yes the FAZ/FAS systems are taking a beating this month, it's
early of course, so it's possible that could turn around, but yes
so far they are getting whacked this month.
as far as turning them off, that is your discretion; 2
schools of thought: 1. you can turn them off and monitor the
profit curves, or you could leave them on since they are down quite
a bit this month already and see if they turn around, normally they
do turn around. but your choice,
hi matt mechanical systems are getting
5 min SPX
Posted by madaneag on 7th of Jul 2010 at 11:25 am
hi matt
mechanical systems are getting whacked, I have never seen them perform so badly since i have been running them in last 3-4 months....
should we continue to run them or close them and let volatility reduce...
yes the FAZ/FAS systems are
Posted by matt on 7th of Jul 2010 at 11:37 am
yes the FAZ/FAS systems are taking a beating this month, it's early of course, so it's possible that could turn around, but yes so far they are getting whacked this month.
as far as turning them off, that is your discretion; 2 schools of thought: 1. you can turn them off and monitor the profit curves, or you could leave them on since they are down quite a bit this month already and see if they turn around, normally they do turn around. but your choice,
the same thing happened in
Posted by rank10 on 7th of Jul 2010 at 11:32 am
the same thing happened in december of last year. As long as they have an upward profit curve i would continue to keep running them
i have a filter that i run on mine where it ignores large quick moves. It has ignored 3 of the last 5 trades helping reduce the lose
if you don't mind...can you
Posted by madaneag on 7th of Jul 2010 at 11:34 am
if you don't mind...can you share that filter with me.
thank
it takes the average of
Posted by rank10 on 7th of Jul 2010 at 11:39 am
it takes the average of the 2 moving averages and compares the close of the current bar against a percentage move over the average of the MA's
if the % move is greater that what you have specified as an input it ignores the trade
hope this helps
will give it a try
Posted by madaneag on 7th of Jul 2010 at 11:48 am
will give it a try if i can program correctly..thank