EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | So as to a particular strategy to select for Expectancy Testing modification - it would appear that one should consider strategies that fire frequently within a short period of time as opposed to those that fire relatively infrequently so that the "personality of the market" would not have time to change. For example the new Connors RSI which produces around 5000 trades on the Russell 1000 over a twenty year period on a Portfolio Simulation (or roughly 5 trades per symbol over twenty years) or, to put it another way, roughly 1 trade a day on average would not be a reasonable candidate for Expectancy Training modification. Would that be a reasonable assumption? Thanks, Tom Helget [Edited by EYEGUY on 1/17/2017 11:36 AM]  Attached file : CRT-3 PORTFOLIO SIMULATION.PNG (97KB - 1774 downloads) |
