Schizo Greybox Trading

I laude you for the effort and understand your rational. Question : do you have a built in filter around trading signals so when the signal flips in short succession to not turn over your position too frequently? Else you end up benefitting your broker rather than trading account.

schizo said:
Two reasons:

1) Have only coded using ThinkorSwim. I want to test it manually before attempting to write the code into MultiCharts or others.

2.1) I don't feel like divulging my strategy. While Collective2 states they don't steal outright, I'm not convinced.

2.2) I believe most of C2 members are not real traders but more interested in selling their algo (eg. snakeoil vendors).

Plus, this is more or less a personal project. As I stated at the outset, I've had miserable outcome with backtests and feel compelled to manually go through the hoops to see if the system is viable.
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volpunter said:
I laude you for the effort and understand your rational. Question : do you have a built in filter around trading signals so when the signal flips in short succession to not turn over your position too frequently? Else you end up benefitting your broker rather than trading account.
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Thanks. Yes, the system is comprised of two components: price action and momentum. The two must move in synch, otherwise the trade would reverse. There is a third component still missing from the equation, which is time or time-factor. But this one has been eluding me.
 
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