Thanks a lot Steve for your guidance I know you've been using it a lot longer than myself. You're right, by everyone posting their findings we get closer to solving the puzzle.
Logically it seems like taking trades right at the mean is really just a coin toss. Arb-o-mat suggests ratios and directions that have been reverting to the mean "lately"
Makese sense.. so seems like we have to be sure to know the direction of the mean break then. Otherwise it is a random trade direction..
edit: For me after looking at these R based tick charts for a few months it was easy to tell the mean would not hold up. Maybe this is some kind of irrelevent technical analysis, but if it makes money consistently don't care what it's called.
Logically it seems like taking trades right at the mean is really just a coin toss. Arb-o-mat suggests ratios and directions that have been reverting to the mean "lately"
Makese sense.. so seems like we have to be sure to know the direction of the mean break then. Otherwise it is a random trade direction..
edit: For me after looking at these R based tick charts for a few months it was easy to tell the mean would not hold up. Maybe this is some kind of irrelevent technical analysis, but if it makes money consistently don't care what it's called.
DislikedI figure the job of the thread is to tease apart the elements that actually have the edge (if there is any). After all, even losing systems still have winning trades due to luck.
Logically it seems like taking trades right at the mean is really just a coin toss. Arb-o-mat suggests ratios and directions that have been reverting to the mean "lately".Ignored
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