20dmf

Although the Upper panel is showing a positive MF, the lower panel has pushed below -90.
If we close below -90, the 20DMF will cover its short position.


Pascal


[ATTACH=CONFIG]10706[/ATTACH]

Pascal, if cover shorts signal is issued, is this going to be at today's close or tomorrow's open?

How will we know that the rubicon has been crossed at the close? Will you inform us?

Thanks always,

[QUOTE=barsuk;17272]Pascal, if cover shorts signal is issued, is this going to be at today's close or tomorrow's open?[/QUOTE]

The 20DMF is only a market direction indicator. If the IWM Robot has to close a position, it will do it at the open tomorrow, but nothing is for certain.


Pascal

[QUOTE=nickola.pazderic;17273]How will we know that the rubicon has been crossed at the close? Will you inform us?

Thanks always,[/QUOTE]

I will not know it myself, so we will wait for tomorrow.


Pascal

[QUOTE=Pascal;17275]I will not know it myself, so we will wait for tomorrow.


Pascal[/QUOTE]


Pascal,

You stated on the IWM robot page, "The profit on the trade was 4.79%." Given all of the above, wouldn't the robot's profit be determined by Wednesday's opening price? That's when we'll be exiting.

Thanks,

Neil

[QUOTE=Neil Stoloff;17300]Pascal,

You stated on the IWM robot page, "The profit on the trade was 4.79%." Given all of the above, wouldn't the robot's profit be determined by Wednesday's opening price? That's when we'll be exiting.

Thanks,

Neil[/QUOTE]

Yes. You are right. I corrected the text accordingly and will also correct the trade records when we know the opening price today.


Pascal

[QUOTE=Pascal;17302]Yes. You are right. I corrected the text accordingly and will also correct the trade records when we know the opening price today.


Pascal[/QUOTE]

Thanks, Pascal. Forgive me, but I can't find the discussion of the change that occurred in the way you describe the strength of a buy or short signal. Is it still true that "strong buy" and "strong sell" are the trades that can be expected to deliver 80% of the robots' gains while they represent only 20% of all trades? I'm seeking to simplify things....

Thanks again,

Neil

[QUOTE=Neil Stoloff;17303]Thanks, Pascal. Forgive me, but I can't find the discussion of the change that occurred in the way you describe the strength of a buy or short signal. Is it still true that "strong buy" and "strong sell" are the trades that can be expected to deliver 80% of the robots' gains while they represent only 20% of all trades? I'm seeking to simplify things....

Thanks again,

Neil[/QUOTE]

Neil, the changes were explained in the following pdf. Billy
[ATTACH]10713[/ATTACH]

Billy and Pascal,

This is the first time I've seen this document. I'm surprised as I follow the board religiously. It's odd to me that the rules in this document indicate initiating a trade on parameters other than Strong, and yet the equity curve and drawdown statistics are both based on "Strong" signals. That doesn't make sense.