Here’s the Equity curve: And here’s the code: Buy=Sell=Short=Cover=0;if (StrFind(“WOODGDXEPUIDXPALLJJG”, Name()))Buy=Sell=1;qty=6;SetOption(“MaxOpenPositions”,qty);;PositionSize=-98/qty;SetTradeDelays(0,1,1,1);BuyPrice=C;SellPrice=O;ShortPrice=O;CoverPrice=C; What’s happening here? This is a variation of Jay Kaeppel’s post at optionetics but using some extra ETFs that have exhibited the same kind of behavior. Original article: http://www.optionetics.com/market/articles/2012/11/28/kaeppels-corner-the-greatest-gold-stock-system-youll-probably-never-use It buys equal amounts of each of these 6 etfs: WOOD,GDX,EPU,IDX,PALL,JJG.It buys on the close …
Amibroker
Backtest Multiple Strategies
If you are serious about trading and/or investing and are willing to commit a good amount of your net worth, you may choose not to follow just one strategy. You may be better off splitting your capital amongst not just different asset classes or stocks or etfs but also different strategies that trade those assets. How can …
Amibroker – From Backtest to Trading – Going Live
Going Into Production So you have a system in Amibroker that you backtested and you are happy with. You now want to go “into production”.How do you get your signals? How do you keep track of open orders, position sizes, ranking rules, etc. It’s not as easy as it may seem. Explore or Scan? If …
Uncover Hidden Market Relationships Using Fuzzy Logic
In the previous posts (pt1, pt.2, pt.3) we talked a bit about how to take various indicators and fuzzify them. Now I will show how we can quickly test for relationships in indicators.So the question is: Can we only use RSI(3) and RSI(14) (short term and medium term Relative Strength Index) to trade the S&P500?So …
Read moreUncover Hidden Market Relationships Using Fuzzy Logic
Fuzzy Logic Optimization -The “WOO-FOO-SMASH-EFIS-MEE-COPT” model
Fuzzy Logic pt.3: Auto-generate model parameters I often tire of reading these complicated academic papers that are filled with impossible jargon only to make my life harder. I have found that often times the difficult terminology only hides the simple concepts that lie behind. So here I will use a difficult term myself, just to sound smarter …
Read moreFuzzy Logic Optimization -The “WOO-FOO-SMASH-EFIS-MEE-COPT” model
