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DLPAL DQ Signals

DLPAL DQ scan results examples from a universe of 84 large caps from S&P 100 index. The scan workspace to identify short-term anomalies is included below. Please also read the notes and disclaimer.

Note: The Return shown on the last column of the results is always the next day return from the open to the close. 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.

Six out of 7 signals generated by DLPAL DQ after close of July 10, 2019, were profitable next day from open to close. 0.38% average return. Return column shows open to close return.

DLPAL DQ generated average +0.49% from open to close on June 20, 2019, based on signals as of close of previous day. The algo got both SHORT signals correct for $INTC and $C Also got the $ORCL long for +1.8%.

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. Read our Disclaimer and Terms and Conditions.

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