Originally Posted by
Pascal
The IWM robot is waiting for a 20DMF signal.
As for the back-tests, they are almost completed. The report is written, but I still need to check some minor issues regarding the GDX MF model. Billy and I exchanged a few ideas regarding how to improve the short signals on the 20DMF RT. We will replace the inversed ETFs TEV by a short term Cumulative tick combined to a price trend measure. We are working on the implementation of these changes.
Notably, I noticed some differences when using the Canadian and US data or only the Canadian data in the model.
I expect to publish the results over the next week-end.
Pascal