Dump it Here

[Skate]

Skate.

 

[Skate]

Skate.

 

[Rsthree]

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Skate.

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Skate.

Just like to raise a glass and say thanks again for Skate's effort and perseverance on this (Action Strategy) live training and trading program. The strategy is turning in great results and giving newbies like myself the training and confidence to stay in the game. Cheers!

Also I'll say again, the weekly system and buying at auction is an extremely efficient way to trade as it takes minimal effort and maintenance. With my recent workload and lack of spare time, employing a more involved way of trading i would have dropped the ball on may occasions.

Just as an example, managing the weekly system takes about 15-20 minutes of effort once a week. In my previous foray into trading I'd be spending an hour or so every night scrutinising charts and then placing the trades during the day. This level of involvement also plays more on your trading psyche.

 

[Newt]

On Norgate subscriptions and backtesting - have to admit I agree that Platinum is worth it. After transitioning 12 months ago to Norgate (from the old "Premium Data" product) have been very impressed with speed and reliability of database updates but the option to test against current and historical ASX index consitutents is illuminating. Beside being technically more accurate, I feel it gives an extra dimension to "challenge" backtests by "shuffling the deck" for the order tickers come up in tests. The risk of over-fitting depends on your strategy development and testing/walk forward etc testing but any additional insight is helpful. For $270 extra its a signficant extra expense - but then the future opportunity costs of being misled by poor development/backtesting could add up to much more.

 

[Skate]

Skate.

 

[Skate]

Market Sentiment
I previously received a "PM" about how to determine the current market sentiment on a daily time frame & could it quickly catch the change. I've made an extreme amount of posts on market sentiment, realising even the best traders find it difficult to pick the change. The recent recovery from the COVID-19 flash crash is being created haphazardly & it's all to do with the sentiment of traders & nothing else.

Is there a good explanation to explain the sentiment of the market
Trends form because of "market sentiment" & that sentiment can change in a heartbeat. It's important to remember, the "sentiment" of players creates momentum in both directions but I've noticed the number of signals increase exponentially with the current (bullish) market sentiment.

Developing a Daily Sentiment Strategy
I'm not one for trading daily but there are those who prefer that method for a variety of reasons. My next few posts hopefully stimulates enough interest to think about developing your own unique "Daily Sentiment Strategy", a trading method that allows you to trade comfortably that suits your personality.

Skate.

 

[Skate]

Researching
The "private message" mentioned in my previous post set off a chain of events challenging me to find a more effective way of generating buy signals. These signals need to be based on sentiment to enter the markets on a daily basis.

The importance of emotions (sentiment)
The probability of success increases when we trade with the prevailing market sentiment which means we should only be buying when the overall market is rising. To capture trading opportunities on a daily periodicity we need a more efficient way of determining the sentiment that's currently fluctuating daily.

Using "sentiment" to predict changes
When picking up on market sentiment we have the ability to detect a trend as early as possible. Recent emotions resulted in the COVID-19 flash crash which caused the market to trend down extremely quickly, catching most of us. With all downtrends, they eventually turn. The recovery is looking to be the quickest ever as traders sentiment has turned, which gets me thinking, how do we capture this?

Skate.

 

[Skate]

What is market sentiment & how do we trade it?
Understanding sentiment can allow us to gauge where the market is heading & hopefully we can capitalise on this change in direction. Market sentiment is a general attitude of traders that can be a positive, neutral or negative. The sentiment is said to be bullish when there is a positive attitude & bearish when it's negative, so how do we capture this?

Opportunities in trading
Markets are driven by sentiment, the reason we look for opportunities to trade. The importance & impact of the sentiment of traders shouldn't be underestimated. Technical analysis can help us understand this, but trading this "sentiment" is another kettle of fish.

Skate.

 

[Skate]

Skate's Daily Sentiment Strategy
The new "Daily Sentiment Strategy" measures sentiment. The strategy defines both bullishness (over-optimism) & bearishness (over-pessimism) that can lead to a change in a trend.

