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Thread: Is Void A Good Support? - August 19, 2011

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  1. #3
    We put the robot to sleep on August 2 mainly because there were large conflicting situations between short term and long term edges. These were the largest since 2007 and hence, we jusdged that the IWM Robot was out of the statistical range for which it had been set.

    The divergence in ST/LT settings is shown by the arrows in the figure below. You can see at the right of the figure that we are back into a normal startistical range now.

    Name:  IWM_Edges.gif
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    Below I have shown using red stars the different LT/ST combinations of settings since August 2. The "old" robot would have been victim of push/pull trades.

    Name:  Old_strategy.gif
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    The new robot would have stayed in cash since August 2, waiting for a strong setting.

    Name:  New_Strategy.gif
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    Name:  LT_ST.gif
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    Last edited by Pascal; 08-19-2011 at 08:20 AM.

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