06-01-2018, 07:48 AM
That was a while ago... It implements a similar strategy - I can't remember exactly how far I went with it.
Essentially it can be good at catching larger market movements, but during low volatility periods it would make loads of bad trades. I think it could be pretty decent if you run another strategy for low volatility and this to catch spikes - I haven't spent much time trying it though, too little time!
Essentially it can be good at catching larger market movements, but during low volatility periods it would make loads of bad trades. I think it could be pretty decent if you run another strategy for low volatility and this to catch spikes - I haven't spent much time trying it though, too little time!