And how many times was there a generally steady and sustained event that reversed as intended, to recover at least some of the loss and in some cases turn a profit? The problem is that once a trade goes against you, what's the best move from that point? I find that many trades that go against...
In my tests of mean reverting strategies, I've found that price based stop losses almost always hurt results and time based stop losses sometimes help, but in the long run not by much. There are other ways to manage risk besides stop losses. Namely small position size and diversification of...
Hi,
For under $100 XLQ provides functions to pull stock/ETF data from a variety of sources (Yahoo, MSN, Google, IB, etc.) as well as providing functions for various moving averages. That's what I use, it's available from qmatix.com
+2267, but shy of yesterday which was a record day for me if I include my short on CTBK which I was planning to buy back in the morning only to find the regulators shut down the bank.
Hi,
Interesting system. Thanks for sharing your signals.
Have you tested to see what the results would have been buying/selling QQQQ on the open the day after a signal ... since the signal is just after the close?
Don