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Wynn

Member
25
Posts: 43

Joined: 12/7/2011
Location: Freeport, FL

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Subject : RE: Best ATS Strategy results
Posted : 1/15/2018 8:11 AM
Post #43989 - In reply to #42835

Hi Tom,

I'm sorry, I don't recall. But, the Reversal Strat seems to come out on top in most all of my testing.

I WAS using Volume Systems, but now I've switched to reversion and pullback strats in this market stage. The best one I've tested lately is ARM5 SS. I haven't been able to get ARM 5 RTM to run properly. I'm taking another stab at it again today.

What I have found to be useful is to use a different list. I subscribe to Vector Vest. Within V V I used their WOW list, which is a list of about 200 symbols they pull from trading newsletters. Then I took the list and ranked it by Relative Timing (trading energy) and Comfort Index (price persistence - charts with price patterns moving lower left to upper right) and the improvement was substantial. For those of you who do not subscribe to V V, you might consider building a list from the IBD symbols and try to rank them as mentioned above, then pick off the top 100 symbols and see if you don't get a substantial improvement in your results. Or, try some Nirvana lists in OmniScan that mimic some of these characteristics.

My point is that while ATS is a terrific advantage, one can REALLY improve testing results by culling out a list of stocks that already have positive characteristics.

Hope this helps.

All the best,

Wynn
Deleting message 43989 : RE: Best ATS Strategy results


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