Posted by patellee on 12th of Jul 2023 at 11:56 pm
I hope you will be able to do a training video on these beta
systems at some point. I don't quite understand when longs
and shorts are triggered despite following all the history.
As an example, I never saw VXGOG closing outside it's BB in
your charts so curious why it went long. Simlarly, I don't
see it on VXAPL either but assuming it was there, why did it go
long when it was above its 8MA, I would have assumed it would have
gone short as a reversion to mean.
yes on those volatility systems I did not change the bollinger
band settings on volatility instruments to match the strategy so
they will not align with trades you see. It's something I'll do
once I decide on the final versions.
GOOGL closed out
Posted by matt on 12th of Jul 2023 at 06:34 pm
on the vol systems, AAPL still long
I hope you will be
Posted by patellee on 12th of Jul 2023 at 11:56 pm
I hope you will be able to do a training video on these beta systems at some point. I don't quite understand when longs and shorts are triggered despite following all the history. As an example, I never saw VXGOG closing outside it's BB in your charts so curious why it went long. Simlarly, I don't see it on VXAPL either but assuming it was there, why did it go long when it was above its 8MA, I would have assumed it would have gone short as a reversion to mean.
yes on those volatility systems
Posted by matt on 13th of Jul 2023 at 10:38 am
yes on those volatility systems I did not change the bollinger band settings on volatility instruments to match the strategy so they will not align with trades you see. It's something I'll do once I decide on the final versions.
Thanks for the clarification! Looking
Posted by patellee on 13th of Jul 2023 at 01:59 pm
Thanks for the clarification! Looking forward to the final versions.