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NOTEBOOK

"Key to me is the travel notebook, always carry a notebook and pen in his pocket and filled it with sketches, jokes, ideas, and then when the story develops mentally start a little research, objects, clothes, furniture suited to the story (PHASE ONE ).

So (PHASE TWO) I put down the story from quickly sketched cover to cover, square sheets, pencil and then ink with markers.

Finally STEP THREE! ... trash everything, because everything seems forced and continued my sketches and I work on until the balloon is more spontaneous. "

Bicio Fabbri," Notebooks and cartoons "interview on Anima ls No. 16, October 2010 .

Foyando Con Animalesç

Laboratory of Architectural Design I aa. 2010-2011

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Spiral - Agaspastik

continue our small study on the outputs Fratto9 , we had already dealt with in a couple of occasions . Agaspastik was released in 2009 and is the third album from the collaboration between Maurizio Argenziano, Massimo and Speziale Gabola Mario [begun in 2002 along with Anita Furlani ]. The coordinates are those of a free-jazz twist and unpredictable, characterized by an extremely refined experimental sound. You could say that Spiral have presented a working mood bipolar, in which are fragments of space madness at the same time dilation and instrumental tone minimal but neurotic [ Black Crack , Suriciorbu ]. Certain pieces also vaguely remember the atmosphere environment, without losing that feeling of restlessness and instability that hovers throughout the duration of Agaspastik . The component is contained noisy but peaceful, and it shows the tremendous abilities of the group in being able to play with improvisation more bizarre, while others move in steps rather meditate lines, where the sax is a great protagonist, accompanied by a background hints of sinister melodies or noise [ Calco ]. The nature of the group is still very clear, and this is when the second half of the disc [With Climbing Your Backbone, Terpsichore ] reproduces those sounds dissonant and chaotic, with some incursion mail.

For those who have not yet done so to listen to advice as soon as Spiral, groups of this thickness are not very easy in Italy [where he managed to escape I'll be happy].

NOTES
A tour on the site of Fratto9 never hurts: Fratto9UnderTheSky
Official site of the Spiral: Viande Rec
Many thanks to Gianmaria.

What Shows Up Under Black Light

Dear students,

I write these few lines because to unavoidable commitments set by a third party can not take part in the day today dedicated to the presentation of the course, "Living in the landscape - urban and territorial". In sixteen years of Polytechnic is the first time that happens, even if this does not lessen my sorrow. I believe it is important to be clear from the outset and establish a rhythm learning based on mutual responsibility and passion. These are two things that prompted me to write and do not let this slip my absence. people who work with me throughout the year will inform the course content.
I would still tell you a few things that I will have the opportunity to repeat in future lessons.
This course is not so important to the final result, but the way you do, each of you separately and, I hope, true.
learn over the next five years that the project is the result of a process, and complex, sometimes elusive. What can we do as designers is put us in a state of constant listening to the factors that must come in the design. Of these factors, we will speak.
and importance of the tools you need depth. This is why our course is more important than the notebook of the final project. I can tell you from experience that there will never be a good project without a good notebook. It must be the companion Travel inseparable for the next five months, and if you wish, the next five years. No matter what size, what color, whether striped or simply in white, the important thing is that you bring with you always. To use it, of course.
If you understand this you have some good designers. The rest is dedication, and pleasure.
If you do well as an architectural work is a pleasure. For me it is.
Thanks and see you next week.

prof. Paul Mestriner

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Sir Madness in a nutshell: In Zaire

the collaboration between GI Joe (bass and drums duo funkabbestia noise) and noise-makers Claudio Rocchetti could not leave the field sonic demonic and indefinable, how can it be a dance to the rhythm of Aborigines in the cosmos of space funk (with reference to a hancock Sextant ).

who attended a concert (Bologna vivid in the minds of the memorable set all 'Mtv Day Anti ), or who has captured a copy of the split LP released by Holidays Records with the Swedes The Skull Defekts or their tape, you know what I mean, on the "dancefloor" an imaginary crowd of effects colliding with a psychedelic punk-funk drums crazy, kraut-ish atmospheres hours, hours ethnic / tribal, dominated by massive distortions and electronic drones. Music that explores the psyche simultaneously allowing movement of the body, without trigger action.

eye to the new 12 "out for Brigadier Records, and do not forget to follow them everywhere. Were also the 100 km that separate you from them.

NOTES
Note that you can download, for free, they live in Bologna 2008: Live In Zaire Download
is also out another album, Holidays .

