[QUOTE=pdp-brugge;23292]No changes for today[/QUOTE]
Hi PdP,
How is the latest testing going ? Very interested to see the results.
Thanks in advance.
Trev
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[QUOTE=pdp-brugge;23292]No changes for today[/QUOTE]
Hi PdP,
How is the latest testing going ? Very interested to see the results.
Thanks in advance.
Trev
Trev,
The testing with the improved signals for the different sub-components of the S&P500 takes a lot of time. Most of it I spend trying to find the optimal filters that decide when to take a signal and when not. I am being extra careful with this because I do not want to build my filtering to much on hindsight. There must be enough trades to count in order to get statistically predictable results.
I am almost done with setting up the filters and finding the right parameters for turbocharged trading (taking larger position sizes when the odds are most favorable).
For the moment I am doing back tests in order to find the most optimal number of models to trade. It looks like I will go for 6 models: ComboMF (QQQ), XLB, XLF, XLI, XLK and XLY.
I will report more once I am done.
PdP
[QUOTE=pdp-brugge;23296]Trev,
The testing with the improved signals for the different sub-components of the S&P500 takes a lot of time. Most of it I spend trying to find the optimal filters that decide when to take a signal and when not. I am being extra careful with this because I do not want to build my filtering to much on hindsight. There must be enough trades to count in order to get statistically predictable results.
I am almost done with setting up the filters and finding the right parameters for turbocharged trading (taking larger position sizes when the odds are most favorable).
For the moment I am doing back tests in order to find the most optimal number of models to trade. It looks like I will go for 6 models: ComboMF (QQQ), XLB, XLF, XLI, XLK and XLY.
I will report more once I am done.
PdP[/QUOTE]
Great stuff. Looking forward to your findings and thanks once again for your hard work :O)
Trev
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No changes for today
No changes for today
No changes for today.
No changes for today
No changes for today
No changes for today