3 ms·
Have you seen traditional TA methods applied profitably within a quant framework?
by csee 5y ago
Have you seen traditional TA methods applied profitably within a quant framework?
- lordnacho 5y agoWhat I've always missed with "Traditional TA" is a rigorous accounting of how to do it, and what the results are. You can do this yourself on a spreadsheet: - Get some data - Calculate the 50 bar moving average - apply some rule like "trade when it crosses this or that stat" - See what the PnL is. - Think about whether this is a fluke and whether it will keep working. Somehow none of the ads and articles I see do this completely. But yes, you can take the same data and use it effectively. Needs more than a spreadsheet, admittedly.
- csee 5y agoForgetting MA crossovers (which don't work), what are your thoughts on backtesting trendlines and support/resistance lines. Have you seen anyone try that?
- lordnacho 5y agoI have actually. It's not so easy to keep your degrees of freedom down, so it's hard to conclude anything. Or it was for that project.