- Five Myths About Data-Mining Bias
- Deterministic Machine Design of Trading Systems With Strict…
- Quant Trading Without Neural Networks or Genetic Algorithms
- Fooled by Randomness Through Selection Bias
- Identifying High Probability Short-term Patterns
- Fooled by Machine Learning Applied to Trading Algo…
- The Most Important Performance Measure of Trading Strategies
- Quantitative Discretionary Trading: Back to the Future
- Dealing With the Small Samples of Technical Analysis
- Machine Generated SPY Patterns and Trading Systems
- The Day Momentum Died
- The Fundamental Problem of Backtesting and Why It Has Not…
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Category Archives: Price Action Lab Alerts
One of my best indicators issued a bullish signal in the stock market after the close of yesterday. The strength of this bullish signal is unusually high.
A quantitative analysis of recent price action of popular ETFs points to financials (XLF) and techs (QQQ) having high probability for an upward short-term move.
Technical analysis introduces data-mining bias because of the reuse of data. Due to this fact, trading signals based on small samples are not just naive, they are very dangerous. The problem of small samples can be resolved only if they are increased. Anything else … Continue reading
A high probability trading setup for the open of Wednesday, March 26, 2014, was identified in a popular ETF using the scan function of Price Action Lab.
Two signals in two Dow-30 stocks, one for entry at the open and 2% profit target and stop-loss and another one for entry at the open and exit at the close exhibit good significance based on portfolio backtests.
A signal in a Dow-30 stock shows good statistics for a long position at the open of today. Update on 03/19/2014: profit target at $25.19 was hit today.
The short-term swing/position trading SPY2p5 system generated a long and a short signal yesterday, simultaneously, a result of an indecision in the markets near all-time highs.