What has happened to the dip buyers strategies these past few months?
Author: mikesblack
Creation Date: 12/20/2015 12:14 PM
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mikesblack

#1
For a few years I was trading a dip buyers system that did quite well until these past 2 months. Has anyone found the same?
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Carova

#2
I really think it has been closer to 4 months based on my research (I stopped using my dip buyer strategy in mid-August). It had become very much the wrong market for dip buyers about that time. I suspect it might be a while longer before they start working again, but they will come back. They always do!

Vince
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superticker

#3
QUOTE:
... stopped using my dip buyer strategy in mid-August. It had become very much the wrong market for dip buyers about that time.
I recently (December 2015) researched all the posted dip buyer strategies and found ...

1) ActiveTrader 2013-03 | Connors RSI pullback system
2) Oscillator pullback - single entry

... to work pretty good with my datasets after optimizing model parameters with the "generic" Preferred Value (PV) optimizer for individual symbols. Results with your datasets many be different. I'll probably use the first one as starting material for refining my own dip-buy strategy. In addition, the following strategies (below) also performed well (and without PV optimizing), but there's a problem:

3) Simplicity! take 1
4) Dipbuyer

The problem with these last two example strategies is that they generate numerous limit orders up front, and that's not optimal for me; whereas, the first two strategies mentioned only generate a few limit orders for a few candidate positions.
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mikesblack

#4
Thanks Superticker. Very interesting, indeed,
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mikesblack

#5
I was able to apply Connors RSI Pullback system with good success. Mike