tag:blogger.com,1999:blog-7025352174566040697.post5350173254270656464..comments2024-01-31T01:36:09.111-05:00Comments on COTs Timer: Smart Money and Dumb Both Fading RallyAlex Roslinhttp://www.blogger.com/profile/05203588321742142651noreply@blogger.comBlogger8125tag:blogger.com,1999:blog-7025352174566040697.post-62549021212548889212009-04-21T21:33:00.000-04:002009-04-21T21:33:00.000-04:00Hi Fiki,
You are correct. The gold setup is based...Hi Fiki,<br /><br />You are correct. The gold setup is based on two signals that both fade the large specs - one the net position as a percentage of the total open interest, the second signal fading the total open interest (long plus short open interest). Both signals need to be saying the same thing for me to take a trade.<br /><br />Regards,<br />AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-42314531332959726572009-04-18T19:02:00.000-04:002009-04-18T19:02:00.000-04:00Hi Alex,
thanx for your answer concerning "small t...Hi Alex,<br />thanx for your answer concerning "small traders". I also have a question about your gold set up. Have I understod it correct. This one only fades "large speculators" aka "Non-commercial traders" and both setups (the one with the seven weeks delay and the one with no delay)need to be in place before any action is taken?fikinoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-65343652755999755792009-04-13T09:40:00.000-04:002009-04-13T09:40:00.000-04:00Hi Fiki,Thanks for your message. The group of trad...Hi Fiki,<BR/><BR/>Thanks for your message. The group of traders I'm talking about is the non-reportable category - usually referred to as the "small traders." These are the traders whose positions are too small to be in one of the two other categories. I don't have a setup for the mini contacts. My past testing has found that the most reliable setups are based on the large contracts.<BR/><BR/>Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-39858303809548843542009-04-13T09:35:00.000-04:002009-04-13T09:35:00.000-04:00Hi Tim,That's strange. You can send me your number...Hi Tim,<BR/><BR/>That's strange. You can send me your numbers and I'll check it out. Three weeks ago, the small trader signal was still on sell, so this week it shouldn't be long. Small traders were 0.63 standard deviations above the average - below the 0.95 above needed to go to buy. (This is for the March 17 week.)<BR/><BR/>Regards,<BR/>AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-9672362235340307702009-04-13T09:30:00.000-04:002009-04-13T09:30:00.000-04:00Hi Alysomji,Thanks for your message. I haven't pos...Hi Alysomji,<BR/><BR/>Thanks for your message. I haven't posted a spreadsheet for the gold setup. But it can be created fairly easily using the parameter values I mention on my latest signals table. (See the explanatory notes for the gold setup.) Just plug those values into the SPX spreadsheet found on my DIY page.<BR/><BR/>Regards,<BR/>AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-78722293112861975662009-04-13T03:27:00.000-04:002009-04-13T03:27:00.000-04:00just found my way to your blog a couple of days ag...just found my way to your blog a couple of days ago and been catching upp reading... very interesting blog.<BR/>trying to understand the COT. when you look at the numbers, do you look at the large sp500 contract or the emnini contract? i can see that the commercials are net short but the non commercials (dumb money?) are net long both these contracts, still you write that the are fading the rallyfikinoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-80802817516428671102009-04-11T18:35:00.000-04:002009-04-11T18:35:00.000-04:00Alex,My signal for SP for week starting 4/13 is Lo...Alex,<BR/><BR/>My signal for SP for week starting 4/13 is Long? All my numbers match up too. Weird. Could it be because you have been in cash from getting stopped out?<BR/><BR/>Thanks,<BR/>TimTimnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-33464856652605074072009-04-11T12:46:00.000-04:002009-04-11T12:46:00.000-04:00Hi Alex,I'm not sure how to email you so I'll just...Hi Alex,<BR/><BR/>I'm not sure how to email you so I'll just post here. I was wondering where I may download the setup you have for gold?<BR/><BR/>I find your work interesting and certainly different.alysomjihttps://www.blogger.com/profile/08857780525482160656noreply@blogger.com