Jump to content



Photo

Douglas Trading System


  • Please log in to reply
No replies to this topic

#1 Douglas

Douglas

    Member

  • Traders-Talk User
  • 1,826 posts

Posted 13 February 2017 - 03:47 PM

As I noted in my last post, the Friday the 10th risk window should have also included today. Including today in the risk window will require a higher close tomorrow (Tuesday the 14th) to confirm that this risk window contained an acceleration event as now appears to be the case. The very high daily bearish S&P sentiment reading at www.investing.com continues to support the case for the acceleration event. The revised risk window blocks the system from buying a rising market.

As I also noted, the determination of the width of the risk window is still too subjective, I am working on a better set of rules to eliminate this uncertainty.

The risk window picture this week is also complex with a risk window on Wednesday and another one stretching from Friday the 17th until the next trading day, Tuesday the 21st. Buy and hold has taken a pretty good lead over the system so far this year.

Regards,
Douglas

Edited by Douglas, 13 February 2017 - 03:47 PM.