Are there pullback systems that backtest well?

[mind]

lindq

'will try it. thanks.

peace

 

[newtoet]

Quote from lindq:

Fear creates buying opportunites. Don't know whether you would call that less, or more, efficient. If there is any doubt about the "fear factor", backtest buying a small basket of high cap stocks anytime during the past two years that the daily VIX is at a high level above it's EMA. You'll see the value of fear, and of pullbacks.

What defines a high level?

And, what EMA?

That is a very broad and general statement.

 

[lindq]

Quote from newtoet:

What defines a high level?

And, what EMA?

That is a very broad and general statement.

You were expecting what? That I would run over and program your backtesting for you?

I gave you the concept. Are you not prepared to do just a little work on your own?

 

[newtoet]

Quote from lindq:

You were expecting what? That I would run over and program your backtesting for you?

No, just something other than a broad, general statement. With advice like that, you should be selling your services on the net!

 

[mind]

lindq

just curious: do you know your rough sharpe ratio?


peace

 

[snooptrader]

Quote from newtoet:

No, just something other than a broad, general statement. With advice like that, you should be selling your services on the net!

I can see the new thread now...LINDQ, Pristine, Oliver Velez and Greg Capra PROCEED WITH CAUTION!!!

 

[lindq]

Quote from newtoet:

No, just something other than a broad, general statement. With advice like that, you should be selling your services on the net!

So very typical of this site that an experienced and successful trader bothers to provide some helpful hints and people complain that he isn't specific enough!

I have never suggested that referencing the VIX is a system, or that it should be traded. But it IS an example of how fear impacts the market.

Pearls before swine.

 

[axeman]

Unreal Lindq.

At least I will thank you for spinning new ideas in my head.


peace

axeman

 

[mind]

i asked myself if this thread will become specific. and it did. it depends on oneself's position on the learning curve whether to realise that or not.

from here as well: thanks lindq. anything more specific would almost spell: code.


peace

 

[TriPack]

Quote from newtoet:

No, just something other than a broad, general statement. With advice like that, you should be selling your services on the net!

gimme gimme gimme gimme, I need, I need, I need, I need