Architecture
▐ “ DelfiX identifies the dominant price frequencies
(or waves)
and models them separately”
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MULTIPLE TIMEFRAMES |
▐ Intraday The intraday
system captures the high frequency dynamics of the markets. There is a 10minute
and an hourly timeframe. The time horizon of the intraday is usually one day
and this gives traders the opportunity for trade re-entry, profit taking and
closeout. The hourly system is used by
both spot and option traders. The hourly system has often leading information
as its collision with the medium term system may change the overall direction
of the medium term. ▐ Medium
Term The medium
term system refers to 2-3 week time horizons. This timeframe is very important
for options traders, for advisory client operations and funds. Due to the
immediacy of the intraday system on its change of direction it forms the
envelope of the high frequency system. The medium term also acts as a leading
indicator into the directional change of the Long Term system. ▐ Long
Term The long term
system refers to 2-3 month horizons. It is important for understanding the
general direction of the market and to determine collision points with the
medium term system. The long term system provides the envelope of the Medium
term system. The Long term can be combined with economic analysis to explain
and trade long term market behaviour. |
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DIRECTIONAL TRANSITION |
DelfiX
provides the mechanism of transition between different directions and
Timeframes by means of optimized exponential average signals which trigger
the change of direction depending on whether the signal crosses the boundary
line of the current direction. The exponential average acts as the messenger
to the DelfiX system to notify that a change of direction has been confirmed.
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TIMING SIGNALS |
DelfiX entry
systems are now supported by a timing system that aids the trader during the
holding period of a position. A new feature
providing a green, orange and red light during the holding period. The timing
signals are very useful as after the red light (or position closeout) the
trader may look for safer trade re-entry closer to the stop and reversal
areas. |