as I stated below, the reversion to mean systems have been kind
of crap lately or haven't done anything. Our general tech analysis
is what I'm trading on the market right now vs systems.
the only systems I stated that have been doing anything are the
60 min versions like this morning it took a long in the morning at
ES 2977 and is still long. but I can't send 60 min signals out,
those can and will do trades any time of day or night at 3 am, and
hold as short term as 1 hr to maybe a day, that is not possible to
send email orders for. But the point is that's the only algos I
have that been doing anything, the daily ES and SPY systems
reversion to mean haven't done a thing for quite a while. I
would focus on our charts and triggers you see for the market vs
just trying to wait on those daily systems
Posted by sonofrebel on 27th of May 2020 at 02:19 pm
I have traded a lot of these types of systems with Larry Connors
- they naturally struggle with VIX levels we have. Have only
thought that a VIX filter would be a good idea to turn off the
systems or reduce position size. Don't know if you have tried
that Matt.
as I stated below, the
hey Matt- didn't ES breakout trigger Long?
Posted by matt on 27th of May 2020 at 12:55 pm
as I stated below, the reversion to mean systems have been kind of crap lately or haven't done anything. Our general tech analysis is what I'm trading on the market right now vs systems.
the only systems I stated that have been doing anything are the 60 min versions like this morning it took a long in the morning at ES 2977 and is still long. but I can't send 60 min signals out, those can and will do trades any time of day or night at 3 am, and hold as short term as 1 hr to maybe a day, that is not possible to send email orders for. But the point is that's the only algos I have that been doing anything, the daily ES and SPY systems reversion to mean haven't done a thing for quite a while. I would focus on our charts and triggers you see for the market vs just trying to wait on those daily systems
I have traded a lot
Posted by sonofrebel on 27th of May 2020 at 02:19 pm
I have traded a lot of these types of systems with Larry Connors - they naturally struggle with VIX levels we have. Have only thought that a VIX filter would be a good idea to turn off the systems or reduce position size. Don't know if you have tried that Matt.
Or, as I surmised awhile
Posted by disciple33 on 27th of May 2020 at 01:18 pm
Or, as I surmised awhile back, the systems caught the corona virus, market version.