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- Sun Jan 28, 2007 12:12 pm
- Forum: Testing and Simulation
- Topic: Strategies based on abnormally high volumes
- Replies: 2
- Views: 3436
Strategies based on abnormally high volumes
Did someone backtest on US mid caps (let's say between 3 and 15 billions capitalization) the following idea: Whenever the daily volume is significantly above the average (let's say 4 times bigger than the quarterly average) and if there are no news on the market, then play the trend. Exit when the n...