Markham Ontario Dr Pediatrition

Bollinger Band Histogram Trading System

Bollinger Band Histogram Trading System System for: MetaStock

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Added: December 08, 2006

 

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Tags: MetaStock, system

 

Here's a "freebie". BB Histogram
((C+2*Std(C,20)-Mov(C,20,S))/(4*(Std(C,20)))*100)
Sell the opening days after the BB Histogram penetrates 100 and buy when it penetrates zero. Add to positions when the BB Histo leaves "above 100" or "below zero" and then "repenetrates" the trigger levels.
I believe this approach has recorded 11 straight S&P winners, with 700+ points. "But Steve, this system must not be working any more because it is losing the last trade you put on". Right!
My only disclaimer is that I guarantee that I will sell software, charting services and anything else that I can think of to make a "buck" in 2000. In the meantime, suck all the free stuff from me you can copy. And most of all, please note, the biggest antagonists on the list provide absolutely "zero" when it comes to helping you trade. Seek the answers from "within" (with some shortcutting help from people that are willing to share).
Steve Karnish

 

 

Code:

Bollinger Band Histogram Trading System
Enter Long = Close Short BBHistogram:= (CLOSE + 2*Std(CLOSE,20) - Mov(CLOSE,20,SIMPLE)) / (4*(Std(CLOSE,20))) * 100;
Cross(0,BBHistogram)

Enter Short = Close Long
BBHistogram:= (CLOSE + 2*Std(CLOSE,20) - Mov(CLOSE,20,SIMPLE)) / (4*(Std(CLOSE,20))) * 100;
Cross(BBHistogram,100)

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cumulative volume delta

Some would call it Accumulation/Distribution, but whatever the name there is some useful insight to be gained by examining it.

Security:   QQQ
Position:   N/A
A common way to understand what has happened during a trading day is to calculate the Balance of Market Power, BMP (see posting "Balance of Market Power," 8/22/2001). BMP consists of the close minus the opening divided by the high minus the low:

BMP = (close-open)/(high-low).

If you multiply BMP by volume and make a running sum by adding each interval's data to the next, you get what some authors call accumulation/distribution, A/D. The calculations for this are:

A/D= cumulative sum of ((close-open)/(high-low))*volume.

However, some (Metastock and Tradestation) use:

A/D=cum((((close-low) - (high-close)) / (high-low)) * volume).

If you do the math it reduces to:

A/D=cum (((2*close-high-low)/ (high-low))*volume),

which some call intraday intensity. Putting aside the labels and dealing with A/D defined with close-open, versus 2*close -high-low, the difference is that when you use two values of closing price you are weighting the indicator towards the closes of the day. When you use a formula like BMP you are asking, how does:

range between close and open (close-open)

compare to:

range between high and low (high-low)?

The range comparison works because on bullish days the open is near to the low and the close is near the high, and just the opposite for bearish days. Between these two extremes, (c-o)/(h-l) goes from +1 to -1.

If you are going to weight volume for a trading signal, why not weight volume using BMP, and then as a refinement make your weighting scheme put emphasis on closing prices. The end result is A/D. So the rule you can use to invent your own volume indicator is to take whatever you have that measures the daily bullishness or bearishness, multiply by volume, and accumulate. When you start to classify indicators as being a form of range sensitivity measurement you'll find that a lot of indicators can be thrown into that category. Inside days, outside days, and NR4 days are examples.


You can go one step further in building your own volume indicators and, rather than accumulate, you could normalize over a period of days. John Bollinger suggests the following:

Sum((2*close-high-low)/(high-low)*volume,21)/Sum(volume,21),

which is to sum your volume-weighted indicator over a period of time and divide by the sum of volume over the same period of time. In the example a 21-day sum of volume weighted by 2*close-high-low is divided by the 21-day sum of volume and I am going to call this normalized A/D.



Figure 1: QQQ Daily Price and Volume (bottom chart) and Normalized A/D (top chart). Normalized A/D is well behaved because: (1) Despite differences in average volume it still moves between the same extremes of +0.3 and -0.3, (2) While QQQ was trending up it was predominantly positive and while QQQ was trending down it was predominantly negative and (3) When normalized A/D exceeds .12 or so it will often continue onto an extreme. Could 0.12, or something close to it, be used as threshold?
Graphic provided by: MetaStock.
Graphic provided by: Data vendor: eSignal<.

If you plot this indicator of a normalized version of A/D, or intraday intensity, of daily QQQ you notice that it is predominantly positive when QQQ is bullish and predominantly negative when QQQ is bearish (Figure 1: top chart). Another nice feature is that when you compare the volume in 1999 with that in 2001 you notice there is considerably more volume for QQQ, but because you have normalized, the extremes of normalized A/D still range between -0.3 and +0.3 (more on this later). The question naturally arises, is this indicator tradeable?


Figure 2: Daily QQQ Price and Volume for 2000 (bottom two charts), ZigZag(75%) Overlaid on Normalized A/D (third chart from top), True/False Conditions for Two Events (second chart from top) and Equity Performance (top chart). Each green up arrow is a long entry, with the exit denoted by a red sign with 'EXIT' in white, and each red down arrow is a short entry with a red exit sign. The third chart from the top shows the true/false condition for long entry, with +1 being the true condition for long entry and -1 the condition for short entry. When ZigZag(75%) exceeds the threshold of +0.12 and is increasing, the long position is true, and when ZigZag(75%) goes below the threshold of -0.12 and is decreasing, the short position is true. The time spent in either a long or short position is equivalent to how long ZigZag(75%) spends going up or down after exceeding the threshold of +0.12 or -0.12.

