Quote Originally Posted by Pascal View Post
Today, I can tell that the IWM Robot is "stuck" in neutral because the ATR is still higher than usual and therefore pushes short edges, while the MF signal is in overbought territory, which pushes the long probabilities down. However, since the MF directional model is in "buy" mode, the IWM Robot is just caught in a pattern that is not clear enough.

This type of environment is not built by chance: it corresponds to the combination of fear/uncertainty (High ATR) with strong available liquidity (pushing the MF into Overbought.) This is very unusual and shows - in my opinion - that there is a good dose of "control" in the market.
Pascal
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