"Golden Arches" Project

Quote from ElectricSavant:

It has never been a test...anywhere in these arch threads...

...

Michael B.

this is what I always see, test as in testing = not real money.
have you watch tv and they sound an alarm and said 'this is a test'.
COMMENTARY: Welcome to "Golden Arches". This is a test. Please stay tuned for the trades to be illustrated in the "Golden Arch's" trading alerts thread after 02/13/07, or as soon as I get flat in these open trades.
 
Every time I do that they tell me to get off the simulator...

the Arch's work...its all about trade managment...

Forward test...real money


Quote from nkhoi:

this is what I always see, test as in testing = not real money.
 
ES,

Step back and evaluate what the arches are actually doing. You will realize you are looking at the past 299 periods and trying to forecast with that information. At best, you might claim reversion to the mean, and does that give you a tradeable edge? Is it a leading or lagging indicator? Those are the questions you should be asking and find out if you should really be using the curve in your trading.

And if you do, then you better find a good stop or MM method because reversion to the mean can and will go horribly wrong when it does start trending.

Good luck.

JB3
 
Quote from JB3:

ES,

Step back and evaluate what the arches are actually doing. You will realize you are looking at the past 299 periods and trying to forecast with that information. At best, you might claim reversion to the mean, and does that give you a tradeable edge? Is it a leading or lagging indicator? Those are the questions you should be asking and find out if you should really be using the curve in your trading.

And if you do, then you better find a good stop or MM method because reversion to the mean can and will go horribly wrong when it does start trending.

Good luck.

JB3


FWIW, definitley a lagging indicator. It seems the safest entries would be at the Fib Hi/Lo or 3 stdDevs extremes, after a reversal has started.
 
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