Continuing the development of this swing strategy, I added another alternation filter that enters the trade at a certain “distance” between the high and the upper Standard Error Band. This is after taking a dozen screens of “bad” entries and trying to improve them. It almost doubled the amount of trades but also boosted the total by 50%!

I don’t like the hit it took in the win/loss ratio department but still lots of room for improvement.

Here’s a screen of the best trade so far:

Related posts:

  1. Cignus X-1 Strategy (over?) Optimization 4-1-11
  2. New Strategy and Trade of the Day
  3. Facts of Life
  4. SPY: Significant improvement to next day returns by tracking XLV/XLU
  5. MOMO1