Indicators
- Thread starter Lizard5980
- Start date
I have tested many indicators and have found plenty of them to work just fine, especially those mentioned by @Scataphagos, @ShawnJ-15, and range by @KCalhoun.
I'm a profitable algotrader and have gotten my live trading to match my backtests very closely (minus execution issues like margin, things not shortable, getting unlucky and just not getting filled at the exact low/high of the day, etc.).
If anyone has any indicator ideas they don't mind sharing, I'd be happy to test them out on a universe of stocks over 15 years of data to prove/debunk stuff. Or you could send me a DM.
I'm a profitable algotrader and have gotten my live trading to match my backtests very closely (minus execution issues like margin, things not shortable, getting unlucky and just not getting filled at the exact low/high of the day, etc.).
If anyone has any indicator ideas they don't mind sharing, I'd be happy to test them out on a universe of stocks over 15 years of data to prove/debunk stuff. Or you could send me a DM.
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DUDE!
Backtest Feed-Hopper: into which material is poured and from which it is regularly fed to a machine
Here's one to start with if that's ok?
Hopper Item #2020 0815 2103
3 Ducks Trading System
https://www.elitetrader.com/et/thre...hich-it-is-regularly-fed-to-a-machine.348850/
INDEX ETFs, ES,NQ,RTY? Oh, yasssss.
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Why that? I already know that anyone who refutes the value of indicators doesn't know "come here from sic 'em"... which apparently includes YOU!
Let me tell you this... NOBODY can convince me that indicators don't work. I use something of them every day and have for years!!
I posted my warroom in the other thread, but this post has me curious what your preferred indicators are and why? Promise I won't challenge you to a zoom duel if you tell me
ShawnJ-15, for Clarity could you specify Your particular Settings for:
1) Keltner Mov Avg Length ____
2) True Range Avg Length ____
3) Keltner Mov Avg Type ____
4) ATR Mov Avg Type ____
Thanks
ShawnJ-15, What specific intraday times would you like tested?
Would 30, 10, 5, 3, 2, 1-minute suffice?
...Each tested against the array of conditions...
"Top/Bottom Keltner channels at 1.5, 1.75, 2.0 and 2.5 - shorting when above the top channel and going long when below the bottom channel."
The Effect on Results driven by each Variable Cross should be informative. Good spreadsheet fun.
Channel Multiplier Variables
1.5, 1.75, 2.0 and 2.5
x
Chart Timeframe Variables
30, 10, 5, 3, 2, 1-minute
What Say ShawnJ-15, @meatyoaker?
I posted my warroom in the other thread, but this post has me curious what your preferred indicators are and why? Promise I won't challenge you to a zoom duel if you tell me
When traders think "indicators", they usually mean "range indicators". The major (only?) ones are RSI, Stochastic (%K), CCI, and %R. They all tell the same story at abut the same time. I recommend those interested should spend some time checking out all of them to see which they like best. One of my software packages has only %K, so that's the one I use most.
Don't fix it if it aint broke.
This is just something read online. fwiw...
“Believe nothing you hear, and only one half that you see.”― Edgar Allan Poe
"The most common settings of the Keltner Channels are 20 for the exponential moving average, 10 for the Average True range lookback and 2-3 for the ATR Multiplier."
https://therobusttrader.com/keltner-channel/
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5. Input data = Price on Close, Not OHLC Avg. Got it. Good Eye.
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