On the first image on the left you can see equity curve of
strategy: buy open/ sell close. On the right you can see equity
curve with drow down curve for buy close sell open.
On the second image you can see statistics and market regimes
for buy close/sell open strategy.
I add also graphs for yearly, monthly, weekly and daily
statistics. On graphs there are also comparison between strategy
and index yields. As you can see from market regimes there are only
periods with very low volatility with negative yield (loss).
I will try to program the following : buy-> close[1]/sell
-> open//short ->open/cover ->close. I think it will be
stellar :-)
If somebody interested I can send trade list for further
analysis!
no don't be sorry at all, I think Steve simply added a condense
title to your post because it was taking a lot of room up intra day
on the active blog. You took the time to make that, so it
should be commended!
I copied your image and reloaded it to your post so that it's
lightbox format and removed the condense link
What would that look like
Updated Statistics showing the market makes most of its gains on gaps
Posted by saturn6 on 28th of Jun 2017 at 09:15 am
What would that look like on Gold or Silver I wonder?
... and Oscar goes to
Posted by iz_bs on 28th of Jun 2017 at 01:07 pm
... and Oscar goes to .... GDX .
On the first image on the left you can see equity curve of strategy: buy open/ sell close. On the right you can see equity curve with drow down curve for buy close sell open.
On the second image you can see statistics and market regimes for buy close/sell open strategy.
I add also graphs for yearly, monthly, weekly and daily statistics. On graphs there are also comparison between strategy and index yields. As you can see from market regimes there are only periods with very low volatility with negative yield (loss).
I will try to program the following : buy-> close[1]/sell -> open//short ->open/cover ->close. I think it will be stellar :-)
If somebody interested I can send trade list for further analysis!
SLV statistics
Posted by iz_bs on 28th of Jun 2017 at 11:04 am
SLV statistics
Awesome stats iz_bs
Posted by steve on 28th of Jun 2017 at 11:26 am
Awesome stats iz_bs
WOW!!...Impressive. Thanks
Posted by saturn6 on 28th of Jun 2017 at 11:15 am
WOW!!...Impressive. Thanks
nice man! yep especially with
Posted by matt on 28th of Jun 2017 at 11:10 am
nice man! yep especially with gold and silver as they make a lot of their moves after hrs for sure when the ETF's do not trade
Sorry for the file format :-)
Posted by iz_bs on 28th of Jun 2017 at 10:08 am
Sorry for the file format :-)
no don't be sorry at
Posted by matt on 28th of Jun 2017 at 10:37 am
no don't be sorry at all, I think Steve simply added a condense title to your post because it was taking a lot of room up intra day on the active blog. You took the time to make that, so it should be commended!
I copied your image and reloaded it to your post so that it's lightbox format and removed the condense link
Gaps
Posted by iz_bs on 28th of Jun 2017 at 10:05 am
here's the image