I think you need try this and try that. IMHO best books for things to
try "Quantitative Trading Systems" and "Mean Reversion Trading Systems"
by Dr Howard Bandy. Complete systems to optimize plus code to download.:
http://www.blueowlpress.com/123-2/quantitative-trading-systems
http://www.blueowlpress.com/123-2/mean-reversion-trading-systems
Two types of system: mean reversion and trend following. Google these.
Dr Bandy says mean reversion best: high % winners, low drawdown, trade
often, hold for few days (<7), small profits per trade (~1.5%), low
capital needed, no suicides.
Free stuff:
http://tradingmarkets.com/analytics/how-does-connorsrsi-compare-to-rsi2-1583255.html
Freebie at top right. Uses Connors RSI(2), as tested by Dr Bandy in one
of the links above (MRS I think). Mean reversion.
Posted by: Sab Nys <SabNys@yahoo.com>
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