Current thinking
Looking at charts of the last few months has altered my thinking about the waves of rising prices. Traders are beginning to get bullish with increasing confidence as the markets have been on the rise for the last 5 months.

"Skate's Daily Sentiment Strategy" measures bullishness/bearishness
The strategy is based on comparing the number of rising days to declining ones. This idea is not new & not my own but in saying this, it's easy to incorporate into a trading idea. The idea is to include both time & sentiment.

How do we do this?
We simply store a value of (1) for each higher close above the previous period & a value of (-1) when it isn't. With this calculation method, the time is covered & categorised bullish or bearish. In addition, a positive or a negative value serves the sentiment condition. For smoothing purposes, a triple exponential moving average (TEMA) of those plus & minus values is divided by the total number of days of the period generating the signals. Easy peasy!

Skate.

 

[Skate]

Backtesting
I made a previous remark that I would resist posting backtest results. But for the evaluation of this Daily Strategy I'll make an exception. Maybe @willy1111 or @stafe may be kind enough to reproduce more accurate backtest results having Norgate's “Platinum subscription” when I upload the strategy (afl).

I'll refrain from uploading backtest results as I don't have Norgate's “Platinum subscription” only the "Silver" & I didn't realise the huge difference between the results over a short period of time.

Backtest results from 1st January to 21st August 2020 (this calendar year)



Skate.

 

[TraderJimmy]

Interesting idea @Skate. So when this sentiment pre-condition is met, what are the buy conditions...a ranking of the stocks showing the strongest sentiment?

 

[Skate]

Interesting idea @Skate. So when this sentiment pre-condition is met, what are the buy conditions...a ranking of the stocks showing the strongest sentiment?

@TraderJimmy I was waiting to see if there was any interest before making additional posts.

Amibroker
Some members don't have Amibroker so I'll post the code & at the same time upload the (afl) for others to backtest & evaluate. The strategy is uploaded for educational purposes only.

FYI
I've used the new Norgate Updater (NDU) format - you will need to change it to suit the format of your data supplier. This strategy has been designed to take advantage of trending markets.

Skate's Daily Sentiment Strategy for ASF Members
Created by: Skate - Last revision 20th August 2020

_SECTION_BEGIN( "# Skate's Daily Sentiment Strategy Exploration" );
//=================================================================================
//1. The "SetOptions" are management options & they are a feature of Amibroker
//=================================================================================
TradingFunds = Param( "Trading Funds - $", 5000, 1000, 10000000, 1000 ); // User-definable parameter, accessible via Exploration parameters - changes are reflected immediately. (Default $5k bets) - INSERT any amount
SetOption( "InitialEquity", 100000 ); // $100k Inital Equity (allows for 20 X $5k bets)
SetOption( "PriceBoundChecking", 1 ); // True: Adjust prices so that they fall within the High-Low range
SetOption( "CommissionMode", 2 ); // Use $ amount
SetOption( "CommissionAmount", 19.95 ); // CommSec commission rate
SetOption( "UsePrevBarEquityForPosSizing", 1 ); // True: Use previous bar closing equity to perform position sizing
SetOption( "AllowSameBarExit", False ); // False: Trade is exited & we move to next bar ignoring other signals
RestorePriceArrays( True ); // Restores original price & volume arrays after the call to SetForeign.
SetTradeDelays( 1, 1, 1, 1 ); // Trade delays, the delay is required for backtesting

//=================================================================================
//2. The "Buy Filter" - decides when we will trade & also our trailing stop levels
//=================================================================================
Index = Foreign("$XAO.au","C",True); // I've used the new Norgate Updater (NDU) format - IMPORTANT: change if the format is different to your data supplier
MAfilter = MA( Index, 20 ); // 20 Day lookback period
IndexBuyFilter = Index > MAfilter; // Index Filter = ON: When the close is greater than the 20 Day simple moving average the Index Filter is ON [trailing stop set to 20%] + [buy + sell signals generated]
IndexSellFilter = Index < MAfilter; // Index Filter = OFF: When the close is less than the 20 Day simple moving average the Index Filter is OFF [shortens trailing stop to 10%] + [only sell signals generated]

