Wednesday, September 8, 2010

Q and A, FibTime

If some of you REFLECTIONISTAS have any questions, pls do not hestitate to leave your email address and question in the comments section and I'm happy to respond as far as time allows....

One question was recently asked about the methodology behind our FibTime algorithm. Without going into too much detail I can certainly share some of the concepts behind it.

  1. we define pivots (highs & lows) and weight them in a Tom DeMark sense by looking how many days they took to develop and held. Example a '5' weighted Pivot took in min. 5 days to develop and held at least 5 days. (in order to keep it simple I define classes like 5's, 8's, 13's etc).
  2. take a pair of pivots, weight them by their average individual weight and count the days btw. pivots
  3. calc. the basic Fib-ratios like 61.8%, 100%, 138%, 162% and add these calculated days to the last pivot (also look at Robert Miner's books here). I take calendar days for the ease of calculation.
  4. repeat for a finite number of pivots and cluster (and smooth). Don't go too far back, don't miss the big ones.


Yep, that's the secret sauce ....

2 comments:

  1. Much appreciated sir. Some of what you mentioned is currently greek and latin for me, but i will definitely try to put in some homework on it.

    Regards
    Jason

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  2. In the end I re-interpreted basic concepts from those 2 Guru's and added some extras.....

    Bob's books:
    http://www.amazon.com/Robert-C.-Miner/e/B001JSF8R2/ref=ntt_athr_dp_pel_1

    Tom's Book:
    http://www.amazon.com/New-Market-Timing-Techniques-Innovative/dp/0471149780/ref=ntt_at_ep_dpi_2

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