Thanks for your reply, Steve. Let me ask the question a
different way: what is the maximum number of entries on the SPY /
SSO systems at once using backtested data? Thanks again.
remember te22 I develop the systems, Steve knows some general
information about them but he does not have them on his computer
and cannot answer detailed questions. Also what he said is right,
we cannot give investment advice.
that said on the SPY systems I think the max overlap was
around 7 entries with multiple sub systems taking multiple entries
and entries. If I do the ES systems as well I think that max number
was around 11 or 12, which again are rare occurances once every
couple years. That said one idea if I bring the ES systems
here is, you don't have to do them all. So for example if the Trend
trade entered on both SPY and ES, don't enter trades for them both,
enter trades for one only. doing things like that will cut
down the number of entries if you need to do that. You can
very easily cut the number way back. However on my end I think I
should just give the system signals vs trying to limit their
number. If the systems have good trades why limit them, you
guys can pick and choose on your own.
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Thanks for your reply, Steve.
SPY systems trade list
Posted by te22 on 7th of Feb 2020 at 08:50 pm
Thanks for your reply, Steve. Let me ask the question a different way: what is the maximum number of entries on the SPY / SSO systems at once using backtested data? Thanks again.
remember te22 I develop the
Posted by matt on 8th of Feb 2020 at 12:13 am
remember te22 I develop the systems, Steve knows some general information about them but he does not have them on his computer and cannot answer detailed questions. Also what he said is right, we cannot give investment advice.
that said on the SPY systems I think the max overlap was around 7 entries with multiple sub systems taking multiple entries and entries. If I do the ES systems as well I think that max number was around 11 or 12, which again are rare occurances once every couple years. That said one idea if I bring the ES systems here is, you don't have to do them all. So for example if the Trend trade entered on both SPY and ES, don't enter trades for them both, enter trades for one only. doing things like that will cut down the number of entries if you need to do that. You can very easily cut the number way back. However on my end I think I should just give the system signals vs trying to limit their number. If the systems have good trades why limit them, you guys can pick and choose on your own.