20dmf

[nickola.pazderic]

How will we know that the rubicon has been crossed at the close? Will you inform us?

Thanks always,

[Pascal]

How will we know that the rubicon has been crossed at the close? Will you inform us?

Thanks always,

I will not know it myself, so we will wait for tomorrow.


Pascal

[Neil Stoloff]

I will not know it myself, so we will wait for tomorrow.


Pascal

Pascal,

You stated on the IWM robot page, "The profit on the trade was 4.79%." Given all of the above, wouldn't the robot's profit be determined by Wednesday's opening price? That's when we'll be exiting.

Thanks,

Neil

[Pascal]

Pascal,

You stated on the IWM robot page, "The profit on the trade was 4.79%." Given all of the above, wouldn't the robot's profit be determined by Wednesday's opening price? That's when we'll be exiting.

Thanks,

Neil

Yes. You are right. I corrected the text accordingly and will also correct the trade records when we know the opening price today.


Pascal

[Neil Stoloff]

Yes. You are right. I corrected the text accordingly and will also correct the trade records when we know the opening price today.


Pascal

Thanks, Pascal. Forgive me, but I can't find the discussion of the change that occurred in the way you describe the strength of a buy or short signal. Is it still true that "strong buy" and "strong sell" are the trades that can be expected to deliver 80% of the robots' gains while they represent only 20% of all trades? I'm seeking to simplify things....

Thanks again,

Neil

[Billy]

Thanks, Pascal. Forgive me, but I can't find the discussion of the change that occurred in the way you describe the strength of a buy or short signal. Is it still true that "strong buy" and "strong sell" are the trades that can be expected to deliver 80% of the robots' gains while they represent only 20% of all trades? I'm seeking to simplify things....

Thanks again,

Neil

Neil, the changes were explained in the following pdf. Billy
The_IWM_Robot_Evolution[1].pdf

[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.

[Neil Stoloff]

Neil, the changes were explained in the following pdf. Billy
Attachment 10713

Thanks, Billy. I feel I must be missing something. The equity curve and drawdown analysis both favor trading only Strong signals. If those are still only 20% of all trades (the doc doesn't seem to confirm this), why would anyone but an action junkie trade any but Strong signals? Frequent trading is a problem for me anyway, and it seems to be punished in RR terms.

Also, is there a comparable doc for GDX? And was the optimal relative weighting of GDX and IWM positions resolved? Finally, is there an easy way to search for answers to questions like these so I don't have to bother you or Pascal? I did a quick search but came up empty.

Thanks again,

Neil