Sunday, March 8, 2009

Revisions

Prototype Revisions:
1.8 - long/short system
1.7 - user & trader mode
1.6 - finalise buy signals
1.5 - negation trailing stop
1.4 - inc cole breakout signal
1.3 - port system to short-term
1.2 - finetune system parameters
1.1 - entry strategy & basic exit

Lots of late nights and burnt weekends. The results outperform what I set out to achieve 6 months ago. Writing a technical paper soon.

Future Directions for Project B2:
0. sensitive entry
1. newlow negation
2. enhanced shorts
3. hourly raw data
4. sizing strategies
5. anti-ranging filter
6. pattern recognition
7. symmetry estimation
8. artificial intelligence