Normal
This is the idea I posted above, backtested. Basically you buy the dips of strong stocks. Not optimized yet so plenty of room for improvement.Strong trend = 280+ days of the last 300 are above MA (low lag MA based on the lows with a high period)Flush out bar = cross below this MA in the last 10 days >1.Return to normal volatility = ATR(1)<.05Buy a $5000 lot every bar that is below the MA when the above conditions are met (price averaging the entry)Sell when the price crosses above the same MA of the closes, or with a 10% stop loss.The % return is low, but the CAR/MDD is ok.
This is the idea I posted above, backtested. Basically you buy the dips of strong stocks. Not optimized yet so plenty of room for improvement.
Strong trend = 280+ days of the last 300 are above MA (low lag MA based on the lows with a high period)
Flush out bar = cross below this MA in the last 10 days >1.
Return to normal volatility = ATR(1)<.05
Buy a $5000 lot every bar that is below the MA when the above conditions are met (price averaging the entry)
Sell when the price crosses above the same MA of the closes, or with a 10% stop loss.
The % return is low, but the CAR/MDD is ok.
Hello and welcome to Aussie Stock Forums!
To gain full access you must register. Registration is free and takes only a few seconds to complete.
Already a member? Log in here.
