5 Comments
User's avatar
Matthew Smith's avatar

I need to get into RealTest as well. Might consider adding some sort of limit order. (1-5% under yest close or some sort of close - ATR).

I'd put money on this increasing expectancy, but it will drop the number of trades.

Quantitativo's avatar

This is one of the improvements I mentioned in final thoughts :)

DanW's avatar

Glad to see you getting into RealTest!

I absolutely love the platform, such rapid development and testing of ideas.

Kaustubh Sule's avatar

A great read and even greater practical intellectual exercise by you to remove bias due to single parameter. Just a quick question if you have to think of any other technical analysis or statistical analysis parameter other than RSI which one will you choose?

JOSH's avatar

Great post, thanks :)

Especially liked this insight - "A much better approach is to iterate across a broad spectrum of parameters instead of using a single set, and automate the diversification across multiple strategies."