//=================================================================================
//3. Add all our other filters
//=================================================================================
Liq = C * V; // Liquidity Filter
CV = 500000; // Volume Filter
Liqfactor = Liq > CV; // Liquidity Filter
ROCFilter = ROC( C, 20 ) > 30; // Rate Of Change (ROC) Momentum filter
ROCParameter = Param( "ROC Parameter", 8, 0, 52, 1 ); // 8 Day Rate of Change period
MOMFilter = ( ROC( C, 10 ) >= ROCParameter ); // Momentum filter - the closing price of the last 10 Days is greater than the last 8 Days
NoStrength = Close < MA( Close, 12 ); // If the closing price is less then the Simple Moving Average of the last 12 Days it's considered there is no strength in the move

//=================================================================================
//4. Add a sentiment buy condition
//=================================================================================
MAp = Optimize( "MAp", 14, 5, 20, 1 ); // The optimised EMA period (14) is used for the Daily Sentiment calculation.
MApV = Optimize( "MApV", 14, 5, 20, 1 ); // The optimised MA period (14) used when calculating the MA of the Daily Sentiment.
VLow = Optimize( "VLow", 40, 10, 90, 10 ); // The optimised "Low level" is set at (-40) meaning the value is negative
VHigh = Optimize( "VHigh", 40, 10, 90, 10 ); // The optimised "High level" is set at (+40) meaning the value is positive

function DSC( MAp )
{
R = sign( C - Ref( C, -1 ) ) * V;
VP = EMA( R, MAp );
TV = EMA( V, MAp );
return Nz( 100 * VP / TV );
}

DS = Cross( DSC( MAp ), -VLow ); // Buy if the (Daily Sentiment) crosses -40 from below (VLow)
NoUpTrend = Cross( VHigh, DSC( MAp ) ); // Sell if the (Daily Sentiment) crosses +40 from above (VHigh)

//=================================================================================
// Open new long positions only when the Sentiment is positive
//=================================================================================
Cond1 = C > Ref( HHV( C, DS ), -1 ); // Buy when the closing price of the (Daily Sentiment) crosses -40 (VLow) from below
Cond2 = IndexBuyFilter; // Buy ONLY when the Buy Filter is ON
cond3 = C >= 0.05; // Buy only if the closing price is greater $0.05 (5 cents)
cond4 = C <= 10; // Buy only if the closing price is less than $10.00
cond5 = liqfactor; // Buy only when the Liquidity filter is TRUE
cond6 = ROCFilter AND MOMFilter; // Buy only when the Rate of Change filter & Momentum filter is TRUE

Buy = cond1
AND cond2
AND cond3
AND cond4
AND cond5
AND cond6;

//=================================================================================
//5. Add a sell condition
//=================================================================================
Sell = C < MA( C, 50 ) AND NoStrength AND NoUpTrend; // Sell when the close is less than the moving average of the last 50 Days with the closing price is less than the Simple Moving Average of the last 12 Days or Sell when there is NoUpTrend as the trend has ended

//=================================================================================
//6. Add a two-stage trailing stop
//=================================================================================
ts1 = 20;
ts2 = 10;
ts = IIf( IndexBuyFilter , ts1 , ts2 );

ApplyStop( stopTypeTrailing , stopModePercent , ts , exitatstop = 2 ); // Apply Stop = [ts] Trailing Stop [exitatstop = 2] means check High-Low prices but exit NEXT BAR on regular trade price.

//=================================================================================
//7. Remove excessive signals & add "Position Sizing"
//=================================================================================
BuyPrice = Open; // Buy the next day at open
SellPrice = Open; // Sell the next day at open

Buy = ExRem( Buy, Sell ); // Removes additional buy signals
Sell = ExRem( Sell, Buy ); // Removes additional sell signals

//=================================================================================
// Position Sizing
//=================================================================================
PosQty = 20; // Position Quantity = Maximum 20 positions
PositionSize = -100 / posqty; // 100% of the equity divided by the Position Size
SetOption( "MaxOpenPositions", PosQty ); // Maximum number of open position

