Hi Guys - I am new here and I would be grateful for your thoughts on the results of my trading model. It uses tech analysis and a bit of funky maths. The results are encouraging. It makes trades anywhere between subsequent days to up to a few weeks apart. It best described as an MA system but it is very good at picking peaks so the net result is quite profitable.
The buy/sell price is a weighted average of the OHLC with a bias on the Open and Close (and more toward the close). That seems the fairest approach IMO for estimating a realistic trade price. I set it up with Options in mind hence the profit/losses in both directions. I guess it could just as easily be used for entry/exit signals in shares.
I have tried six major shares and have similar results (BHP,ANZ,WBC,RIO,TLS,CBA).
The test uses daily data over 5 years. Rio gave about $160 for the same period.
Regards Monte
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Last
$29.64 |
Change
-0.440(1.46%) |
Mkt cap ! $88.41B |
Open | High | Low | Value | Volume |
$30.01 | $30.03 | $29.54 | $122.8M | 4.139M |
Buyers (Bids)
No. | Vol. | Price($) |
---|---|---|
1 | 5000 | $29.61 |
Sellers (Offers)
Price($) | Vol. | No. |
---|---|---|
$29.64 | 22392 | 4 |
View Market Depth
No. | Vol. | Price($) |
---|---|---|
1 | 5000 | 29.610 |
1 | 300 | 29.590 |
3 | 1036 | 29.580 |
2 | 500 | 29.570 |
3 | 7261 | 29.560 |
Price($) | Vol. | No. |
---|---|---|
29.640 | 19392 | 3 |
29.650 | 10084 | 4 |
29.660 | 12039 | 4 |
29.670 | 19570 | 3 |
29.680 | 9868 | 4 |
Last trade - 16.10pm 04/10/2024 (20 minute delay) ? |
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ANZ (ASX) Chart |