LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile | Thanks for sharing your research. As I think about I recall that Larry Williams did some work on trading time-of-day, day-of-week, etc. He even had seasonal intraday data. LW also came up with the "OOPS" system: "a) If you are watching daily charts, the first condition is that there has to be a SUSTAINED downtrend for a few trading sessions. I mean few Red Candles on daily Charts b)On the last day of downtrend when the Oops buy occurs, there is a gap down, which opens well below the previous day’s low. c)During the course of trading the stock rises and goes above the previous day’s low, and also the previous day’s close. The above 3 steps if occurs generates an OOPS buy, with a stop loss of that day’s low." All of these ideas could be incorporated into an EOD system and the testing could go on ad infinitum. At the moment I am playing with GA and I will try putting the "OOPS" structure in a GA and see if it adds anything. [Edited by LSJ on 1/26/2019 8:52 AM] | |
