20dmf

[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