Alastair10
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Perhaps it would be helpful to get back to the data?
The key issue here is that whether you have paper or live traded over the last few weeks you would have lost money. Nobody is disputing this. However going back to the results in the 'Evaluator' spreadsheet it would appear that this situation of a 'bad patch' has happened before.
As I think Leonarda mentioned in an early post the statistical issue is that the correlation of the CAC and DAX broke down. Now is this permanent or short-term? It has happened before, it is certainly happening now and will in the future. Therefore we need a filter in terms of if there is sufficient correlation then trade the DIT, if not then don't trade.
So if we can come up with a filter signal to identify higher positive probabilities there could still be some mileage in this. I am still scratching my head on this, any ideas?
The key issue here is that whether you have paper or live traded over the last few weeks you would have lost money. Nobody is disputing this. However going back to the results in the 'Evaluator' spreadsheet it would appear that this situation of a 'bad patch' has happened before.
As I think Leonarda mentioned in an early post the statistical issue is that the correlation of the CAC and DAX broke down. Now is this permanent or short-term? It has happened before, it is certainly happening now and will in the future. Therefore we need a filter in terms of if there is sufficient correlation then trade the DIT, if not then don't trade.
So if we can come up with a filter signal to identify higher positive probabilities there could still be some mileage in this. I am still scratching my head on this, any ideas?