AI
Thursday, April 06, 2006 11:50:47 PM
I think mechanically, it is pretty close to being maxed. I think any improvements in the system now may have to come from sentiment indicators.
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
With the above base settings and results come 7 times the program stopped out at 15% on long positions over the 20 years. They are shown in red on the below chart.
and listed by date here:
10/20/87
8/20/90
10/9/98
4/5/00
11/14/00
9/19/01
5/6/02
We need to figure out something in common to all these bad long entries and improve them.
The answer may be in some sort of sentiment indicator. I have VXO back to beginning of 1986, so I could do something with that if anyone has any ideas.
Let me know if you come up with anything which looks promising.
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
With the above base settings and results come 7 times the program stopped out at 15% on long positions over the 20 years. They are shown in red on the below chart.
and listed by date here:
10/20/87
8/20/90
10/9/98
4/5/00
11/14/00
9/19/01
5/6/02
We need to figure out something in common to all these bad long entries and improve them.
The answer may be in some sort of sentiment indicator. I have VXO back to beginning of 1986, so I could do something with that if anyone has any ideas.
Let me know if you come up with anything which looks promising.
Trade Smarter with Thousands
Leverage decades of market experience shared openly.
