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New York + New York / USA
Posts: 76 since Jan 2020
Thanks Given: 2
Thanks Received: 90
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I totally agree.. but for now, that is what i have... and you work with what you ahve not what you wish you have..
meanwhile... i am on quantopian and quantiacs...
and i will be running this through quantiacs engine against their futures contracts and other things
that should give me more realistic tighter results with figures like sharpe and alpha...
i know i have something here... but anyone who can write code to do a crossover can have "something"
have to take it through the whole wash rinse and dry cycle...
right now its more the oh sh*t im excited and the potential and as i said gobsmacked
i have seen tons of charts and things over the past 20 plus years and nothing did this well
it does leave a lot on the table, but if it does that in exchange for lower risk in terms of risk vs reward
i can live with that...
while it works on 1 minute bar chart, it also is the place where you can find failures too
mostly because the reversals can be drastic and volatile... while up the time scale that is less common and more smoothed out...
for instance... the 1 minute chart and day can stop you out because it drops 2 dollars, and returns
but on the day chart for that time, its just a wick not an event... and so wont effect things as much
im just a bit impatient and need to earn a living to keep going given unemployment..
so forgive me on the 1 minute chart...
ultimately if its really good, i have a few friends and may start a fund..
at the very least, i could pick a couple of hundred stock and put out day status newsletter..
that may make me a buck or two as it reports go long, go short, stay pat...
and i thought you would have liked my compressed morse code joke...
hmmm have to work on that comedic side of my personality more.. 
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