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The market is currently at a point of indecision. This is causing my algorithm to not generate many strong signals. The one stock to watch for tomorrow is RSH. If it can show some strength, it may make a good swing trade with a stop around $5.85 To see the other signals generated for...

The first week of trading this strategy with real money was a bit slow. Only 3 trades were placed this week and none have been closed out yet. In the middle of the week, I had two trades on my watch list that would have worked out great. However, I was away from my computer that afternoon and...

You may have read my threads in the past dealing with automated intra-day trading. One thing I have come to realize, the "easy" money is in the higher time frames. Take for example an intra-day ES strategy that has a positive expectancy of $50 and a beautiful equity curve. Apply to it 1 tick...

Up about 1.3% so far on GAS since purchasing. Trade is going well, next few days will be a good test for the bot as there are several trades set to take tomorrow. For specifics on which stocks I might buy tomorrow as well as the expectancy of each trade, go to <a...

Just purchased symbol:GAS 38.82, stop at 38.29.

The patterns were trained to assume Closing price of the day after the signal. My actual goal is to watch price action throughout the day, if a good entry presents itself take it.. If not wait until the Close and take that price. If I can beat the closing price, then great... If nothing appears...

This general topic does not seem to be garnering much interest. I think most people may believe this type of pattern searching is not valuable. In an effort to try and show that this method can generate good results going forward, I will be utilizing one of these patterns to trade S&P 500 stocks...

RSI is just a derivative of price. When searching for a pattern you can not feed in pure price information. It needs to be adjusted/normalized in order to be useful. RSI is a good indicator in that sense. So not sure what "more advanced" your looking for. This method has already proven to...

I agree, if I added a lot of inputs and tried to determine the significant inputs requiring 25 billion backtests as you described, would require significant CPU power. For this exercise, I am choosing my inputs in a more random (suggestion based) approach instead of exhaustively testing...

I decided to change things up a little and instead of finding patterns that perform well when exiting 5 bars into the future, I searched for patterns that were good at holding the position until the end of the trading session. Used the same inputs as the last pattern. One thing I learned from...

I agree, having more computational power may be nice, but is far from required to extract meaningful patterns out of market data.

Its more of a "custom" hybrid approach. Closest representation I guess would be a classification tree. When I first started designing this algorithm, I also experienced that it was better at filtering trades from existing strategies. Eventually I had a "light bulb" moment and realized what...

I have unfortunately let this thread die down. Will be working on some new patterns soon. If you look at the pattern discussed/released in this thread thus far, it has performed well going forward. It has taken 7 trades, with 6 winners. Expectancy of +$62 per trade. Also Note: We have...

I am trading ES (5 minute bars). Stops are placed when trade is entered at 15 ticks. No other exit, except exit on close. Winning percentage is around 49% with per trade expectancy of $87 over 10 years of testing. If I introduce any typical "trend trading exit" strategies, expectancy drops to...

The big problem with intraday strategies is your expectancy is already constrained by the short time frame. If you further require an event such as crossing below some moving average, or trailing stop etc.. You have given back a nice chunk of the move on already low "margins"...

I am testing an intraday strategy that performs the best if all I set is a stop loss, then allow the strategy to only exit on market close (or some preset time). Obviously the strategy works by finding the right direction to get in, then ride the trend. However, most "trend following" exit...

Anyone try to use the DLL? Test the pattern against other instruments or time frames? Any interest at all?

I have just posted the DLL that runs this first pattern. This installation/setup is a work in process. Give it a shot and please provide feedback on how to make the setup easier and/or if it doesn't work for some reason. <a href="http://thestrategictrader.com/dll-installation">DLL...

The indicator values are passed as raw values to a specialized NN that learns underlying patterns with those values that at the moment are being trained to predict if the price will be higher or lower 5 bars from now. For example: AddParam(RSI(3,1)[0],"RSI3 "); AddParam(RSI(7,1)[0],"RSI7...

I like this idea lot. So far, all the patterns have been focused on single time frame/single instrument. I think the sky is the limit once I start including other instruments and time frames into the mix