Showing posts with label TRIN. Show all posts
Showing posts with label TRIN. Show all posts

Wednesday, October 27, 2010

Market Thrust Indicator: Applying Advance Decline Market Data | Rich Ruscio's Market Internals Webinar

Market Thrust Indicator: Applying Advance Decline Market Data | Rich Ruscio's Market Internals WebinarSocialTwist Tell-a-Friend
http://hamzeianalytics.com/educational_webinars.asp - Futures trader Rich Ruscio combines advance/decline issues and volume data for use in the Market Thrust indicator to help time his trades and give him a sense of market behavior.



About Rich (@rruscio on twitter)
Rich Ruscio is a retired-from-the-W2-world trader, trading $ES_F and selected 2x ETF’s.
While at work for others for most of the past 4 decades, Rich has held positions from the factory floor, thru software engineering, various management jobs, and Corporate staff roles.
Since leaving the working world in August 2009, Rich as spent a lot of his time on learning how TradeStation works, leaving TOS behind, walking his dogs and riding his bikes. A self described code monkey, Rich builds, and uses, a number of partially automated systems he delicately describes as ‘robots’.
Rich lives in Upstate NY, with his wife, mother-in-law, the occasional one of his three daughters, two dogs, bikes, computers, and Droid Inc. He holds a BS in Chemical Engineering, and a MS In Statistics.
Rich is active member of HamzeiAnalytics’ High Frequency Trading Chatroom. In this webinar, Rich will describe the market internals he uses (data, algos, methodology).

Tuesday, October 26, 2010

Using Advancing & Declining Issues Data as a Market Indicator | Rich Ruscio Market Internals Webinar

Using Advancing & Declining Issues Data as a Market Indicator | Rich Ruscio Market Internals WebinarSocialTwist Tell-a-Friend
http://hamzeianalytics.com/educational_webinars.asp - Futures trader Rich Ruscio explains using the advancing and declining issues data as a day trading indicator.




About Rich (@rruscio on twitter)

Rich Ruscio is a retired-from-the-W2-world trader, trading $ES_F and selected 2x ETF’s.
While at work for others for most of the past 4 decades, Rich has held positions from the factory floor, thru software engineering, various management jobs, and Corporate staff roles.
Since leaving the working world in August 2009, Rich as spent a lot of his time on learning how TradeStation works, leaving TOS behind, walking his dogs and riding his bikes. A self described code monkey, Rich builds, and uses, a number of partially automated systems he delicately describes as ‘robots’.
Rich lives in Upstate NY, with his wife, mother-in-law, the occasional one of his three daughters, two dogs, bikes, computers, and Droid Inc. He holds a BS in Chemical Engineering, and a MS In Statistics.
Rich is active member of HamzeiAnalytics’ High Frequency Trading Chatroom. In this webinar, Rich will describe the market internals he uses (data, algos, methodology).

Sunday, October 24, 2010

Using Tick Charts as a Day Trading Market Indicator | Rich Ruscio Market Internals Webinar

Using Tick Charts as a Day Trading Market Indicator | Rich Ruscio Market Internals WebinarSocialTwist Tell-a-Friend
http://hamzeianalytics.com/educational_webinars.asp - Futures trader Rich Ruscio shares his insights and experiences with using the market Tick data when day trading. Rich shows several different ways of using Tick data including the slow average, fast average, range days, and trend days.



About Rich (@rruscio on twitter)
Rich Ruscio is a retired-from-the-W2-world trader, trading $ES_F and selected 2x ETF’s.
While at work for others for most of the past 4 decades, Rich has held positions from the factory floor, thru software engineering, various management jobs, and Corporate staff roles.
Since leaving the working world in August 2009, Rich as spent a lot of his time on learning how TradeStation works, leaving TOS behind, walking his dogs and riding his bikes. A self described code monkey, Rich builds, and uses, a number of partially automated systems he delicately describes as ‘robots’.
Rich lives in Upstate NY, with his wife, mother-in-law, the occasional one of his three daughters, two dogs, bikes, computers, and Droid Inc. He holds a BS in Chemical Engineering, and a MS In Statistics.
Rich is active member of HamzeiAnalytics’ High Frequency Trading Chatroom. In this webinar, Rich will describe the market internals he uses (data, algos, methodology).

Wednesday, August 8, 2007

Rydex S&P

Rydex S&PSocialTwist Tell-a-Friend
Tim Ord

The following chart is the Cash flow ratio for the Rydex S&P. Since early 2003 bottoms have formed on the SPX when this ratio reached 1.10. Yesterday’s close came in at 1.11 and in bullish territory.



The next chart is the Trin 5 dating back for three years. The Trin or sometimes called ARMS index is the ratio of advancing issues divided by advancing volume then this ratio is divided by declining issues divided by declining volume. The Trin 5 is the closing Trin added up for five days. When the Trin 5 reaches past 7.5 the market is near an intermediate term low. We have marked on the chart with red arrows going back for three years when the Trin 5 reached 7.5 or higher. You can see the Trin 5 has a good history of picking out intermediate term lows. The Trin 5 closed yesterday at 8.18 and implies the NYSE is near or at a bottom now.





The next chart is the NYSE going back for three years with its McClellan Oscillator and Summation index. When McClellan Summation index reaches below -500 it implies the NYSE is very oversold and near an intermediate term low. We have marked on the Summation index with a red arrow when the Summation index reached the bullish -500 range. Once the Summation index turns up from below -500, it implies the NYSE has seen its low. The Summation index has not turned up yet but is in an area where bottom form.





The market is at an important junction and is about ready to start an intermediate term advance. We are long the SPX on 8/2/07 at 1472.20.

Editor's Note: watch for Tim Ord's upcoming book, "The Secret Science of Price and Volume", to be published by John Wiley & Sons, in February 2008.

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