DLPAL DQ Signals

DLPAL DQ Signals

We will occasionally post here DLPAL DQ scan results from a universe of 84 large cap stocks from S&P 100 index. The scan workspace used to identify short-term anomalies in price action is included below. Please also read the notes and disclaimer.

Signals as of close of Monday, January 14, 2019. From the open of the following trading day to the close, these signals generated 1.08% profit in the case of this particular scan:

P is the win rate, P1 is the 1-Bar win rate, Trades is the number of historical trades, CL is the maximum number of consecutive losers, Target and Stop are the values of the profit target and stop-loss, C indicates the type of exits, in this case percentages added to entry price shown in  Trade On as the open of next bar.

Signals as of close of Thursday, January 10, 2019

P is the win rate, P1 is the 1-Bar win rate, Trades is the number of historical trades, CL is the maximum number of consecutive losers, Target and Stop are the values of the profit target and stop-loss, C indicates the type of exits, in this case percentages added to entry price shown in  Trade On as the open of next bar.

From the open of the following trading day to the close, all these signals generated 0.88% profit in the case of this particular scan:

Notes:

  1. The above signals were generated using the Extended cluster of the program. Using the Deep cluster usually results in a richer set of signals but execution takes longer.
  2. We use profit target/stop-loss pairs of 1%/1%, 2%/2%, 3%/3% and 4%/4%  and adjusted data since 01/03/2000 to date of scan. Conflicting signals are removed.
  3. The DLPAL DQ software is available for sale. A free demo for deciding whether it suits your needs before ordering is available here.
  4. More information and examples can be found here.  Custom versions of the software to speed up scan execution are also available upon request.
  5. The following DLPAL DQ workspace was used for this scan.

Disclaimer

The signals are provided as an educational trading tool for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of the signals. Under no circumstances the signals should be treated as financial advice. The author of this website is not a registered financial adviser. Before subscribing read our Disclaimer and Terms and Conditions.

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