Technical analysis for shorts & longs Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Technical analysis for shorts & longs

SPY 683.39

+0.5%

Nov 28 4:00 PM EST

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Johnny Canuck who wrote (16414)	7/9/1998 10:25:00 PM
From: Lachesis Atropos	Read Replies (1) of 68461

>>Tom Trader on the Tech Option Thread has stated many times that he has found that system trading works better on the indices as opposed to individual stocks. Another reason this may be so, is that good data on stocks is very difficult to find. For example, I've been doing regression tests on my system and bad data rears its ugly head over and over again. I am using Windows on WallStreets pro edition CD with 1/4ly updates. And have found 144 US stocks trading on holidays, Saturdays and some on Sundays. There are price fluctuations in excess of 1200%, when in fact there were no such prices. So far I have gone through 4 data sources for historical data and all significantly impact a trading system. Main stream indices are more closely watched and data anomalies are identified and corrected quickly. As for stock data one is left to pick out the bad data by visual inspection. Arg..... Testing looks good so far. Now to fix the bad data. I will try to compare data from three sources and identify the inconsistencies. Then back to random sampling and testing trading strategies. It appears that my trading (haven't lost in the last 3 months, 39 trades) was due to a run of luck rather than systematic trading--Of coarse I though it was due to a superior system. Though the money I made was not significant:( Lachesis.

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next