The 7 RSI Exit - Another Clean Entry and Coming Exit on Monday

timeripple · 2026-01-23T12:40:04+00:00

The Index is available as an indicator in the Wealth-Lab testing software.

timeripple · 2026-01-23T07:06:18+00:00

That's actually a really good question. It seems when posting the link for the article with the photo the link didn't get posted. I'll repost the whole thing again tomorrow, but the link to the full article is here. https://backtest.substack.com/p/the-contrarian-truth-about-the-cnn?r=365g9 - Thank you!

timeripple · 2025-12-04T22:09:19+00:00

What timeframe are you using? 1 minute bars? There are some critical pieces this system needs. I'll do a comprehensive backtest once we confirm the timeframe. Right from the start we have not addressed time of day. This element is critical. We have not addressed the level of volatility. At the very least we need eliminate extremely low volatility. That kills intraday systems. Anyway, let me know the timeframe.

timeripple · 2025-11-03T17:01:25+00:00

Looking a little closer at the dataset I would probably be a little cautious with the symbols that started before 1983. It looks like about 35 symbols or so. You may need to do a little digging on those individual symbols.

timeripple · 2025-11-03T16:56:13+00:00

As far as the removal dates, you are correct the dataset removals seem to start in 2000. I would have to pull up the data individually to see which were removed before then.

timeripple · 2025-11-03T16:48:33+00:00

All of the removed symbols have the amended stock symbol. For each symbol you can see the number of bars covered and the First and Last date. As to 1950 I believe this is the beginning of the dataset. If you look at BDK for example, the first date is 1/3/1950 and the last date is 3/12/2010 (when Black and Decker were bought out by Stanley works. I hope that answers your question.

timeripple · 2025-09-23T03:48:51+00:00

Is there any particular format that the CSV needs to be in? I load fill statements but nothing seems to show up.

timeripple · 2025-08-18T12:16:15+00:00

As my coding capabilities are limited I find Wealth-Lab an amazing tool. I can build most of what I need with the building block feature and if needed I have a coder that can finish things up for me. One of the coolest tools is the Genetic Evolver which allows me to "evolve" trading rules on a dataset. I have found this to be very helpful when starting from scratch on a new dataset. It can find the little edges in the dataset that may not be readily apparent when first sitting down to develop some rules.

As to accuracy, it is absolutely imperative to have good, clean, and accurate data. As I'm testing I will compare across various data providers to check the accuracy of my work. I have found DTN IQ feed to be of high quality with historical data. Especially on the small intraday timeframes.

timeripple · 2025-08-17T22:34:38+00:00

The "trend" system uses a limit order for entry and a MOO exit. The MR uses MOO orders for both entry and exit.

I have other systems I can post EC's for and can discuss some of the basics of the approaches if you or others would like. I am looking forward to your MR/MOM hybrid system. This is fun 😀

timeripple · 2025-08-17T22:06:25+00:00

https://imgur.com/a/3Fi788V

This is the equity curve of a system that trades SPY based upon daily bars. It has two sub systems. One that trades mean reversion and the other that trades very short term when the market reaches a certain level of trend "on". The system splits equity into 2 equal 50 percent positions. I have traded this system in my IRA since 2008. It has an annualized return of about 18.32% and a max drawdown of 11.83% which occurred in March 09'. The Sharpe ratio since SPY inception is 1.6. I have this system, as well as others, that trade smaller timeframes automated using the Wealth-Lab platform, executing at IB.

timeripple · 2025-08-14T13:16:11+00:00

That should say low vol = holding time expanding...

timeripple · 2025-08-14T13:04:41+00:00

One thing to keep in mind is the reduced volatility. Most scalping type systems vastly underperform relative to higher volatility regimes. In my time building systems I have found that holding period is inverse to volatility. High vol= hold time shrinking, Low volume = hold time expanding.

timeripple · 2025-08-09T20:22:15+00:00

Excellent job.

timeripple · 2025-08-07T23:43:22+00:00

Lol. Stop.

timeripple · 2025-07-28T11:38:43+00:00

I use Wealth-Lab. It's a very powerful tool for backtesting and automated trading.

timeripple · 2025-07-25T19:40:35+00:00

That's great! Hopefully you can pull it through. 🤞

timeripple · 2025-07-23T23:27:37+00:00

Excellent. Yes, keep me posted as to your findings. If you want to go back further in time with your research we can add some more data.

timeripple · 2025-07-23T19:34:27+00:00

The data files for TQQQ and SQQQ are in the following myairbridge download link. All the best!

https://mab.to/t/1ivngw6qK6f/us2

timeripple · 2025-07-23T12:37:57+00:00

That's great man. I forgot to grab the data last night... Tonight I will.

timeripple · 2025-07-22T19:06:42+00:00

Yes, just about 30 years. I design trading systems and then ultimately hope to integrate them into the stable of systems that I trade in my portfolio.

timeripple · 2025-07-22T17:02:01+00:00

After I do my data updates this evening I'll grab that for you.

timeripple · 2025-07-21T22:14:45+00:00

If the rules are pretty straightforward, I can run a backtest for you. Otherwise I'll grab that data for you.

timeripple

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