Can I buy at the high?

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  • 01/14/2018 at 11:56 AM #59417 quote
    Vonasi
    Moderator
    Master
    verdi55 wrote:

    Buying at intermediate lows instead would increase performance somewhat, I think.

    Ah…. but that is the 64 million dollar question. How do you know it is a low until it is in the past and then and only then do you know that you either missed it or were glad that you didn’t buy it.

    01/14/2018 at 12:10 PM #59418 quote
    verdi55
    Participant
    Veteran
    Vonasi wrote:
    verdi55 wrote:

    Buying at intermediate lows instead would increase performance somewhat, I think.

    Ah…. but that is the 64 million dollar question. How do you know it is a low until it is in the past and then and only then do you know that you either missed it or were glad that you didn’t buy it.

    Is this not all we are doing here ? Re-optimizing an idealized past, and hoping the future may be similar ?

    How do you know it was the last high before a bear market and “only then do you know that you either missed it or were glad that you didn’t buy it” ? 😉

    01/14/2018 at 12:30 PM #59423 quote
    Vonasi
    Moderator
    Master

    …and that is what emergency stop and quits are for. You just hope that you don’t have to use them too soon or too often!

    01/14/2018 at 12:54 PM #59430 quote
    mr blue
    Participant
    Senior

    too bad, we cannot merge N instruments in 1 strategy. then I would like to have at least the VDAX in every DAX system integrated. Why? Check yourself attached montly chart.

    chart-14012018-1201-VDAXNEW.png chart-14012018-1201-VDAXNEW.png
    01/14/2018 at 1:28 PM #59432 quote
    verdi55
    Participant
    Veteran
    mr blue wrote:

    too bad, we cannot merge N instruments in 1 strategy. then I would like to have at least the VDAX in every DAX system integrated. Why? Check yourself attached montly chart.

    You can try to simulate VDAX by using volatility instruments. ATR or historic volatility may come quite close.

    01/16/2018 at 7:04 PM #59674 quote
    mr blue
    Participant
    Senior

    Thanks for the hint! I implemented somewhat using historic volatility for dax trading systems.

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Can I buy at the high?


ProOrder: Automated Strategies & Backtesting

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paulon @paulon Participant
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This topic contains 20 replies,
has 8 voices, and was last updated by mr blue
8 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/12/2018
Status: Active
Attachments: 7 files
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