//=================================================================================
//8. Add "Filters for the Exploration Analysis"
//=================================================================================
Filter = Buy OR Sell; // Buy & Sell Filters

//=================================================================================
//9. Add Buy & Sell coding for use in trading the pre-auction
//=================================================================================
BuyOffered = Close * 1.03; // +3% Buy premium over the last closing price
BuyOffer = ceil( BuyOffered * 100 ) / 100; // The amount is rounded up no matter the price (ceil function used)

SellOffered = Close * 0.97; // -3% Sell premium below the last closing price
SellOffer = floor( SellOffered * 100 ) / 100; // The amount is rounded down no matter the price (floor function used)

//=================================================================================
//10. Add the Exploration code
//=================================================================================
ToBuyPosSize = floor( TradingFunds / BuyOffer ); // Trading Funds divided by buy offer of (+3%) buy premium over the last closing price
ToBuyPosCost = BuyOffer * ToBuyPosSize; // The cost of buying the amount of share

PositionScorer = 100 - Close; // Lowest priced security at BuySetup trigger is taken first
PositionScore = Ref( PositionScorer, -1 ); // Previous bar (-1 bar)

//=================================================================================
//11. Add columns to report & sort the Exploration Analysis results
//=================================================================================
AddColumn( IIf( Buy, ToBuyPosSize, Null ), "# shares", 1, colorWhite, colorDarkGreen, 90 ); // Exploration Analysis - this column displays quantity of shares to buy
AddColumn( IIf( Buy, BuyOffer, Null ), "$ Buy Offer", 1.2, colorWhite, colorDarkGreen, 110 ); // Exploration Analysis - this column displays pre-auction buy offer price (+3% premium added to the last closing price)
AddColumn( IIf( Buy, ToBuyPosCost, Null ), "$ Cost", 1.2, colorWhite, colorDarkGreen, 80 ); // Exploration Analysis - this column displays the total ($) you will pay for the qty of shares at the +3% primum
AddColumn( IIf( Sell, SellOffer, Null ), "$ Sell Offer", 1.2, colorWhite, colorRed, 110 ); // Exploration Analysis - this column displays pre-auction sell offer price (-3% discount to the last closing price)

SetSortColumns( -2, -3, -4, -5, -6, 1 ); // Sort the columns in correct order

_SECTION_END();

//=================================================================================
//12. Add code to the chart & plots the signals. Also adding a Buy Ribbon
//=================================================================================
_SECTION_BEGIN( "Price" );

SetChartOptions( 0, chartShowArrows | chartShowDates );
_N( Title = StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " + WriteVal( V, 1.0 ) + " {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ) ); // Chart settings

Plot( C, "Close", ParamColor( "Color", colorBlack ),
ParamStyle( "Style", styleNoTitle | styleBar, maskAll ) ); // User-definable parameter, accessible via Chart parameters - changes are reflected immediatelly. (Bar Chart Default)

PlotShapes( Buy*shapehollowUpArrow, colorWhite, 0, Low, -20 ); // Displays Buy up arrow on the signal bar
PlotShapes( ( Sell > 0 ) * shapeDownArrow, Coloryellow, 0, High, -40 ); // Displays Sell down arrow on the signal bar
PlotShapes( Ref( Buy, -1 ) * shapeHollowSquare, colorWhite, 0, O, 0, 0 ); // Displays a white square on the buy bar
PlotShapes( Ref( Sell, -1 ) * shapeHollowCircle, colorYellow, 0, O, 0, 0 ); // Displays a yellow circle on the sell bar

BuyFilter = IIf( IndexBuyFilter, True, False ); // If Buy Filter is TRUE (ON), or If Buy Filter is FALSE (OFF),
RibbonColor = IIf( Buyfilter, colorGreen, colorRed ); // If Buy Filter is TRUE (ON) the ribbon is GREEN, or If Buy Filter is FALSE (OFF) the ribbon is Red
Plot( 1, "", RibbonColor, styleArea | styleOwnScale | styleNoLabel, -0.0001, 190 ); // Plots the Buy Filter Ribbon [green = ON] [Red = OFF]

for( i = 1; i < BarCount; i++ )
{
if( Buy[i - 1] ) PlotText( "Buy\n@ " + O, i, L * 0.9, colorWhite ); // Displays white buy price (opening price) under the white box (buy bar)

if( sell[i - 1] ) PlotText( "Sell\n@ " + o[ i ], i, H[ i ] * 1.1, colorYellow ); // Displays yellow sell price (opening price) above the yellow circle (sell bar)
}

_SECTION_END();

Skate.

