What

First and foremost, this is an unproven method of choosing when to enter and exit a position. Since back-testing is used to produce the models future results may not reflect or produce expected returns.

2014-06-16

Change to Model Builder

1)   Optimized cross-over point for a buy call, prior to this builder change, used to check that the previous day's number was less than the value and current day's number was above.  It did the opposite for a sell call.  The new builder only checks for current day above (buy) or below (sell) the optimized value.

2)  This is an odd-one - the buulder would average out the days, sell optimal and buy optimal values for any combination that created a return greater than the buy and hold value.  The new method selects the specific day count and sell/buy optimal values for the combination that creates the best return over all iterations.

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