You Name It... The Models Time It..

Discussion in 'Chit Chat' started by tradingjournals, Dec 1, 2013.

  1. That is why I asked you about a study of RRs, so that I may do a number of things such as compare the model single RRs to the RRs in such studies, and make a number of conclusions.
     
    #21     Dec 4, 2013
  2. SPY at 179.07. Model sent signal to close it. +0.25. RR: 0.35.
     
    #22     Dec 5, 2013
  3. SPY 179.12. Model xx. Short signal. !/4 size.
     
    #23     Dec 5, 2013
  4. SPY at 179.12. Signal from Model: add 1/4 size.
     
    #24     Dec 5, 2013
  5. SPY @178.97: Model xx signal: take profit on 1/4 and leave 1/4. +15. RR (on this 1/4) is +0.99
     
    #25     Dec 5, 2013
  6. SPY @ 179.07: Model xx signal closed the last 1/4. +0.05 on this one. RR: +21/38= +0.55
     
    #26     Dec 5, 2013
  7. If readers are not used to this way of reporting RRs, I do not blame them.

    It is probably due to their reading of books containing repetitive material.
     
    #27     Dec 5, 2013
  8. ammo

    ammo

    liking the calls,
     
    #28     Dec 5, 2013
  9. SPY @ 179. A model that estimates sellers and buyers says that market is sitting at around mid point with 0.33 up and 0.37 down for where buyers and sellers would be according to model.

    A test for this model is to journal a short of 1/8 size.
     
    #29     Dec 5, 2013
  10. Thanks! :)
     
    #30     Dec 5, 2013