wedding dresses, pandora jewelry, louis vuitton, marc jacobs, lancel, canada goose outlet, canada goose, louis vuitton, canada goose, ugg,uggs,uggs canada, moncler, moncler, moncler outlet, ugg,ugg australia,ugg italia, pandora charms, canada goose uk, barbour jackets, karen millen, swarovski, doudoune canada goose, louis vuitton, hollister, sac louis vuitton pas cher, moncler, moncler, supra shoes, ugg boots uk

Unknown said...

I love it when folks get together and share opinions. Great site, stick with it
http://www.prokr.net/2016/09/insulating-companies-3.html
http://www.prokr.net/2016/09/insulating-companies-2.html
http://www.prokr.net/2016/09/insulating-companies.html