January 23, 2005
Day trading systems update
A new buy rule was added to day trading system 5 (CHBOC Alert).
The new rule is: Day range > 90%, the others rules remains the same.
The new daily return is 0.52%.
Day trading system 6(CARC Alert) show a negative performance, we will let it run for some weeks and if the return remains negative then we will replace this strategy or try to find a profitable set of filters with the CARC alert. CARC daily return is -0.08%.
Day trading system 5 is the only strategy that uses the -1% minimum gap, we are simulating a lot of alert with this gap filter and results are not pretty good.
Here is the return of the others trading systems:
RU alert had a daily return of 0.36%
CHBO alert had a daily return of 0.18%
ORU15 alert had a daily return of 0.58%
GBBOT alert had a daily return of 1.5%.
All theses data include 0.1% commissions and 0 % slippage (We enter long at offer).
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Day trading systems update @ Day-trading.in