Posts Tagged ‘Optimization’

Goodbye Bumblebee, Hello Ladybug

September 25, 2009

I had grand schemes and lofty goals for the Bumblebee system. But barring an egregious mistake in my walk-forward of the system, I have to let the critter go. The White Bumblebee (first version) suffered massively in its synthetic real-world experience, like a patient etherised on the table only to suffer reality’s cruel but necessary knife. I had other versions queued up and ready to improve upon the simplest version, but they did no better in their walk-forwards. Not to worry, there are many more insects in the hopper. Next one sprawling on a pin is the Ladybug. It is based on Keltner band breakouts. Keltner bands are like Bollinger bands, but they’re based on ATR instead of standard deviation. The basic idea is that once the band is breached, take a trade in the direction of the excursion and enjoy great inflows of capital into your account. (more…)

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