oh who knows the purpose of that weekend exercise was to see how
it could look on a basket of ETF's and the RSI 2 system is a simple
system that is light code that I could backtest quickly - I like
the RSI 2 but it's also one of my weaker sub systems, it's simple
so was fast to do a backtest to see the viability
ideally what I'd like to do is add 3 - 5 additional long sub
systems to the basket, and maybe a couple short sub systems. NOT
ALL the spy sub systems that's too much. Then have a more complete
product
then there's the logistics of getting the signals out - it's
hard enough for the SPY systems and that's one ETF. I would like to
try and automate some of that - and I find that TS gets buggy when
I have too many workspaces open - we may need to code the systems
in Multicharts - that would be powered by TS data, as I find that
more stable.
anyway my next step is to test some other systems - CCI system,
QE BTS, Bear Long, Bull Exhaust, Exhaustion Short, QE short, Hi Mid
Lo short
Hi Matt, When do you
RSI 2 reversion to mean on a basket of ETF's
Posted by goap1207 on 13th of Oct 2021 at 11:13 am
Hi Matt, When do you anticipate rolling this out? This would be great for me to trade $100k. Sooner than later would be awesome! :)
oh who knows the purpose
Posted by matt on 13th of Oct 2021 at 11:18 am
oh who knows the purpose of that weekend exercise was to see how it could look on a basket of ETF's and the RSI 2 system is a simple system that is light code that I could backtest quickly - I like the RSI 2 but it's also one of my weaker sub systems, it's simple so was fast to do a backtest to see the viability
ideally what I'd like to do is add 3 - 5 additional long sub systems to the basket, and maybe a couple short sub systems. NOT ALL the spy sub systems that's too much. Then have a more complete product
then there's the logistics of getting the signals out - it's hard enough for the SPY systems and that's one ETF. I would like to try and automate some of that - and I find that TS gets buggy when I have too many workspaces open - we may need to code the systems in Multicharts - that would be powered by TS data, as I find that more stable.
anyway my next step is to test some other systems - CCI system, QE BTS, Bear Long, Bull Exhaust, Exhaustion Short, QE short, Hi Mid Lo short
Makes sense. Thanks Matt!
Posted by goap1207 on 13th of Oct 2021 at 11:42 am
Makes sense. Thanks Matt!