I don't understand the value in receiving 4 new very small STSes
in the last 2 days for AGQ 130. The last one was an increase
of 0.02. Also URA 60 went long yesterday at 9:40 (based on my
text), set a new STS at 11:41, and then went flat at 1:00.
Are these just a few little glitches/bugs still being worked
out in the Beta version of the High Performance KISS system?
Algos that aren't based on closing prices are going to produce a
lot more signals. Every intraday look above or below and fail is
likely to produce a signal plus changes in volatility that
increases/decreases width of ATR, etc. Cleaning it up would
likely defeat the purpose.
I don't understand the value
Posted by hubrick on 27th of Aug 2024 at 04:29 pm
I don't understand the value in receiving 4 new very small STSes in the last 2 days for AGQ 130. The last one was an increase of 0.02. Also URA 60 went long yesterday at 9:40 (based on my text), set a new STS at 11:41, and then went flat at 1:00. Are these just a few little glitches/bugs still being worked out in the Beta version of the High Performance KISS system?
Algos that aren't based on
Posted by bthefnd on 27th of Aug 2024 at 05:04 pm
Algos that aren't based on closing prices are going to produce a lot more signals. Every intraday look above or below and fail is likely to produce a signal plus changes in volatility that increases/decreases width of ATR, etc. Cleaning it up would likely defeat the purpose.
What I find valuable is
Posted by patellee on 27th of Aug 2024 at 04:44 pm
What I find valuable is that this is indicative (at least to me) that the instrument may be topping and you may want to lighten.