Replies to post #28774 on ETF SWING & DAY TRADING

[tclark1]

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.

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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.