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TGSectorSelector Strategy- need help refining


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TGSectorSelector Strategy- need help refining

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 thgood 
Saint Michael, MN
 
Experience: Beginner
Platform: NinjaTrader / IB
Posts: 1 since Jun 2009
Thanks Given: 2
Thanks Received: 1

Hi,

I observed that nearly every day the market has a favored sector. On an up trending day this sector usually continues to outperform the S&P nicely. I have begun coding up a new trading system that takes advantage of this.

I have broken up the logic into the following sections:

Filters:
Don't trade on the weekends
Don't enter a trade in the afternoon, etc.

Macro:
General Direction of the market... try to identify trending days

Identify Sector:
Using spyders find the sector which is outperforming

Micro:
Entry timing

Exit Strategy:
Close out position


My code is attached. Right now it looses money and does not really include proper trade management. I liked reading and seeing how other code has been collaborated on. I am looking for collaborators / general feedback with ideas for the sections above.


Tom

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Elite Membership required to download: TGSectorSelector_v1_00.zip
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Last Updated on July 15, 2009


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