Braincell - can you email me at info@exoticmarketdata.com
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My quest for the holy grail
- Thread starter elliotwave
- Start date
elliotwave,
When I read your initial post, I (mis)read "patterns" as "chart patterns", for example: Head and Shoulders.
My latest intraday automated strategy under development notes the trend direction and scalps for a fixed profit target. According to my imperfect backtesting it only became profitable on the ES after 06/11. More than likely I'll keep working with this strategy, test it in market replay and sim, and study how/which market conditions affect its performance. I may also see how it works with higher time frames.
When I read your initial post, I (mis)read "patterns" as "chart patterns", for example: Head and Shoulders.
My latest intraday automated strategy under development notes the trend direction and scalps for a fixed profit target. According to my imperfect backtesting it only became profitable on the ES after 06/11. More than likely I'll keep working with this strategy, test it in market replay and sim, and study how/which market conditions affect its performance. I may also see how it works with higher time frames.
Quote from Mr_You:
elliotwave,
When I read your initial post, I (mis)read "patterns" as "chart patterns", for example: Head and Shoulders.
My latest intraday automated strategy under development notes the trend direction and scalps for a fixed profit target. According to my imperfect backtesting it only became profitable on the ES after 06/11. More than likely I'll keep working with this strategy, test it in market replay and sim, and study how/which market conditions affect its performance. I may also see how it works with higher time frames.
How's it going with that?
So what are you guys using for backtesting?
just for fun,i can't program and watch these together,spx,djt,then aapl,xom,x,and bonds,eur/usd, can barely use computer so if this is a lot of work,don't bother but watching for s/r in spx using the eur,djt for confirmation ,noting s/r in all at the same time,seeing if it turns early on 1 or 2 and the rest follow,or if it breaks on 1 or 2 and the rest break,,works maybe 70% of the time
Quote from ammo:
just for fun,i can't program and watch these together,spx,djt,then aapl,xom,x,and bonds,eur/usd, can barely use computer so if this is a lot of work,don't bother but watching for s/r in spx using the eur,djt for confirmation ,noting s/r in all at the same time,seeing if it turns early on 1 or 2 and the rest follow,or if it breaks on 1 or 2 and the rest break,,works maybe 70% of the time
i'll give it a shot
Quote from elliotwave:
How's it going with that?
I'll reply when I make some progress.
In the mean time you might be interested in the book Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals which is often suggested as a good primer to the type of data-mining statistical analysis you seem to be referring to.