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by davidjohnhall
Mon Nov 02, 2009 4:18 am
Forum: Testing and Simulation
Topic: Short S&P system?
Replies: 9
Views: 3766

Re: Short S&P system?

Hi all. I've been testing various ideas for a short S&P system. The purpose is, if you have a portfolio of stocks, you may want to hedge, at peaks, against market declines like this week. Ive tried CCI, RSI, ADX, DI+/- and ROC. Nothing really works. Perhaps the answer lies in market internals like ...