You can see from the above charts that this algorithm works across many tradables. What isn't illustrated is the fact that it also works for other time frames, specifically, an End-of-Day Model that has generated significant returns for 2009.
It occurs to me that for most traders, a triple digit return on an End-of-Day Model is ideal, no fuss, no muss, just a single last hour, Into the close threshold to Buy_Sell_Hold positions.
Also, during more normal trading conditions, i.e. non-holiday doldrums, the Hourly model looks robust and profitable for nimble traders.
"It occurs to me that for most traders, a triple digit return on an End-of-Day Model is ideal, no fuss, no muss, just a single last hour, Into the close threshold to Buy_Sell_Hold positions."
Allan,
With this end-of-day model....generally speaking....when would one be doing the actual execution of the trade?
An actual into the close execution?
Like 3:30 - 4:00 eastern?
And if so...is this to capitalize on being in prior to morning gaps?
4 comments:
Discussion
You can see from the above charts that this algorithm works across many tradables. What isn't illustrated is the fact that it also works for other time frames, specifically, an End-of-Day Model that has generated significant returns for 2009.
It occurs to me that for most traders, a triple digit return on an End-of-Day Model is ideal, no fuss, no muss, just a single last hour, Into the close threshold to Buy_Sell_Hold positions.
Also, during more normal trading conditions, i.e. non-holiday doldrums, the Hourly model looks robust and profitable for nimble traders.
Find something that works, then trade it.
"It occurs to me that for most traders, a triple digit return on an End-of-Day Model is ideal, no fuss, no muss, just a single last hour, Into the close threshold to Buy_Sell_Hold positions."
Allan,
With this end-of-day model....generally speaking....when would one be doing the actual execution of the trade?
An actual into the close execution?
Like 3:30 - 4:00 eastern?
And if so...is this to capitalize on being in prior to morning gaps?
-Mike
Allan,
Long time reader....If you go with your system...I am in.
Long TZA @ 9.37
First post...I am in Tampa.
Allan,
One last thing...my wife is a programmer for a 200....If you need some advice on real time alerts...she would do it...
Not trying a sell here.
Also long SNSS @ 1.09
Post a Comment