Just curious but have you guys ever looked at the stats
regarding signals to determine how often a signal gets close but
fails to trigger?
And then I guess I would ask even how many times does a trigger
fail but then come up again to trigger 1,2 or 3 days later. And in
those cases, are those later triggered trades any more or less
profitable?
This may be a waste of time but I was just wondering.
Thanks.
Posted by dickdos2 on 15th of Sep 2011 at 03:55 pm
Perthx - I ran some numbers on this earlier today, looking at
all entries. For simplicity, let's say I'm looking at the
multi-entry system.
So far, for live trading, about half of the signals do not
execute. On average, the trigger go over/under by about 0.60% of
the prevailing SPY price. The misses tend to come in clusters
interestingly enough.
Like I said, I looked at total entries from the perspective
of the multi-entry system. The single entry system has a different
perspective.
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just curious but...
Posted by perthx on 15th of Sep 2011 at 11:59 am
Just curious but have you guys ever looked at the stats regarding signals to determine how often a signal gets close but fails to trigger?
And then I guess I would ask even how many times does a trigger fail but then come up again to trigger 1,2 or 3 days later. And in those cases, are those later triggered trades any more or less profitable?
This may be a waste of time but I was just wondering. Thanks.
Also, the system is early
Posted by ditch on 15th of Sep 2011 at 06:32 pm
Also, the system is early a lot of the time. 50%+
Some stats...
Posted by dickdos2 on 15th of Sep 2011 at 03:55 pm
Perthx - I ran some numbers on this earlier today, looking at all entries. For simplicity, let's say I'm looking at the multi-entry system.
So far, for live trading, about half of the signals do not execute. On average, the trigger go over/under by about 0.60% of the prevailing SPY price. The misses tend to come in clusters interestingly enough.
Like I said, I looked at total entries from the perspective of the multi-entry system. The single entry system has a different perspective.