StockFetcher Forums · General Discussion · Not enough mechanical system experience<< >>Post Follow-up
179 posts
msg #112746
Ignore fortyfour
4/13/2013 10:33:51 PM

I think a profitable system must factor "context". Context to me usually means overall conditions such as bull/bear
market , sector relative strength, stocks above ma(200), relativie strength of asset classes and so on. For example,
IBD 100 breakouts to new highs can only work in a trending bull market. This system should shut off under certain market conditions. I add extra parameters /indicators to help with this decision with trade offs , ie: fewer trades etc...
Also, I can get these parameters wrong and the system continues to trade when things are obviously not going well.
It may have back and forward tested well but for unknown reasons it is doing worse than what should be expected.
I wonder if I should scrap the context parameters and learn to focus on technically trading the equity curve with an RSI or moving average. One could live trade a system when performing well and switch to sim trading until the next bullish signal on the equity
curve. Ideally , in theory , some other uncorrelated system would be in a sim drawdown and possibly being to perform well as the other is failing. I know in theory this sounds good but I would think this takes a skill level that as of now I do not have.
Anyone travelled/ traveling this path and have any thoughts or words on this subject?

3,317 posts
msg #112748
Ignore four
4/13/2013 11:03:33 PM




268 posts
msg #112750
Ignore novacane32000
4/14/2013 10:36:13 AM

LOL at that tune!! I liked it.

3,317 posts
msg #112786
Ignore four
4/15/2013 11:52:41 PM

Need exit strategy (win/loss) and position sizing

draw rsi(7) line at 40
draw cci(7)
draw rsi(100) line at 50
and apply to sharedlist(da)

draw ma(50)
rsi2 below 25 and rsi50 above 50
close above ma(50)
rsi2 above 75 and rsi50 below 50
close below ma(50)

StockFetcher Forums · General Discussion · Not enough mechanical system experience<< >>Post Follow-up

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