Latest Robot tests.

[manucastle]

Pascal,

How close are we to getting some IWM Robot signals. How is the latest testing going ?

Thanks in advance.

Trev

[Pascal]

The IWM robot is waiting for a 20DMF signal.

As for the back-tests, they are almost completed. The report is written, but I still need to check some minor issues regarding the GDX MF model. Billy and I exchanged a few ideas regarding how to improve the short signals on the 20DMF RT. We will replace the inversed ETFs TEV by a short term Cumulative tick combined to a price trend measure. We are working on the implementation of these changes.

Notably, I noticed some differences when using the Canadian and US data or only the Canadian data in the model.
I expect to publish the results over the next week-end.




Pascal

[manucastle]

The IWM robot is waiting for a 20DMF signal.

As for the back-tests, they are almost completed. The report is written, but I still need to check some minor issues regarding the GDX MF model. Billy and I exchanged a few ideas regarding how to improve the short signals on the 20DMF RT. We will replace the inversed ETFs TEV by a short term Cumulative tick combined to a price trend measure. We are working on the implementation of these changes.

Notably, I noticed some differences when using the Canadian and US data or only the Canadian data in the model.
I expect to publish the results over the next week-end.




Pascal

Thanks for the update Pascal.

Trev