Strong and Weak signals

[Pascal]

Where on the website do we find the sector's relative strength and what constitutes a buy signal or a sell signal for that matter? I know I should already know this. Also, concerning using strong robot signals to buy and using a signal change to sell, if I want to protect a good or satisfactory profit from the original strong buy signal should I then sell when the next buy signal change to a weak buy?
Steve

You first vist the filters section and click on the first link that leads to the repository file (more explantions are on the FAQ). Then, when the repository file is open, you click on the sectors sheet.





Pascal

[slgerritz]

You first vist the filters section and click on the first link that leads to the repository file (more explantions are on the FAQ). Then, when the repository file is open, you click on the sectors sheet.


Attachment 8673Attachment 8674


Pascal

I found the sectors spreadsheet. There is no column labeled RS. Is term relative strength or RS synonymous with "Strength Aver Tot EV" ?
Steve

[Rembert]

Thanks for that profit vs trailing stop overview Billy. Interesting results.

Is this true for the IWM bot as well as the GDX bot ? I'm asking because if I remember correctly the GDX bot was described as being more of a reversion to mean system then a trend system.

[Billy]

Thanks for that profit vs trailing stop overview Billy. Interesting results.

Is this true for the IWM bot as well as the GDX bot ? I'm asking because if I remember correctly the GDX bot was described as being more of a reversion to mean system then a trend system.

Good morning, Rembert.

These results were for the IWM robot only. If Pascal has also backtested for the GDX robot, I'm sure he will post the results here (he's out of office for a short while). Billy

[Pascal]

Good morning, Rembert.

These results were for the IWM robot only. If Pascal has also backtested for the GDX robot, I'm sure he will post the results here (he's out of office for a short while). Billy

I just returned. The GDX robot only uses the LT signals. So there was no point of testing the same trailing stop strategy.


Pascal

[Adriano]

Pascal,

Just a few days ago I was thinking to modulate the robot signals in three ways, according to the neutral, long/short, strong long/short labels. But I see that in your Long_Weak signals table you only have strong signals and standard ones. That is, two types. My real question is: is it worth having three types of weights or two make more sense?

Many thanks.

[Pascal]

Pascal,

Just a few days ago I was thinking to modulate the robot signals in three ways, according to the neutral, long/short, strong long/short labels. But I see that in your Long_Weak signals table you only have strong signals and standard ones. That is, two types. My real question is: is it worth having three types of weights or two make more sense?

Many thanks.

The best is to back-test a portfolio that trades both GDX/IWM using the two levels and then using three levels. The idea is to be 100% invested whenever you have at least one strong signal. If you have two striong signals, you are 50/50 invested in both.

I'd like to do that, but I am working on some urgent specifications right now for the real-time system.

Pascal

[Pascal]

I found the sectors spreadsheet. There is no column labeled RS. Is term relative strength or RS synonymous with "Strength Aver Tot EV" ?
Steve

The "worst stocks" sheet carries a list of sectors ranked by price RS (Col F & G).


Pascal