When I examine June through October 2000 in detail (Figure 2), I see that as I approach a major peak or valley of normalized A/D, QQQ prices are following nicely and all I need to do is exit as soon as the peak or valley is reached. In order to encode a description that a trading system could use, I applied ZigZag at 75% to normalized A/D (Figure 2: third chart from top). Seventy five percent for ZigZag was arrived at by just some quick eyeballing to eliminate unwanted changes in ZigZag so I could capture the major peaks and valleys.

Unfortunately even at 75% I was still seeing small changes about the zero line of normalized A/D so I had to add a filter. I ignored any value of ZigZag(75%) less than 0.12. Now I wanted to see what logic indicators would look like for:

condition1 = ZigZag(75%) increasing and greater than 0.12,

and

condition2= ZigZag(75%) decreasing and less than -0.12.

I got the result I'd hoped for (Figure 2: second chart from top) when I plotted condition1 as 0, +1 and condition2 as 0, -1. I then built the system test and it made a profit (Figure 2: top chart).




Figure 3: QQQ Daily Price and Volume (bottom two charts), True/False Conditions for Long and Short Entry (second chart from top) and Equity Performance. Green long entries predominate during bullish runs of QQQ, while red short entries dominate during bearish runs of QQQ.

The entire performance (Figure 3) met my expectations, including the drawdown in December, 2000. December saw a lessening of bearishness, followed by increased bearishness. This problem could be addressed by using something more sensitive than 75% ZigZag. Figure 3 shows that with a trading system going long when condition1 is true and short when condition2 is true, and exiting whenever they are false, that long trades predominated when QQQ is bullish and short trades when QQQ is bearish.

If you want to get in earlier, then reduce the 0.12 filter for ZigZag; but of course you might want to change ZigZag to something other than 75%. But this is the crux of using this approach. What I did to make it work was observe that normalized A/D is well behaved. Not only it did fluctuate between -0.3 and +0.3 but I also counted on having it either make small changes (abs(normalized A/D) < +-0.12) or major changes. Whether or not this holds for the future depends on how well the market can be measured by BMP or
(2*close-high-low)/(high-low). The Metastock formulas I used are cut and pasted below. You'll notice that I did no optimization.

Long entry:
II:=Sum((2*CLOSE-HIGH-LOW)/(HIGH-LOW)*VOLUME,21)/Sum(V,21);
var1:=Zig(ii,75,%);
cond1:=var1>Ref(var1,-1) AND var1>.12;
cond1>0

Long exit:
II:=Sum((2*CLOSE-HIGH-LOW)/(HIGH-LOW)*VOLUME,21)/Sum(V,21);
var1:=Zig(ii,75,%);
cond1:=var1>Ref(var1,-1) AND var1>.12;
cond1<1

Short entry:
II:=Sum((2*CLOSE-HIGH-LOW)/(HIGH-LOW)*VOLUME,21)/Sum(V,21);
var1:=Zig(ii,75,%);
cond2:=var1cond2>0

Short exit:
II:=Sum((2*CLOSE-HIGH-LOW)/(HIGH-LOW)*VOLUME,21)/Sum(V,21);
var1:=Zig(ii,75,%);
cond2:=var1cond2<1

The statistics are: annual pct/gain loss= 69.23% versus annual buy/hold pct/gain loss=-8.69%, with 22 winning trades, 5 losing trades, average win=$91.96, average loss=-$25.30, biggest win=$447.14, and biggest loss=-$65.59.

A word of caution: Using ZigZag in this kind of trading strategy has an element of looking ahead since ZigZag sees where a turning point is by virtue of knowing prices before and after the turning point. In reality you have two choices you can make to overcome the ZigZag "look ahead." First, given that normalized A/D is well behaved then when it reaches +0.3, or -0.3, then either get out or reverse your position. But obviously +0.3 or -0.3 aren't always going to work because normalized A/D isn't always going to reach those extremes. The second choice is to look at how steep the ascent or descent is of normalized A/D. The detail of Figure 2 is chosen on purpose to illustrate this conjecture. If you compare each of the ZigZag peaks and valleys you'll see the greatest value of normalized A/D was reached when the slope of the ZigZag was the greatest, after breaking the threshold (Figure 2: third chart from the top at the end of August). If you now look at Figure 1 again with the rate of change in mind, you'll see that both negative extremes occurred with the steepest descents. This is a conjecture; the limitations of Metastock do not allow me to explore it in detail, but I suspect that a refinement in looking for an extreme could be found using this technique. In any event, normalized A/D is certainly worthwhile as a confirming indicator and used in conjunction with Bollinger upper- or lower-band walkers should work rather well.





Dennis Peterson