Joe Doaks Backtests Unlikely Strategies

Discussion in 'Strategy Building' started by Joe Doaks, Jan 16, 2008.

  1. doli

    doli

    Here's an unlikely strategy: front-run an ema crossover. To do this you have to go with the last bar's ema, then with each tick before the next bar, treat the new tick as the closing price of the next bar. Compute a prospective ema for the next bar -- what it would be if the next bar closes equal to the current tick. If it looks good, trade, before the next bar is complete.
     
    #21     Jan 17, 2008
  2. Now this sounds interesting ...
     
    #22     Jan 17, 2008
  3. Stoli, you have an evil mind. Would you please delete your post? All I will say is that I have incontrovertible evidence that THEIR computers predict. Minutes ahead. Now so does mine.
     
    #23     Jan 17, 2008
  4. doli

    doli

    After realizing that i've given away the store, I would delete it. But I see it's been quoted, so it's out there. In the public domain, so to speak.
     
    #24     Jan 17, 2008
  5. Damn! I was making money off that! Anyway, fuck around with projecting into the future and see what YOU get. All this presumes that you can code, which 99.99% of ET cun't.
     
    #25     Jan 17, 2008
  6. #26     Jan 17, 2008
  7. Joe, Joe, Joe... there you go talking to yourself again... you must really miss Jack!

     
    #27     Jan 17, 2008
  8. Exactement! My initial post was a total fraud to see if anyone would call me a liar. NOBODY did. How much trouble does it take to code "Buy Wednesday" if you are a fona bide backtester? Maybe 30 seconds. In fact, it is a wiener.
     
    #28     Jan 17, 2008
  9. :)

    a better one is just project out a trendie off the peaks, and treat the trendy crossover as the EMA cross, saves you some cost of entry..

    :)
     
    #29     Jan 17, 2008
  10. trendies and MA's...
     
    #30     Jan 17, 2008