Index futs -- ES, SPI, GC, CL, page-1093

  1. 16,286 Posts.
    lightbulb Created with Sketch. 302
    Tweaked my algo. It looks the same, but it measures efficiency of buying/selling activity instead of just buying and selling volume.

    Efficient buying means price appreciates a good amount per volume of aggressive buying.
    Efficient selling means prices falls a good amount per volume of aggressive selling.

    I figure if buying or selling is efficient, then it may continue in the same direction. It's my own idea, so I don't know if it will work. The 2 min backtest is ok.
    I'm just posting because it looks nice. I don't trust backtests.

    288 long trades on a 2m chart.

    https://hotcopper.com.au/data/attachments/6700/6700187-86ccd10521160a0295dedadd6ec67de4.jpg

    Last edited by float^: 27/12/24
 
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