Paintbar Study Showing when a Planet is in a Certain Sign

May 4th, 2012

I got the request to code a paintbar study that would paint the bars while a planet was in a certain sign. Say like when Mars is in Taurus?
And here it is: It highlights the bar for which a planet (you can set) is in a certain sign. The example chart highlights Mars in Taurus.

paintbar.png

You can download the indicator from

[PI] PLANET SIGNS.ELD

This paintbar study works when the planetary indicator package is installed.

It is compiled for TradeStation 9. If ou use an earlier version I can convert it. Please let me know then.

And of course other great ideas for thing that could be done with the planetary indicator library are highly appreciated.

Bradley Siderograph 2012

April 4th, 2012

Here is plot for the year 2012 of the geocentric default Bradley siderograph as described in Donald Bradley’s “Stock Market Prediction - The Planetary Barometer and How to Use It “.

bradley2012.png

The plot was made with the [PI] Bradley indicator which it is part of the PlanetaryIndicators package for Tradestation.

In case you do not have Tradestation to apply this indicator, you can order future and historic Bradley data formated as text, CSV or Excel. Send me an email, or leave a comment and just let me know what you need.

Commitment of Traders: Implications of Large Traders going short

March 25th, 2012

Beside the various timing indicators presented on this page, I particularly have an eye on instruments describing the sentiment in the markets. One free and good source for sentiment data is the weekly Commitments of Traders report issued by the Commodity Futures Trading Commission. For several future markets it enumerates the positions of market participants grouped in Small, Large, and Commercial traders.
Frequently, two general approaches are proposed how to use the data:
1. look at the positions of the Commercial traders - assuming they are right
2. look at the positions of the Small traders - assuming they are wrong
That may (actually does) work for specific commodities. For stock markets, however, monitoring the position changes of the large trades seems to be a more promising approach.

The following chart shows the S&P500 and the combined position sizes for large traders (yellow) , small traders (blue), and commercials (red).

cot_120325.png

Most interesting in the chart is the second sub chart. It shows the deviation of recent activity from the normal behavior of the last half year. In this week the large traders entered many short positions so that the zscore is smaller than -2. As you can see in the chart, such readings usually come with important lows in the market. Highlighted are the low in 2010 and September 2011.

So, one can assume that large traders betting against the market is a good time to enter long positions. To validate this notion I wrote a small trading system, entering a long position on the Monday after the COT data is published, and exiting three weeks later.

The result shows that in the last 13 years we had 14 events. From these 14 trades 10 are winner and 4 lose (profit factor 3). Adding a rule only to enter in an down trend significantly improved the result. Then 10 trades remain: 9 winner and 1 lose (profit factor 12). The 4 remaining trades in a up trend (as we have it right now) only brought one winner.

Conclusions: Large traders exiting the market in a down trend is a strong indication for some sort of sell off, and thus it is a good time to go long. In an up trend, however, it rather indicates missing confidence in the uptrend - without delivering a true trading signal.

Note: One week ago the March futures expired. COT data is always a bit shuffled after future expiration. Spikes in that week have to be taken with care. Anyway,interesting in this context is the behavior of the market around these witching days.

The following chart shows the dates for last year

expiration.png

It’s Bradley Time

March 17th, 2012

This weekend the geocentric Bradley indicator has the high for the year. At the same time (not coincidentally) my preferred planetary aspects indicator shows the highest activity since forever.
The following chart shows both indicators and the S&P500 which is making new highs.

astro120317.png

Basically, it can be assumed that such a cluster of aspects will result in a turn in the markets. And in fact, for the S&P500 in recent years I couldn’t find an example where for similar planetary activity there wasn’t a intermediate turn within a window of one week. Positive examples are the February high, the July high and the October low last year.

High planetary activity does not only coincides with turning points in stock markets but with other markets as well. That is why the lows in EURUSD, Gold and in particular in the interest rates (Bond high) could be indicative for the weeks to come.

Update 10/2011

October 6th, 2011

After some time here are some charts, showing I’m still here and that the indicators work quite well in Tradestation 9. The charts show the current situation of the S&P500 ($INX).

In the Delta chart we do not even need an adaptation of the Medium Time cycle (yellow areas in the chart). However, it seems we have an inversion in the ongoing IMT cycle:

Delta October 2011

 This leaves me wondering what happens around Oct 10/12 (current 3 high in ITM cycle), because…

The 4-year cycle (blue plot in following chart) shows the end of a two-month late summer upward correction for that date, and the start of a heavy down move.

4 year cycle oct 2011

Nice to see in the chart the bullish period from Fall 2010 to Spring 2011 - it apparently never fails. Regarding the predicted down move this October, the average plot is dominated by singular events such as Oct 1987, 1979, 2007 - often after important turning points.

The Astro Indicators (chart below) show eight active planetary aspects for the previous weekend (blue bars in 2nd subchart in the following chart). It’s the highest number this year, same as July 7. This week’s low in S&P is two days late, but still in the area of influence. Same is true for the important Bradley low last week (red sub chart).The yellow Jupiter ephemeris line provides a lot of price support.

Astro Indicators Oct 2011

One of these planetary aspects is the Square between Mars and Jupiter. The following chart highlights the 90 degree aspects between the two planets in the last two years.

Mars Jupiter 90

Each event indicated an important turning point in the S&P.

Bradley 2011

January 8th, 2011

Bradley 2011

S&P and the five passages of the Saturn/Uranus Opposition 2008-10

July 31st, 2010

Last week was the last of the five passages of the Saturn-Uranus opposition that started two years ago. The chart below highlights the five dates in the chart of the S&P500. While the last one is still unfolding we can already say that each of the five events was at least a swing top. And the results are impressive:

Each top came after a Rallye of two weeks and 5 percent (or more)Â and was followed by a slide of two to four weeks with losses of ten percent in average.

The bottom indicator shows the relative price movement calibarated to the date of last weeks’ passage.

S&P and the five passages of the Saturn/Uranus Opposition 2008-10

This weekend’s Jupiter Ingress

June 4th, 2010

The Jupiter ingress coming this weekend is the third since January 2009 . The last two coincided exactly (!) with important medium term highs (see yellow lines in chart below). So it appears to be justified to assume a high within the next few days!?

S&P 500 and Jupiter Ingresses since 2009

The chart definitely suggests so, but extending the history reveals some interesting additional information. Since 1970 only two Jupiter ingresses coincided that exactly with medium term highs - the two we can see in the chart. All other 51 ingresses did not.

Extending the orb to 10 days (before and after the ingress) at least we get 11 highs (and 4 lows). Following a simple logic this means the probability of a medium term high is 20% and just 7% for a low. In average (without any astro stuff) we could expect a 10% probability to see a MT high or low within a 10 day window.

Notes: The results for short term cycles are even less indicative. It’s unlikely that a high within the next few days qualifies as medium term crest.

Delta and the Inversion on 8

June 3rd, 2010

Delta experts know that the cycle can only invert at the beginning or at end. The 12 point cycle I’ve been using for the S&P should only turn around the 1 (as it did this February).

After that inversion all delta points in the cycles came quite in time. But with the 9 (actually already with the 8 ) everything changed. The 9 is a high (not a low), the 10 is a low, the 11 a high, and the 12 the low. Just look at the chart and follow the white dashed cycle indications. It seems the inversion of the 8 was required, wasn’t it? Anyway, it apears the current 1 doesn’t need to be inverted…

S&P 500 with Delta and the Inversion on 8

The chart was created with Tradestation and the [S09] DELTA indicator