Ok, and I'll restate it in my own words to be sure I'm on the right track: - data 2 gives the long entry signal, because presumably I've found data 2 leads data 1 by some amount of time - data 1 has the stop or "non-confirmation level" or "relationship no longer holds level" to determine the failure Sorry if it was stated before, but which data series gives the signal to exit for a profitable trade? thanks
Hello MarkBrown, very interesting. One problem I had with my backtesting software was it would only give results for one strategy on an instrument at a time. So I built my own tool to get the results from 2 strategies on the same instrument and see how they performed together. I've had a problem with the "switch". First switch was a "race switch" -- the dual strategy would go with the first signal it got from strategy 1 or strategy 2. Sometimes improved, sometimes not, and in the end I reckoned, how much confidence could I put in the signal that came first? Seemed kind of random. I found a few indicator-based switches that improved the dual performance over either's individual performance. However, it occurred to me, the switch could improve the dual performance as a case of curve fitting. I've tried a few of the curve-fitting protection techniques (eg, OOS sampling, across instruments, etc), but still seems to me as "just an indicator signal", like any other indicator that gives signals, they work over backtesting but fail after a couple of weeks. Now I'm trying to figure out if there is something else the switch should be based on. Any clues or suggestions what area I should investigate next? thanks for your help and interest
data 2 gives a signal long or short data 1 you got correct if it is a data 2 trade data 2 runs the show if its data 1 trade then data one runs the show however there are 4 switches data 2 switches switch 1 + switch 2 = 2 then buy or sell reset switches to =0 now switches 1 and 2 are now looking to turn back on and may each independently do so - hold this in memory. now data 1 switches switch 3 + switch 4 = 2 then disengage position and reverse entire position. reset switches to = 0 now and so on
confusion made simple there are a pair of conditions to go long and short always in the market. those conditions once met reset so they have to be met again for the next trade etc. both conditions have to agree to take a long or short, but not at the same time. one condition maybe be met an hour ago and the second condition maybe now. when they both agree they trade. one condition could be on and off 3 or 4 times and if the second condition is not on when the other condition is on it will not trade. there are a pair of conditions to override the first pair of conditions much like parents watching their children play. they work in unison like the other pair being on and off to trigger a reversal event. also one of these conditions may pair up with one of the original conditions to perform an evasive act. this is the type of flexibility that not many simple minded trading algo's have and the reason this is a much better method to building a lasting model it's adaptive and not static.
I, for one, appreciate Mark's posts. One of the few on ET worth reading. I have come to realize ET is like a raucous party, sometimes a cesspool, where you sift for a nugget here and there.
and so the nugget in living color, the results of the code i posted today showing how robust the model is using different settings. i will continue to build on this and show you what other varieties can accomplish. in the end you all will be confronted with the fact it's only your fearful mind that keeps you from implementing a strategy that makes money. http://markbrown.com/et/ again for the non programmers we are simply buying when the advancing issues are above a number else we are selling if not above that number. it's that simple, is everyone with me? btw the red dashed lines are losers and the blue dashed lines are winners.
your pathetic look how many post and how long these people have been members and see if they ever posted about me before. i don't know them anymore than i know you. but they know my work and that's something eating your pea brain up "jealous" just shut up and learn something if your capable. i won't even ask for an apology, just shut the fuck up and stay out of the way.