Originally Posted by
mklein9
Hi Pascal,
One interesting question about the robot, and referring to the figures you published on the main robot page (which are fantastic, BTW), is whether you are constantly adding statistics to the tables as time progresses, and whether you use a sliding window or go back as far as data allows. From your comment above, inferences from the data are also mixed with (or guided by) your own observations and judgment about key factors of market regimes. In any case, it seems the methods you use to feed the robots may have something to do with answering the question of whether it detects and/or adjusts to regime changes. The multi-timeframe pivots and their clustering probably also help navigate regimes.
Excellent references from Billy and others here. I really enjoy the discussions here.
-Mike