Day trading mechanical systems - Has anyone else notice the past
couple of weeks have been kind of nasty for these? I know they
don't always do well (especially when volatility shrinks and
the market is indecisive and consolidating), but it seems to
me that this has been one of those times. I guess I'm just
wondering if it's just my systems, or has anyone else had a
frustrating couple of weeks. Thanks!
I am seeing the same. So, what I have tried to do is spread
across multiple mechanical systems so that if one behaves bad,
others might do good. Also, mixed up the swing trades with
EOD systems. This still has losses but its not as much as running
one or two systems.
Yep, the lol volatility hurts those FAZ/FAS/SRS systems.
BIDU and AIG are fine however, BIDU has been a trooper for a
long time now, always holds in there.
and of course the EOD system are holding in fine like the FAS
EOD it has no losing months yet
What would be a good volatility indicator to help turn the
systems on and off? I would think that a significant trend change
in volatility would help us to make those decisions.
Most of my systems have been behaving badly. I turn them
off when the profit curve starts displaying a downtrend, and that's
what's been happening. Another way to get basically the same
information is to look at the daily period analysis on a backtest.
When I see a lot of red, it usually means that the profit
curve has turned down and I turn the system off.
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Day trading mechanical systems -
Posted by user32 on 5th of Aug 2010 at 02:48 pm
Day trading mechanical systems - Has anyone else notice the past couple of weeks have been kind of nasty for these? I know they don't always do well (especially when volatility shrinks and the market is indecisive and consolidating), but it seems to me that this has been one of those times. I guess I'm just wondering if it's just my systems, or has anyone else had a frustrating couple of weeks. Thanks!
I am seeing the same.
Posted by vsunil on 5th of Aug 2010 at 04:26 pm
I am seeing the same. So, what I have tried to do is spread across multiple mechanical systems so that if one behaves bad, others might do good. Also, mixed up the swing trades with EOD systems. This still has losses but its not as much as running one or two systems.
Yep, the lol volatility hurts
Posted by matt on 5th of Aug 2010 at 02:57 pm
Yep, the lol volatility hurts those FAZ/FAS/SRS systems. BIDU and AIG are fine however, BIDU has been a trooper for a long time now, always holds in there.
and of course the EOD system are holding in fine like the FAS EOD it has no losing months yet
What would be a good
Posted by msusslin on 5th of Aug 2010 at 03:36 pm
What would be a good volatility indicator to help turn the systems on and off? I would think that a significant trend change in volatility would help us to make those decisions.
Most of my systems have
Posted by algyros on 5th of Aug 2010 at 02:52 pm
Most of my systems have been behaving badly. I turn them off when the profit curve starts displaying a downtrend, and that's what's been happening. Another way to get basically the same information is to look at the daily period analysis on a backtest. When I see a lot of red, it usually means that the profit curve has turned down and I turn the system off.