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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?


To: Patrick Slevin who wrote (4305)3/28/2000 1:06:00 PM
From: fut_trade  Read Replies (2) | Respond to of 7434
 
...Perhaps you could backtest your system using shorter times

I am thinking about going through the tick data to compute a percentage of the day the market is moving down or up. For today, it looks like the market moves up quickly and goes down slowly, so it could be a good day to sell the rally. The difficulty with backtest is defining precise buy and sell signals that do what you want them to do. I find it easier to look for trends to help guide which position should be taken, e.g. long or short. The only good buy/sell system I have so far works on a buy/short at the market close.