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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