Quote from: Livermore on October 15, 2014, 11:32:18 PM

What is the basis of your algorithm?

Already answered that, as far as I will answer it for now...

Quote from: oda.krell on October 15, 2014, 11:02:02 PM

Q & A

Q: Is this a momentum-following strategy?

A: Yes and no. At the core of the strategy, there are several momentum signals, but they are combined in a not completely obvious way, I would claim. So the complete algorithm doesn't have much in common with, say, a classical exponential moving average strategy.

[...]

Q: Are you going to tell us the exact parameters of the method?

A: Not right now. Think of this as a 'public test' of the method, to see how it performs. If it fails, you're free to ridicule me publicly as well Cheesy