Sunday, January 2, 2011

Final DVO parameters/Filters

For now i have finalized on using this parameters with 5 day exit rules.

Buy = DVO < 20 AND MAFilter2 AND MAFilter ; Sell = DVO > 70 ;
Short = DVO > 80 AND MAFilter4 AND C < Percentile(C,200,40); Cover = DVO < 50 ; Here are the tickers i am using for the system eem efa gld gsg ief SPY vnq









Next on my agenda is to analyze TAA system and finalize it.

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