Signalcalc
Veteren member
- Messages
- 4,670
- Likes
- 1,031
OK, I've been hanging around the forum for long enough so time to contribute something 'real' and for a bit of fun :clap:
I'm going to make live calls for a selection of around 30 ETFs, I am only paper trading the calls until I prove it's worthwhile then I may go live. Initially I'll try and keep it running for about 4 weeks and see what benefit there is to a public journal.
I am a system trader cos I like sticking to rules, the strategy I'm using is publicly available, there are a few papers published about it, but it doesn't appear to be widely used (or if it is, nobody's admitting to it!), it doesn't appear to have been arbitraged out yet either, see if you can guess the strategy?
Here are the trading rules:
:cheers:
I'm going to make live calls for a selection of around 30 ETFs, I am only paper trading the calls until I prove it's worthwhile then I may go live. Initially I'll try and keep it running for about 4 weeks and see what benefit there is to a public journal.
I am a system trader cos I like sticking to rules, the strategy I'm using is publicly available, there are a few papers published about it, but it doesn't appear to be widely used (or if it is, nobody's admitting to it!), it doesn't appear to have been arbitraged out yet either, see if you can guess the strategy?
Here are the trading rules:
- Trades are long only
- There are no stops or targets
- Signals are generated on the Daily close
- Enter a trade on an Open signal
- Exit a trade on a Close signal
- Trades are Entered or Exited at the open of the following day
- Trades will be published before the open
- Times are based on US markets: Open 14:30, Close 21:00 GMT
:cheers:
Last edited:
