I posted yesterday that I wanted to "finish making a viable gap system". While not 100% complete, I have made significant progress. I posted some numbers on Gödel's Market in relation to the SPY, but I have run the tests for the top 50 on the S&P500 and have it set up to run for any stock I want to test.
I'm excited.
I still need to run profit, date, drawdown, over-extension (past the gap) and other analyses, but this is a step in the right direction. Hell, with a little work, I don't see why this can't be the start of the simple "automated trading" program I wanted to write. I wouldn't let it run on its own with real money, at least not yet. But, it would be a nice project. And some day...
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