Thank you! This is clear.
Can you please describe what you mean by overfitting? I think I understand but want to make sure that I get it right. When I think of...
The contract size has been off-putting. I started with a whopping $4K in my test account. The lower share prices of the ETFs make it much easier...
Thanks for this, I will dig in deeper to your post later today. RSI is one attribute that I've been too lazy to incorporate into my models, but...
Thanks for pointing this out. Whenever I can, I'm trading the leveraged ETF's (UPRO vs SPY, TVIX vs VIXY, TMF vs IEF, TECL vs QQQ), but I keep...
Dunno, but thanks for the heads-up! I'm probably way less experienced than you, so I don't have a good idea of the trading packages out there....
I'm afraid my logic is inverted relative to yours! I mine data, fine the sweet spots, then intellectually justify them after the fact. Pure...
That's a good point. I guess you could run the backtesting and remove a year (or more, or less) of historical quotes, and see how "stable" the...
The 30-day past return is one of many indicators that I use. I have 14 indicator securities. For each indicator security, I compute 30/10/5-day...
Ha, yeah, this is not an interface for the masses. At least I have a color screen. And it's not a CRT!!!
So I implemented an exit strategy whereby I sell the security if the signal that caused me to buy the security is no longer active. It seems to...
You know...the exit for my approach could simply be the entry. In other words, if I buy a security because the indicator signal flashes positive,...
What do you mean specifically by money handling? Optimizing the exit? I haven't yet optimized the exit. My testing assumes that I sell in 30...
I started my work using five indicators simultaneously, but abandoned the effort because I wasn't getting rich enough statistics for each...
I have to say that I'm humbled that you guys would take the time to read what I wrote and provide this thoughtful feedback. I'm just a...
For the S&P, I analyzed 103 indicators, testing 2615 intervals. From this, I extracted 150 testable strategies and chose the "best" 6 that I'm...
Haha, definitely a lot of F90 in your community! My day job is actually in energy.
Thanks, and a good point. Most of the ETFs that I actually trade have only been around for 9-10 years, as you noted. However, during the model...
I'm not explicitly analyzing the histograms. I just follow a profit maximization approach. I loop over a range of indicator intervals and...
FWIW I'm currently trading UPRO (leveraged large US stocks), TECL (leveraged QQQ), TMF (leveraged 7-10 year US treasuries), VIXY, XOP (US oil &...
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