Adventures in Automation

ph1l said:
Is the subexpression
Code: 
[Close >= [ Max(253,Close) - [Max(253,Close) * Max(253,Close) * 0.25]]]
correct? It appears to be true for any Max(253,Close) >= 4 (assuming prices are not negative).
More...
Good catch! It should be:

AND [Close >= [Max(253,Close) - [Max(253,Close) * 0.25]]]

Not:

[Close >= [ Max(253,Close) - [Max(253,Close) * Max(253,Close) * 0.25]]]

The correct one ensures that the current close is within 25% of the 52 week greatest close.
 
For my MES mean reverting strategies (Backetested with ES), below are the backtested stats. I did this primarily so I could see each equity curve by year.
0001.jpg
0002.jpg
0003.jpg
0004.jpg
0005.jpg
0006.jpg
0007.jpg
0008.jpg
 
themickey said:
I took one small $500 position trade yesterday on a known shit stock, a shit sub penny stock, shit directors, gold explorer Africa, bottom of the barrel, pure 100% gamble, but I took it only due to the enormous size of trades which were hitting it. Rare for me to take these type trades, it was priced at $0.004.
More...
This is what DOM looks like atm.
upload_2021-10-4_9-46-42.png
 
Equity Breakout Alert!

Gaining significant positive divergence from benchmark thanks to discretionary stock and futures trades. Currently long equities BCS, CLR, ICL, JLL, NWG, PAG, SUN, VTSI, ZUO, and Oil, Canadian dollar futures.

Performance20211013YTD.JPG
 
You must log in or register to reply here.
Back
Top