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Re: Myst post# 8536

Sunday, 10/03/2021 6:38:21 PM

Sunday, October 03, 2021 6:38:21 PM

Post# of 8728
Hi Myst,

I'm glad to hear I answered my previous questions adequately lol! Thank you for your answers.

When you say the first thing you do is try to line up the %High and %Low X_DEV bands to capture the extreme tops and bottoms of the upper and lower price "highs" and price "lows" bands, do you mean choosing which period SMA to use at all? For example, 3, 4, 5 etc.

I am having trouble visualising the logic the market order multiples are based on. You are basically increasing or decreasing the size of your buys and sells. Is there a logical explanation behind the choices? Have you noticed any regularities? I played around and large differences in the multiple sometimes only lead to small changes in the P&L. I'll try and play around some more.

Have you noticed a time period or "look back" period you prefer to optimise on? Unless I am mistaken, in the SPX example we shared, you were optimising the %HIGH and %Low X_Dev bands over 3.5 years of data. To put it differently, is there a minimum or perhaps maximum amount of data you prefer to use for optimising a play?

Finally, can you explain why some of the SELL Market Order cells are coloured BLUE from time to time?

Kind regards,

Alex


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