Pain In The Neck With XDEV: Coding in Stop Loss Paramaters
Author: mc3273
Creation Date: 9/5/2014 4:56 PM
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mc3273

#1
Hello, would someone be able to adjust this code for the below parameters, I am looking for integrating a stop loss parameter into the below code. I attempted to insert it but I keep getting an error. Thanks

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Eugene

#2
Is this closer?

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LenMoz

#3
How would one trade this strategy? Here's why I ask.

I optimized it on my S&P 500 portfolio over 10 years . It achieved an astonishing APR of 55.84% - for ten years! That translates to an 83 to 1 gain. Nothing I've developed comes close. But 28,000+ trades were not included. What's with that, I wondered?

Then I looked at the alerts for the next trading day, all 517 of them. There was a limit buy for virtually every symbol, at a very low limit price that few would see on the next trading day. But those that did were, I suspect, likely to have a bounce, perhaps explaining the fantastic performance.

Tantalizing, but I see no way to trade it.

BTW, The optimized parameters I used were {7,19,8,1,3,6}
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Eugene

#4
Agreed. Many a WL4 system of the "dip buyer" culture back in the first half of 200x was into something like that.