marine2
963 posts
msg #113249
- Ignore marine2 |
5/9/2013 5:08:13 PM
Yes, it will be interesting to see what you come up with. Keep us posted. Thanks!
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Eman93
4,750 posts
msg #113254
- Ignore Eman93 |
5/9/2013 7:12:33 PM
Kevin_in_GA
2,901 posts
msg #113223
- Ignore Kevin_in_GA 5/9/2013 7:19:36 AM
Eman - not a gap strategy per se. This looks for pullbacks from the OPEN rather than from the previous day's close. But the basic concept and use of stats is the same (kudos to TRO for both).
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Kevin. I was trying to answer marine 2's question, it was not a comment on your filter.
TRO has statistical filter for high day rangers also as you may or may not know.. Run Forest Run.. employing a pull back or short strategy. The issue is you don't know what happens first the high or low but it statically makes money above the open. I have used support and resistance other than the open and seem to have better success but impossible to backrest...imho
http://stockfetcher.com/forums/Filter-Exchange/Run-Forest-Run/56077
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Kevin_in_GA
4,599 posts
msg #113256
- Ignore Kevin_in_GA |
5/9/2013 8:03:13 PM
Right. That's why I used "low below open*0.99" and "Close above open*0.99" - this way the sequence must occur as open -> low -> close and the intraday trade can be analyzed using EOD prices. You can't know if high or low comes first, but you can use the open and close to bracket the low and insure the correct timing of signals.
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