Strong and Weak signals

[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

[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