Posted by sschulman on 10th of Oct 2012 at 06:41 pm
Hi Matt,
Seems like a very nice system.
What are your rules for your version of this system for its
2nd, 3rd, and 4th entries? eg for 2nd entry now, would the RSI2 on
spx have to stay below 10% for another day?
right now the other rules are simply to take scale ins on a
lower low and not governed by the RSI. Clearly the system
could be made better if filters or other rules were added to avoid
certain trades, something I may do eventually.
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What are your other rules?
SPX RSI 2 reversion to mean system
Posted by sschulman on 10th of Oct 2012 at 06:41 pm
Hi Matt,
Seems like a very nice system.
What are your rules for your version of this system for its 2nd, 3rd, and 4th entries? eg for 2nd entry now, would the RSI2 on spx have to stay below 10% for another day?
right now the other rules
Posted by matt on 10th of Oct 2012 at 09:46 pm
right now the other rules are simply to take scale ins on a lower low and not governed by the RSI. Clearly the system could be made better if filters or other rules were added to avoid certain trades, something I may do eventually.