FYI the QE BTS mean reversion system triggers no longer meeting
conditions after the bounce. Would come back if market dumps again
obviously, so it gives you a reference point
also -I wish I could test this, but I can't, it's intra day
signals that you cannot backtest for. So many of these intra
day mean reversion system trade signals, for example earlier
when the QE BTS was signaling a long condition, go long, and
now once the signal is gone, you exit that long - great trade.
I see this occur a lot, and most of these would be great day
trades. However, again no way to backtest these -you just have to
see them in real time because the system are daily bar close
Posted by eagleowl on 10th of Jan 2025 at 10:56 am
Hey Matt, something I've wondered in the past... Have you ever
tested the reversion to mean systems on a smaller timeframe, like
an hourly chart? Curious to see how it would perform.
yes of course, I may run them again one day on 1 or 2hr time
frames. The thing is, backtesting sucks on some of these, since I
have a much faster computer it probably wouldn't be as painful as
it used to be in the past.
FYI possible mean reversion systems may trigger
Posted by matt on 10th of Jan 2025 at 10:10 am
I'm seeing possible QE BTS long trigger on both SPY and MES futures
FYI the QE BTS mean
Posted by matt on 10th of Jan 2025 at 10:40 am
FYI the QE BTS mean reversion system triggers no longer meeting conditions after the bounce. Would come back if market dumps again obviously, so it gives you a reference point
also -I wish I could test this, but I can't, it's intra day signals that you cannot backtest for. So many of these intra day mean reversion system trade signals, for example earlier when the QE BTS was signaling a long condition, go long, and now once the signal is gone, you exit that long - great trade. I see this occur a lot, and most of these would be great day trades. However, again no way to backtest these -you just have to see them in real time because the system are daily bar close
Hey Matt, something I've wondered
Posted by eagleowl on 10th of Jan 2025 at 10:56 am
Hey Matt, something I've wondered in the past... Have you ever tested the reversion to mean systems on a smaller timeframe, like an hourly chart? Curious to see how it would perform.
yes of course, I may
Posted by matt on 10th of Jan 2025 at 11:00 am
yes of course, I may run them again one day on 1 or 2hr time frames. The thing is, backtesting sucks on some of these, since I have a much faster computer it probably wouldn't be as painful as it used to be in the past.
Awesome. Well if you ever
Posted by eagleowl on 10th of Jan 2025 at 11:05 am
Awesome. Well if you ever run them again, would be interested in seeing the results. Thanks!