No doubt the current market environment is to the system's liking. One thing I need to explore is the system's position sizing algo. I position size based on the volatility of the stock over x days. But, lately the volatility on the stocks selected have been so small. Which is seriously underestimating the true risk of the position. So, need to perform some studies on how to handle volatility shrinkage during boom times like these.
On to the charts...
 |  |
 |
What's ahead for TaylorTree? Spending what free time I have on preparing for another Missouri winter. Don't believe this Texas boy will ever get used to the cold. Also, working on the continued upgrade of the database and record structures of the simulation engine. Tests so far have proved the new structures are much faster and memory efficient...but have yet to test on the type of data demands the simulation engine handles - 10GB+.
Later Trades,
MT
4 comments:
Hi! You use to have an article called something like "Innovative Exits" in which from what I could remember, was like a modified Chandelier Exit?? If so, I'd love for you to repost it again! Thanks!
@Albert, I'll find it and repost...hopefully with some updates from current research. Thanks!
Here's a link to the original Innovating Exits article, http://taylortree.com/2006/01/innovating-exits.html. I'll work on posting a revisit of this post sometime soon.
Take care,
MT
Thanks. I had written an indicator based on this some time in 2007. I can't find it anymore so I thought I'd rewrite it again; but couldn't find the page.. Thanks. BTW. I backtest everything in python+sqlite+ramdisk combination. A lot of the stuff I backtest is DB intensive; and the I/O is a killer; so I shove the DB into a ramdisk; and I'm doing the backtesting about 300x faster than on the HD's. So here's my contribution back to you.
Post a Comment