Well maybe so but you're smarter than me. I could have shut
everything down this morning and had a good day while I took care
of other business. Now it looks like it will be an ugly day. Hope I
remember this next Fed day.
You know guys, I should look at the statistics of the Mech
systems and look specifically how they did on the fed days going
back a year or two for say SRS, since the stats go back to June
2007. If they are mostly losing days, then that should be a
parameter, i.e. don't run them on Fed FOMC days. I
mean, generally I don't run them on Fed days anyway, but I've never
actually looked at the data. I can do this over the weekend
(I don't have time tonight), or if someone here who has the systems
set up, that would be good project to do if you have time and post
the results here.
well actually, it's common sense really. The mech systems
do best when you have trend days and don't respond well when you
have U shapped days or sudden moves (huge candles) which you
typically have on Fed days almost all the time. So the
systems are best left off on those days.
FED DAY
mechanicals getting slaughtered today, long and short at the same ...
Posted by airstream on 12th of Aug 2009 at 03:36 pm
I just watch on Fed Day I am not smart enough to play this game on Fed Day
Well maybe so but you're
Posted by bkout3 on 12th of Aug 2009 at 03:46 pm
Well maybe so but you're smarter than me. I could have shut everything down this morning and had a good day while I took care of other business. Now it looks like it will be an ugly day. Hope I remember this next Fed day.
You know guys, I should
Posted by matt on 12th of Aug 2009 at 03:53 pm
You know guys, I should look at the statistics of the Mech systems and look specifically how they did on the fed days going back a year or two for say SRS, since the stats go back to June 2007. If they are mostly losing days, then that should be a parameter, i.e. don't run them on Fed FOMC days. I mean, generally I don't run them on Fed days anyway, but I've never actually looked at the data. I can do this over the weekend (I don't have time tonight), or if someone here who has the systems set up, that would be good project to do if you have time and post the results here.
thank
FOMC Dates vs. SRS
Posted by cnaquin on 12th of Aug 2009 at 06:02 pm
Here are the SRS 15 min results since March 2007 for all FOMC dates:
18 dates with no trades by the system
11 dates with winning trades by the system
5 dates with losing trades (4 of these losing trades were on the last 3 FOMC dates - 2 losing trades today)
Looks like the stats still play out, but we've had a recent string of bad fed days.
well actually, it's common sense
Posted by matt on 12th of Aug 2009 at 05:10 pm
well actually, it's common sense really. The mech systems do best when you have trend days and don't respond well when you have U shapped days or sudden moves (huge candles) which you typically have on Fed days almost all the time. So the systems are best left off on those days.
Matt, You don't run the mechanicals
Posted by dario on 12th of Aug 2009 at 04:24 pm
Matt,
You don't run the mechanicals on FOMC days?
Do the stats for the mechanicals in the premium section include FOMC days?
Yes of course, the stats
Posted by matt on 12th of Aug 2009 at 05:25 pm
Yes of course, the stats include all days.
do we get extra credit...
Posted by dylan398 on 12th of Aug 2009 at 04:00 pm
do we get extra credit...