Statistics: Posted by JohnnyRy — Wed May 22, 2024 8:59 pm — Replies 240 — Views 9410
Statistics: Posted by Curioso — Wed May 22, 2024 8:29 pm — Replies 53 — Views 1988
Statistics: Posted by Jimmy — Wed May 22, 2024 7:57 pm — Replies 1933 — Views 1672500
Statistics: Posted by vvFish — Wed May 22, 2024 7:01 pm — Replies 2870 — Views 176007
Code: Select all
The original rules were clear:-Compute the rolling mean of High minus Low over the last 25 days;-Compute the IBS indicator: (Close - Low) / (High - Low);-Compute a lower band as the rolling High over the last 10 days minus 2.5 x the rolling mean of High mins Low (first bullet);-Go long whenever SPY closes under the lower band (3rd bullet), and IBS is lower than 0.3;-Close the trade whenever the SPY close is higher than yesterday's high.The logic behind this trading strategy is that the market tends to bounce back once it drops too low from its recent highs.The results shown above are from an improved strategy: better exit rule with dynamic stop losses. I created a full write-up with all its details here
Statistics: Posted by ionone — Wed May 22, 2024 6:51 pm — Replies 0 — Views 50
Statistics: Posted by Lenovo — Wed May 22, 2024 6:36 pm — Replies 15283 — Views 3850883
Statistics: Posted by moey_dw — Wed May 22, 2024 6:29 pm — Replies 1283 — Views 519510
Statistics: Posted by Ogee — Wed May 22, 2024 5:21 pm — Replies 3301 — Views 378666
Statistics: Posted by Ogee — Wed May 22, 2024 5:18 pm — Replies 6 — Views 333
Statistics: Posted by Intrest 1 — Wed May 22, 2024 4:46 pm — Replies 783 — Views 332915
Statistics: Posted by Ogee — Wed May 22, 2024 4:13 pm — Replies 33 — Views 1630
Statistics: Posted by Ogee — Wed May 22, 2024 4:05 pm — Replies 706 — Views 62214
Statistics: Posted by YeungKwan — Wed May 22, 2024 3:21 pm — Replies 337 — Views 164961
Statistics: Posted by thomdel — Wed May 22, 2024 3:21 pm — Replies 451 — Views 219263