Totally awesome. Going to play. So far -- I can tell that it's going in after 3 PM, and holding 1 trade either until the stop loss or the profit target.
Is that correct behavior?
No have implemented trailing , so the price cacth the stop or profit. Depending the volatility it will be fast or not. At Daily profit or loss the strategy halt more executions
How can I make it execute more trades with a tighter profit/loss target? With the current values -- it seems to go for a really long time, and sometimes succeeds for a huge profit, but more often than not -- fails with losses that wipe the profits.
Thx --
Ziv.
I will try this out very grateful for your help thanks.
The strategy is tested with success with the Emini Dow MYM contract and timeframe 15 min.
With another instruments and timeframes the SigmaSpikesFactor should be adjusted according the volume of the instrument
For intra-session trading, this indicator/strategy promotes the way traders should conceptualize their Market, thank you.
Interesting strategy - potential for coupling with some other indicator for even better results. Thank you
Thanks, Bob.
The math looks good and the theory os the spike article seems sound; but, yes, it needs to work with some other indicator.
A question, if I use the strategy analyzer to find the best parameters..should I activate Tick Replay for real results? Or High resolution 1 tick? Or just with the standar works well? Thanks for the info. GREAT STRATEGY!