20dmf

[adam ali]

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.

[Pascal]

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.

The equity curve and the drawdowns statistics are based on "non-neutral" signals


Pascal

[Billy]

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.

Adam, it was online around August 18. Perhaps you were on vacation. Anyway, I'm surprised that you didn't notice the big changes on the robot page, you are usually quick to jump on any detail change.
Billy

[adam ali]

Billy,

Agree - strange I missed it. I did go on vacation just after the 18th so perhaps that accounts for it.

Pascal, not to beat this to death, but the charts show results distinguished by "all signals" and "strong signals". Are non-neutral signals the same as strong signals? Just trying to understand here - thanks.

Also, insofar as yesterday is concerned, you decided to close out your shorts even though the 20DMF didn't close below the -90 level. I assume it was simply a matter of your being able to see significant buying pressure coming into the market in the last hour (as we all could). Was there anything else that prompted your taking this action, however?

It will be nice when the 20DMF is operating in real-time so we can immediately see whether short-covering rallies are being participated in by the large institutions.