Strategy per day

[TheMagican]

Anyone using different strategies for different days?

 

[jb514]

What do you mean by different days? Many strategies don't apply everyday or all the time.

 

[TheMagican]

Quote from jb514:

What do you mean by different days? Many strategies don't apply everyday or all the time.

I mean Monday,Tuesday,Wednesday...etc.Volume tends to lower on Monday,Friday usually closes higher,Monday and Tuesday seem more active,etc..

 

[dom993]

I do DoW / ToD analysis (DoW : Day-of-Week, ToD : Time-of-Day) on my strategies, and use it to filter out unreliable time windows.

Be a little cautious, because results might not be statistically significant, if using too short period of time for analysis.

 

[TheMagican]

Quote from dom993:

I do DoW / ToD analysis (DoW : Day-of-Week, ToD : Time-of-Day) on my strategies, and use it to filter out unreliable time windows.

Be a little cautious, because results might not be statistically significant, if using too short period of time for analysis.

What is ''unreliable time windows''?

 

[dom993]

Quote from TheMagican:

What is ''unreliable time windows''?

Recurring periods of time during which a strategy produces results "far away" from its nominal results.

 

[savagemp5]

hint: Like I kow humans have to eat somewhere between 11:30am - 1:30pm