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Hi Quant,
Thank you for posting this intriging idea. I love simple ideas and this
couldn't be simpler. I'm have been working on developing a similar system
myself. Could you answer some questions about this trading method?
1. Can you elaborate on what you mean by the time filter? Do you mean it
doesn't enter during certain times of the day or something else?
2. On what basis did you select the stocks used in the test?
3. Over what period of time were the trades done (months, years, etc.)?
4. Were the trades held overnight or daytraded (exit on the close)?
5. If held overnight, what were the exit criteria?
Thank you for your candidness.
Gila
3. Over what ----- Original Message -----
From: "TheQuant" <thequant@xxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 27, 2002 5:51 AM
Subject: [RT] A good trading Idea?
> Hello RT,
>
> Here is an intelligent (at least I think so) idea about using a
> computer to build a mechanical model which requires no thought of the
> trader other than to implement it. Based generally upon buying the
> high of yesterday and selling the low of yesterday. Combined with only
> a time filter, the attached pic shows demonstrates how robust this
> method can be. Notice that it has held up over thousands of trades,
> which shows a high probability of replication.
>
> I guess I am a lazy person who fears trading, but is however driven to
> make money trading rather than get a real job. Pitiful I know.
>
>
> --
> Best regards,
> TheQuant mailto:thequant@xxxxxxxxx
>
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>
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