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Thread: 20dmf

  1. #21
    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.

  2. #22
    Join Date
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    Bloomfield, Michigan, USA
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    40
    Quote Originally Posted by adam ali View Post
    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

  3. #23
    I do recall the discussion but not clearly enough to give a definitive answer.

    Will have to wait for Pascal/Billy.

  4. #24
    Quote Originally Posted by adam ali View Post
    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

  5. #25
    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.

  6. #26
    Quote Originally Posted by Neil Stoloff View Post
    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

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