20dmf

[adam ali]

Yep, I know.

Assuming what you are alluding to is the fact there are two meaures in those graphs, one for All Signals, and the other for Strong Signals, and assuming you are assuming the Strong Signals are just that, strong signals.

I first thought the Strong Signals only looked at the strong signals for the IWM Robot. Apparently, I am wrong and the Strong Signals include all "non-neutral" signals, i.e., both buy and strong buy signals (for long entries).

My assumption about the nature of your question could be wrong, of course.

[Neil Stoloff]

Yep, I know.

Assuming what you are alluding to is the fact there are two meaures in those graphs, one for All Signals, and the other for Strong Signals, and assuming you are assuming the Strong Signals are just that, strong signals.

I first thought the Strong Signals only looked at the strong signals for the IWM Robot. Apparently, I am wrong and the Strong Signals include all "non-neutral" signals, i.e., both buy and strong buy signals (for long entries).

My assumption about the nature of your question could be wrong, of course.

You understood my question perfectly, Adam. But how is it possible to interpret those graphs any other way? Your definition of strong signals above would result in comparing identical things, which is not what the graphs depict (and why would they?). Pascal's previous message was, "The IWM robot does not trade neutral signals." So, "all signals" must be all buys and sells + all strong buys and strong sells. "Strong signals" would be just those.

I breathlessly await clarification.

Neil

[adam ali]

Much as I would like to provide clarification, I can only say I originally read things as you do/did.

I believe the distinction here is that in the past the IWM Robot would trade neutral signals, leaving it to Billy to determine whether the trade should be long or short depending on his pivot setups. (I think I have this right.)

So "All Signals" includes those trades as well as the buy/strong buy and sell/strong sell trades; the "Strong Signals" measures only includes buy/strong buy and sell/strong sell signals.

Pascal/Billy need to confirm this, to be sure.

[Neil Stoloff]

Much as I would like to provide clarification, I can only say I originally read things as you do/did.

I believe the distinction here is that in the past the IWM Robot would trade neutral signals, leaving it to Billy to determine whether the trade should be long or short depending on his pivot setups. (I think I have this right.)

So "All Signals" includes those trades as well as the buy/strong buy and sell/strong sell trades; the "Strong Signals" measures only includes buy/strong buy and sell/strong sell signals.

Pascal/Billy need to confirm this, to be sure.

Thanks Adam,

I found the other thread you referred to, and Billy does confirm your understanding. I wish I could stop bothering you (or Pascal or Billy), but I'm still left with my original question. The Evolution paper does not quantify the RR advantage in trading only "strong" signals as they are labeled on the robot page (differently from how the paper defines them). I have the same question regarding the GDX robot even though there have been no recent changes to it. I remember a discussion on this topic stating that "strong" signals -- 20% of all signals -- are responsible for 80% of the robots' gains. Do you (or Billy or Pascal) know if this is still correct for either or both robots?

Thanks again,

Neil

[adam ali]

I do recall the discussion but not clearly enough to give a definitive answer.

Will have to wait for Pascal/Billy.

[Pascal]

Thanks Adam,

I found the other thread you referred to, and Billy does confirm your understanding. I wish I could stop bothering you (or Pascal or Billy), but I'm still left with my original question. The Evolution paper does not quantify the RR advantage in trading only "strong" signals as they are labeled on the robot page (differently from how the paper defines them). I have the same question regarding the GDX robot even though there have been no recent changes to it. I remember a discussion on this topic stating that "strong" signals -- 20% of all signals -- are responsible for 80% of the robots' gains. Do you (or Billy or Pascal) know if this is still correct for either or both robots?

Thanks again,

Neil

I do not think that we published anything about trading only Strong signals.
I remember that I tested this possibility and discarded it as signals were not numerous enough.
That is the only think I could say on this subject, as I did not keep track of the results.
Let's put this discussion on signal strength (Long/strong long) to rest now, as I believe that it might only confuse people.




Pascal

[Pascal]

Much as I would like to provide clarification, I can only say I originally read things as you do/did.

I believe the distinction here is that in the past the IWM Robot would trade neutral signals, leaving it to Billy to determine whether the trade should be long or short depending on his pivot setups. (I think I have this right.)

So "All Signals" includes those trades as well as the buy/strong buy and sell/strong sell trades; the "Strong Signals" measures only includes buy/strong buy and sell/strong sell signals.

Pascal/Billy need to confirm this, to be sure.

Yes Adam, your understanding is correct.


Pascal

[adam ali]

Good, Pascal.

But Neil had another question I couldn't answer for him having to do with strong signals only (see above). I know you discussed this in a prior post some time ago but neither Neil nor me could recall the exact gist of that response.