There’s a thread on the Automated Trading Strategies group on LinkedIn about MACD systems. Here are some test results using two MACD’s to build a simple system: a shorter ’10-20′ MACD – the entry signal, and a longer ‘100-200’ MACD – the big trend direction indicator, to build a simple system or indicator: Rules: Enter Read more about Quick Test: MACD System[…]
Trend Day Forecast for 01/03/2012: Mixed Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client. –h Henry Carstens 503-701-5741
How to quickly make a first-pass evaluation of a trading system (or trader)… Calculate these from the system/trader’s P&L: z = sqrt(observations) * avg win / std dev trades f = (((1 + win/loss ration) * pct wins) – 1) / win loss ratio f$ = largest losing trade / f ————- Then: z > Read more about Quick Tip: How to Quickly Evaluate a Trading System[…]
Does anybody have any ideas on how to test/develop the liklihood that an event has already been discounted? If I can get a toehold, maybe I can develop something worth passing back… –h Henry Carstens 503-701-5741
How many points of slop need to be allocated to a trade to allow for deception? Or does deception just move the optimal entry price? –h Deception Part 1 is here.
All warfare is based on deception… –Sun Tzu Which adds an interesting dimension, –h
Trend Day Forecast historical results covering the past 12 months are available. Accuracy was 69% over all timeframes in the SP futures. About 2 set-ups per day, average +1.5 pts. Call or drop a note to request a copy, –h Henry Carstens 503-701-5741 carstens@verticalsolutions.com
Sometimes the most basic tests provide the biggest insights and can later be used to refine other tests. Idea: Buy or sell in the opposite direction of the day’s trade, i.e., if today was up from yesterday’s close, then go home short. If today was down, go home long. Exit at the close of the Read more about Starting at the very beginning[…]