Strategy per day

Discussion in 'Strategy Development' started by TheMagican, Jan 27, 2013.

  1. Anyone using different strategies for different days?
     
  2. jb514

    jb514

    What do you mean by different days? Many strategies don't apply everyday or all the time.
     
  3. I mean Monday,Tuesday,Wednesday...etc.Volume tends to lower on Monday,Friday usually closes higher,Monday and Tuesday seem more active,etc..
     
  4. dom993

    dom993

    I do DoW / ToD analysis (DoW : Day-of-Week, ToD : Time-of-Day) on my strategies, and use it to filter out unreliable time windows.

    Be a little cautious, because results might not be statistically significant, if using too short period of time for analysis.
     
  5. What is ''unreliable time windows''?
     
  6. dom993

    dom993

    Recurring periods of time during which a strategy produces results "far away" from its nominal results.
     
  7. hint: Like I kow humans have to eat somewhere between 11:30am - 1:30pm :)