Recent content by DTorSwing

well. lot of folks who have tried to be trader and didnt make it, would hate you when you say that who have never tried, is very curious, but mostly I see they are negative about this based on history and many wives think this is one of the ways husbands lose money than what we make:)

very good answer

thk you. yes that makes sense

I hear you :) not easy to deal with when S&P goes opposite direction from our symbols

how well your SHORTS perform when S&P is strong UP trend ? how well your LONGS perform when S&P is strong DOWN trend ? I also do close to 50/50 ratio for long/short for now, but I am thinking to change to 70/30 as S&P UP days are much higher than S&P DOWN days. what do others think here

appreciate you detailing out and great example of correlation bet EWT and IYR. I see what you mean but I need to watch these symbols for some times and see what the corr means

i did notice that when I put those symbols in TWS, but other 00, anything close to 0, like 0.01 or so, but their price did go with S&P, but I would check for few weeks and see how non-correlated ones go against S&P

from my other thread about correlation, someone did great job of posting CC ranks of all symbols, attached here as you see the ones in RED are non-correlated per this ranking Rank Sym CC Sector Industry/Category...

But I did chose symbols all from only 2 industry “”Biotech and Drug manufacturers”” and I know they are very well correlated, so I need to work on this. I can pick up 5 from Bio, 5 from Gold sector, 5 from energy, 5 from financial and 5 from technology to see how my algo works but I also need...

Good point, but in that case, I doubt my algo based on (Dynamic SR and ATR) does good point on all symbols I tested. But my algo , I restricted to change only 1 parameter which is ATR multiplier and others static, to minimize curve fitting But I did chose symbols all from only 2 industry...

never done so long. who provides 10 years of hist data though

15min chart

15min charts for historical data

I was backtesting a set of 3 years and 1 year.. i test a set of 25 symbols at once but I have 20 sets like that in diff sectors