Recent content by AA_PocketsRockets

So it always keeps a position in the market (aside from when rating=0), and just changes position size? Basically you take a position size in proportion to the rating it gives on the [-10, +10] interval? For example, 10 contracts short when rating=-10, 3 contracts long when rating=+3, etc...

What's the time-hold on this system? Is it based on daily bars? ie: 1-day ahead projection with a 1-day hold? or is it something shorter?