When the market fails to meet these conditions, the bar #13 is deferred. Long Trades: (a) The low of countdown bar #13 must be lower than, or equal to, the close of countdown bar #8 (variable Bar13_Lookback = 13 − 8), and (b) The close of countdown bar #13 must be lower than, or equal to, the low two bars earlier. When the countdown reaches 13, the countdown is completed and we get a sell signal if the qualifiers below are satisfied. The days that satisfy this requirement do not need to be in a row. Short Trades: Once the setup is satisfied, we count the number of days in which the close is higher than, or equal to, the high 2 days earlier (Close ≥ High Index: i ~ Current Bar). When the countdown reaches 13, the countdown is completed and we get a buy signal if the qualifiers below are satisfied. Long Trades: Once the setup is satisfied, we count the number of days in which the close is lower than, or equal to, the low 2 days earlier (Close ≤ Low Index: i ~ Current Bar). Note: Each day in a look back period is a trading day. In the case where today’s close is equal or smaller than the close 4 trading days before, the setup must begin again. Long Trades: At least 9 consecutive closes are lower than the corresponding closes 4 trading days earlier (Close Close Index: i ~ Current Bar). intersection is eliminated new qualifiers are introduced). Note: The adjusted TD Sequential changes the original TD Sequential in several areas (e.g. New York: Bloomberg Press (ii) Kaufman, P. J. Tested Variables: Countdown_Length & Time_Index (Definitions: Table 1):įigure 1 | Portfolio Performance (Inputs: Table 1 Commission & Slippage: $0). The final picture shows sensitivity of Equity Curve. Sensitivity TestĪll 3-D charts are followed by 2-D contour charts for Profit Factor, Sharpe Ratio, Ulcer Performance Index, CAGR, Maximum Drawdown, Percent Profitable Trades, and Avg. Portfolio: 42 futures markets from four major market sectors (commodities, currencies, interest rates, and equity indexes). Long Trades: Enter on the close if Close > Close Short Trades: Enter on the close if Close < Close. Index: i ~ Current Bar. Trade Entry: There are two entry methods explained in the Table 1. Trade Setup: There are two stages explained in the Table 1 (Setup and Countdown). ![]() ![]() TD Sequential™ is a trademark of Market Studies, LLC. Research Goal: Benchmarking of the adjusted TD Sequential™ pattern (Perl, 2008) against the original TD Sequential pattern (DeMark, 1994). ![]() Concept: Trend reversal using exhaustion points. Trading Indicatorĭeveloper: Thomas DeMark. Adjusted TD Sequential | Trading Indicator (Countdown & Exit) I.
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