Thread: userque & NUGT/DUST

will post later today.

...

FOR 10-26-15 AT CLOSE:
ENTER NUGT

FOLLOWING TRADING DAY AT OPEN:
HOLD NUGT


__________________________________________________ _____________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum.

FOR 10-27-15 AT CLOSE:
HOLD NUGT

FOLLOWING TRADING DAY AT OPEN:
HOLD NUGT





__________________________________________________ _____________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum.

FOR 10-28-15 AT CLOSE:
HOLD NUGT

FOLLOWING TRADING DAY AT OPEN:
HOLD NUGT



__________________________________________________ _____________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum.

Had a chat with someone. Thought I'd post one paragraph in case others think as that person does. Hopefully, this helps:

Why doesn't your system give a direction?

"When the system says NUGT at open; that means that it expects the CLOSE to be higher than the OPEN. The direction is UP in this example. Think about it. That is DIRECTION. It only predicts the relative direction between the OPEN and the CLOSE. If a price is below the open, then logic dictates the direction is UP. If a price is higher than the OPEN then there is no way it knows the direction from that point because it can go either UP or DOWN and still CLOSE higher than the OPEN. I'm going to post this explanation to the thread in case others are thinking like you."

Additionally, the system doesn't intraday trade; so it only cares about directions between the OPEN and the CLOSE. If I were intraday trading, I'd build a system to do just that; but I'm not intraday trading.

FOR 10-29-15 AT CLOSE:
HOLD NUGT

FOLLOWING TRADING DAY AT OPEN:
ENTER DUST


__________________________________________________ _____________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum.

FOR 10-30-15 AT CLOSE:
ENTER NUGT

FOLLOWING TRADING DAY AT OPEN:
HOLD NUGT

* System updated. Optimization 90% complete.


__________________________________________________ _____________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum.

Major upgrades and testing underway.

System now will act under a profit motive rather than a "pattern-match motive." (My original concern with a profit motive was over-fitting. However, my system has since been forecasting based upon actual price-action history and not black-box calculations.)

Overfitting Definition | Investopedia

Will test/compare 3 configurations: #1 Current (Trading open and close based on current day open,high,low,close, and other information, of course.); #2 Close (Trading only the close based on same information as above.); and #3 Close (Trading only the close based on only the current day open, and other information, of course.)

I'm testing #1 because it would seem it has the greatest profit potential;
#2 Because it would seem the odds are better when only trying to predict the close, rather than predicting both the open and the close; and #3 Because it would be so convenient to be able to enter a MOC order right after the open.

If #3 is "close enough" in profit when compared to the other two, I'd love to go with #3.

Finally, I've finally discovered/developed a way to make the parameters dynamic. While there may be one "setting" that works all the time; it may be more profitable to have a setting than can change with the "weather." I now have a way to test this.

Forgot to mention:

There are additional major improvements under the hood regarding input weighting as well.

And, the system will now only look one day ahead. I suppose the shorter you look ahead; the more probable the prediction is correct. The system is more conducive to discount brokerage accounts geared towards active traders like Interactive Brokers or deep discount brokers like Robinhood. That matters less with "large" accounts.

While we're here: It trades for the next day only. It doesn't use some sort of "trend." It doesn't calculate some sort of "trend."

Ran a sample run on all three models. The model that trades the open and the close did the worst. The model that would "run" anytime after the open did slightly better than the model that runs at the close. Too close to call those two with such a small sample. Running a longer optimization now in order to decide. Then it's on to modifying the TSP models.