Pointers to ETF short term trading strategies that are backtestable?

Hi all,

I am looking for pointers to ETF short term trading or day-trading strategies that are backtestable... any pointers would be greatly appreciated.

Thanks a lot!

 

Try this

http://www.elitetrader.com/vb/showthread.php?s=&threadid=44092

and this

http://www.elitetrader.com/vb/showthread.php?threadid=10237&perpage=6&pagenumber=30

What platform are you going to use for your back testing?

 

Cool let me take a look. Thanks a lot!

I use Matlab to do back-testing. Any thoughts?

 

Look at Murray Ruggiero's recently reopened thread on Toby Crabel's opening range breakout. A surefire winner for easy money! Rake it in!

http://www.elitetrader.com/vb/showthread.php?threadid=72968

 

Thanks a lot! My collaborator doesn't like Breakout strategies... he said that's pretty much data-mining...

I am not sure... any thoughts?

 

Have you read all of Murray's threads? He is the real deal, you know. Giving away millions in strategy profits for free. Spend some time with him. ET is THE place for free strategies. Don't overlook Jack Hershey and Joe Ross here, either. Much good advice to be had from them. ProfLogic has several long-running threads here as well on his approach. Best of luck!

P.S.: Also look at NoDoji's approach as detailed in her many posts in the ES Journal. Some hot ideas there.

 

Or was -- before Surf was rusticated.

[ In case there are illiterates reading -- "rusticated" in sense #2 http://www.thefreedictionary.com/rusticate ]

 

Thank you for the new word. Although I would have said "masticated."

 

You can do stat arb on them if they are cointegrated.

 

I have never used Matlab, only Amibroker. Stay away from anything involving Jack Hershey. He has never made any money trading. He has an interesting style of writing and is quite a cult leader, but you can't believe anything he posts.