@SystematicPeter Great insights. I’ve taken your blueprint and working further with it. Thanks for sharing. I’ll share back when I get it to a stable state.
@LeTourTrader Good effort. What was the volatility of the strat before and after the change? I wonder how the increase in holding period changed it. Longer holds may mean handling more volatility.
@PKycek@MetroTul@robuxio_com Can attest that the above statement is correct and also the DD. Thought the portfolio would be wiped but when I checked this morning it has held up.
@danw_trades That’s amazing. Once you set up the automation it works great. Not quite as many Strats and currencies but likely get there soon’ish with futures
@PrimeTrading_@alphacharts365@GregDuncan_ Dexcom is pretty good (used by lot of Type 1 as it links to the insulin pumps) and so is freestyle libre. It has been a game changer to understand what causes spikes and what doesn’t. Looping in dietician support (1-2 visits) is valuable too. Good luck.
@SystematicPeter I used to do this on a discretionary basis. My edge was: 1. acting right after the earnings during pre or after mkt hrs, the initial burst in either direction, 2. trade during the market hours after a pullback from the open. Is on my list to explore systematically.
@stochastic_dev Nice work. Are there other systems that complement this system given the no of DD days? Gets tricky otherwise to keep pushing buttons when you are in the midst of it. It is a stat I am focusing on improving too across my Strats.