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Forums>StrategyQuant>General Discussion>How to generate a mean regression strategy

  • #257058 |
    Customer
    230 Posts

    Has anyone tried using SQ to generate a mean regression strategy, or a swing strategy?  ( Countering the main trend in the current time frame )

    How should it be set in SQX, which will tend to generate this strategy?

    #257060
    Customer
    402 Posts

    Long and short only setting gives alot of these. But performance in trending markets are ofcourse bad. This i know since i traded 400 of them on demo for the last month. Well i done it before aswell using SQ3 same experince there they work good in sidways markets but loose alot in trending since their stops tend to be large.

    • This reply was modified 3 days, 19 hours ago by mabi.
    #257062
    Customer
    352 Posts

    as a mean regression you mean LIMIT strategies?

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #257076
    Customer
    230 Posts

    @mabi, Yes, you are right. There is no perfect thing in this world.

    I just try to make a swing strategy as a complement.

     

    @hankeys, It’s not only about LIMIT.  We can use MACD, BIAS, or CCI as divergence signal.  Unfortunately, the lookback period in SQ is limited to 10. We are unlikely to capture these entry signals.

     

     

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    #257077
    Customer
    402 Posts

    Not swing trades maybe but mean reverting you can also find if using market reverse option and exit end of day gets you alot of trades otherwise they trade seldom and are hard to find with a significant amount of trades. Pretty nice ones but i am yet to trade them. They tend to reverse on BE, SL,TG , Tralingstop or indicator or mixed.

    #257078
    Customer
    352 Posts

    this kind of strategies could be only LIMIT or MARKET ones, i think

    market strats i dont like, they are very data sensitive – because we are entering right NOW and the entry condition could be different through the data row

    and with limit strategies i was playing with them with old SQ3, but with no luck, they worked only for a few trades and then only losses

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

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