FYI the hi mid lo system is meeting conditions for a 1st entry
short again on ES (far left middle chart). We've seen this system
try and trigger over the last week or so a few times only to
lose the conditions by the close. We'll see if the conditions
hold today by the close or go away again.
another example of a good 'ghost' trade today - the ES Hi Mid Lo
was meeting conditions for a short this morning - that condition is
now gone as price reverted back to to mean - as we've seen many
times - taking the signal in the morning was profitable for the
daily
Posted by mastermind on 28th of Nov 2022 at 03:45 pm
Can you explain a little more about the logic of the Hi Mid Low?
It is not as clear to me as the other reversion to mean systems as
it does not seem to want to trigger at fully extended levels, but
only after some retracement.
I added the stats to that post - it's Ver 1 of the hi mid lo, I
have 2 versions of it.
the hi mid lo is a pure mean reversion, it tends to hold for
short periods of time, does not try and capture big trades , exits
on a pure mean reversion below a short term MA
SPY and ES systems early warning
Posted by matt on 28th of Nov 2022 at 09:40 am
FYI the hi mid lo system is meeting conditions for a 1st entry short again on ES (far left middle chart). We've seen this system try and trigger over the last week or so a few times only to lose the conditions by the close. We'll see if the conditions hold today by the close or go away again.
another example of a good
Posted by matt on 28th of Nov 2022 at 03:41 pm
another example of a good 'ghost' trade today - the ES Hi Mid Lo was meeting conditions for a short this morning - that condition is now gone as price reverted back to to mean - as we've seen many times - taking the signal in the morning was profitable for the daily
Can you explain a little
Posted by mastermind on 28th of Nov 2022 at 03:45 pm
Can you explain a little more about the logic of the Hi Mid Low? It is not as clear to me as the other reversion to mean systems as it does not seem to want to trigger at fully extended levels, but only after some retracement.
I added the stats to
Posted by matt on 28th of Nov 2022 at 09:48 am
I added the stats to that post - it's Ver 1 of the hi mid lo, I have 2 versions of it.
the hi mid lo is a pure mean reversion, it tends to hold for short periods of time, does not try and capture big trades , exits on a pure mean reversion below a short term MA
Thanks Matt, just so I
Posted by cozz101 on 28th of Nov 2022 at 09:51 am
Thanks Matt, just so I can track things, is this the higher trade number version of hi mid lo?