But can't assume that say buying the long ETF will give you the
same result as shorting the short ETF. Sometimes it's surprisingly
different. Only backtesting can give you some confidence about
that. Example my testing on SKF 29/86 -- so far I don't have a good
alternate for the SKF short signal (IB doesn't have shares). On any
given trade (like yesterday) UYG or XLf might work but testing from
12/08 or later did not show good results at least on my tests.
no, the signals on the opposite ETFs don't work well at
all. But doesn't work too bad to buy the other ETF on the
signal from the one the system is based on. Not ideal,
certainly.
Hey -- maybe we're breaking down now.............
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Title: when you can't get
Newbie question about EOD systems
Posted by bkout3 on 18th of Mar 2009 at 11:30 am
But can't assume that say buying the long ETF will give you the same result as shorting the short ETF. Sometimes it's surprisingly different. Only backtesting can give you some confidence about that. Example my testing on SKF 29/86 -- so far I don't have a good alternate for the SKF short signal (IB doesn't have shares). On any given trade (like yesterday) UYG or XLf might work but testing from 12/08 or later did not show good results at least on my tests.
no, the signals on the
Posted by Michael on 18th of Mar 2009 at 11:38 am
no, the signals on the opposite ETFs don't work well at all. But doesn't work too bad to buy the other ETF on the signal from the one the system is based on. Not ideal, certainly.
Hey -- maybe we're breaking down now.............