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Congestive Market Timing: The Run-Pause Profile (TM)

Sample Data


Donald L. Jones
Copyright December 18, 2006

The Run-Pause Profile (TM) tool is designed to give the day trader a here-and-now reading of the short term market condition. The method begins a day assuming a congesting market on the time frame you have chosen (5, 10 or 15 minutes). If the congestion range paramater is exceeded within the first four time periods, non- congestion is assumed and the search for congestion is restarted. In the first, five minute, example the congestion parameter was exceeded by the second timeframe (08:35). That occasioned a restart at 08:40 and so on for the first four tries (through 09:25). As a trader, imagine that it is 09:40. You see the first four Non-Congest lines followed by a line starting at 09:30, ending with 09:40 and Congest will be in the Con/No-Con column, and so on through 09:55. Then at 10:00 a new congestion starts.

You will be asked to input the trading symbol (UC for the SP, DJ for the Dow, etc.), the delivery, the data date and the time length of the market measure (5, 10 or 15 minutes).

Output:
1. Header line: Symbol, delivery month and year, trading date, minutes in a step and tick count.
2. Time begin, high and low for beginning period, time end, high and low for ending period, congestion and total number of ticks from TimeB through TimeE.


                       Run-Pause Profile (TM)
             Congestion Periods   UC 06 06  20060505  5m   TIKS
   TimeB   High    Low   TimeE   High    Low   Con/No-Con 
   08:30 132500 132250   08:35 132620 132450  Non-Congest    85
   08:40 132570 132450   08:50 132500 132310  Non-Congest   142
   08:55 132480 132300   09:10 132470 132200  Non-Congest   143
   09:15 132500 132390   09:25 132410 132220  Non-Congest    99
   09:30 132320 132220   09:55 132480 132330  Congest       152
   10:00 132490 132400   10:30 132650 132560  Congest       182
   10:35 132710 132600   12:00 132620 132530  Congest       323
   12:05 132580 132550   12:50 132820 132750  Congest        95
   12:55 132790 132770   13:20 132880 132770  Congest       106
   13:25 132900 132830   13:45 133120 132970  Congest        98
   13:50 133100 133060   15:10 132900 132860  Congest       271


  
                       Run-Pause Profile (TM)
             Congestion Periods   UC 06 06  12060505 10m   TIKS
   TimeB   High    Low   TimeE   High    Low   Con/No-Con 
   08:40 132570 132420   09:00 132500 132280  Non-Congest   255
   09:20 132490 132220   10:20 132540 132450  Congest       381
   10:30 132710 132560   12:00 132620 132530  Congest       363
   12:10 132670 132590   13:10 132870 132730  Congest       172
   13:20 132900 132770   13:40 133120 132920  Non-Congest   117
   13:50 133100 133000   15:10 132900 132860  Congest       271


  
                       Run-Pause Profile (TM)
             Congestion Periods   UC 06 06  20060505 15m   TIKS
   TimeB   High    Low   TimeE   High    Low   Con/No-Con 
   09:30 132410 132220   10:00 132490 132350  Non-Congest   230
   10:15 132540 132400   10:30 132790 132560  Non-Congest   170
   10:45 132780 132650   12:00 132660 132530  Congest       274
   12:15 132700 132630   13:15 132900 132770  Congest       202
   13:30 132970 132830   13:45 133120 132970  Non-Congest   115
   14:00 133000 132950   15:00 133020 132860  Congest       236