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Forums>StrategyQuant>General Discussion>Stocks and ETF systems

  • #259323 |
    Participant
    36 Posts

    Hi,

     

    Does anyone got any expirience with creating systems for stocks, etfs? What results did You get? Are these more stable markets to trade than forex?

    I’m looking for systems on weekly, monthly interval.

    #259333
    tomas262
    Administrator
    1826 Posts

    Hello,

    you can combine Weekly + Daily TF on stocks to start with. Keep everything as simple as possible. That should produce decent strategies for long or short tem trading. Simply rules like Close(weekly) > MA (Weekly) + Close (Daily) < Highest (X on Daily) – ATR multipled by X to buy long or similar setups

    You can easily develop a strategy on a selected stock and let SQX to retest it on other stocks to get “portfolio performance” and filter strategies that do not perform well across all symbols …

    Currently we do not support things like survivorship bias but from my experience if you have a strategy with short trades (closed in matter of few days) the survivorship bias is not such a huge issue. Of course the real performance tend to drop somehow

     

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