all data services mentioned in my previous reply provide the respective data, that should be no problem at all. Only New 52-Week Highs/Lows is not availabe with all providers.

Best,
Frank

Frank, where do you get your advance decline volume and issues historical data?
Thanks.

Once you get your matlab up and running maybe you can create your own blog to show the filtered results ;)… If so let us know your URL.

the list of potential data provider is almost endless. It depends on your requirements (concerning the availability of historical data, open/high/low/end quotes or the close only, world indices or US indices/stocks only, futures data yes/no, intraday quotes or end-of-day data only, speed of availability -immediately after the close or next morning- and and and).

Besides Yahoo and Google which provide market data for free you may take into account ESignal, Pinnacle Data and/or CQG Data Factory (commercial provider) just to name a few.

Best,
Frank

-MF

I really appreciate your suggestion, but I will not add a 45-day price channel or any SMA/EMA. It doesn’t comply with at least my methodology of determing potential tradable edges in the markets, I’d then almost for sure get a request for adding a 20/50/100/200/… day SMA/EMA as well, it would ‘bias’ the data (and sometime reduce sample sizes close to zero with no statistical relevance at all), and at least from my perspective and with respect to my style of trading there would be no value add (but edditonal efforts). The data and conclusions on the blog should stay unbiased.

But it’s up to everyone to take into account any kind of price channel/SMA/EMA if it fits one’s respective style of trading.

Concerning your second question:
I do not trade a mechanical trading system. Blogging and trading everyday’s probabilties and odds is merely a hobby and part of my daily preparation for the most part of my trading for a living: statistical arbitrage and spread trading. But I think it wouldn’t take much to build a mechanical trading system, something for the ‘to do’ list. At the moment (and for the time being) I don’t even think about a subscription based access to anything on the blog. From my perspective the resulting additional necessary time and effort and liabilities incurred wouldn’t be worth the potential income from subscription fees. Blogging about the markets is my hobby, not my business, and as long as everything is free on the blog I’m free to choose frequency and extensiveness of blogging on my own, and that’s most important to me.

Best,
Frank

Best,
Frank

If agree with your point that it is always going to seem trivial about which MA to use. A better solution might be to filter based on where price is within it’s 45 day price channel for instance. So you could make an oscillator and filter results that way. IE: (close – 45 day low)/(high – 45 day low). It sounds like some of your readers would really like to see filtered side by side statistics and others would prefer things stay the same. I really like the way your blog has turned out and do not want to see the posts become overly complicated or cluttered by the addition of filtered side by side stats,, but I think having a separate link to the filtered results would be just great and make me very happy!! On another note, I was wondering if you are planning on making a news letter regarding trade recommendations. I really like the work you do and would be interested if you have a certain model with a good proven track record that you would like to give subscription based access to for systematic trade set ups. I am a discretionary trader myself but am interested in seeing how you trade your systems too. As always, thanks!

Please don’t filter your data using any X-day moving averages. Your blog is unique precisely because you show unbiased data as is. Your predictions may be wrong once in a while but it’s already the most accurate I found anywhere on the Web so don’t follow the crowd and pollute your blog by using the moving averages!

Frank

I fully agree in the event you’d be setting up a mechanical trading system, but that’s not my intention for the blog (at least for the time being).

Additionally utilizing a filter like a 50/200-day SMA would always leave open the question what another x-day/SMA/EMA would’ve come up with (assumed the sample size would still be big enough to be statistically relevant).

If someone is interested in please leave me a note (email, tweet or anything else) and I’ll either post the respective stats (utilizing an additional filter) on the blog (if potentially interesting for all readers) or reply to the email with the stats attached (as long as I can handle the amount of requests).

Best,
Frank