 

[Skate]

Sentiment of the markets
The current volatility has the market not knowing which direction to take & for this reason I'm talking about "Market Sentiment". The VIX measures fear & greed & everything in between. I think there's is value in evaluating a stand-alone VIX strategy as sentiment drives the market & there is no better judge then the VIX.

I use the VIX in combination with other indicators (probably about 4 in all). Mine are obviously not coded (big disadvantage, far more time consuming having to look at stuff) but you can still get there (even if you can't code) and have a pretty good idea what is going on. Obviously (or maybe not so obvious) you can use the VIX in both directions (as Mr Skate is doing). There is a significant amount of information contained in this (seemingly) simple indicator. Clearly from the posted backtests, the advantage is clear.

A VIX indicator versus a VIX Strategy
Measuring sentiment with an "Indicator" is okay but how do we make it work as a stand-alone strategy?

Making the VIX tick will be the trick.
How can we create a strategy to take advantage of the current situation till life gets back to normal. I've made these series of posts searching for a more efficient way to gauge the "sentiment of the markets" a more efficient way to "predict changes" in market direction so we can gain an advantage or try to.

Skate.

 

[Skate]

How do we use the Implied Volatility Index (VIX) as a trading strategy?
Implied volatility (VIX) will help quantify market sentiment using uncertainty & fear displayed in the VIX index (S&P 500 options index) in a "unique way". I'm sure there will be some benefits using this method when trading but my ultimate desire is to stimulate enough interest about "market sentiment" when formulating a trading plan. Finding a trading method that allows you to trade consistently & confidently is going to be the key.

We can borrow ideas and indicators from anywhere and anyone but we must first accept them as our own in order to have the confidence to use them properly.

My research
My research has confirmed that the Aussie VIX index (XVI) moves in unison with the S&P 500 options index (VIX), but using the average of the Aussie VIX to measure volatility lacks the accuracy of the alternative.

The reason the US VIX is more effective as a sentiment indicator is that the SP500 is a better representation of the overall US market than the XJO in the ASX. Our market is dominated by two sectors, financial and materials. Other industries aren't properly represented in the main indices.

Skate.

 

[Skate]

It worth repeating again
Without Norgate's “Platinum subscription” backtesting is less than reliable. "Platinum Subscription" users of Norgate data are able to make use of Historical Index Constituents which means that before a trade is taken the software checks to see it is in the relevant index at the time the trade is entered. I made a previous remark that I would resist posting backtest results but for the evaluation of this Daily VIX Strategy, I'll make another exception.

Backtest results using the All Ordinaries (XAO) from 1st January to 21st August 2020 (this calendar year)



Skate.

 

[Skate]

How does the Daily Vix Strategy gets it's buy & sell signals
Before @TraderJimmy asks the question, let me explain the methodology behind the strategy. To get the buy & sell signals I've used a looping function to indicate when the VIX index is below or above its 50-day moving average over a series.

The buy & sell conditions (with filters)
When the "fear index" is coming down & is less than (10) we buy. Alternatively, we sell when the "fear index" is going up & is greater than (10).

Summary
The idea floated by @ducati916 is clean, simple & easy to implement. Accepting Duc's idea is one thing, adding it as a trading strategy is another. A thorough evaluation should be undertaken before trading this idea.

Skate.

 

[WilsonFisk]

Hi @Skate fantastic insights - I have been using a similar style of filter, albeit significantly more crude (HHV and LLV over x period instead of the MA) to some success.

One question/thought I would propose is one around using a longer timeframe for trading (again weekly), as I would think there may be too much noise on a daily basis for it to be effective.

Over a weekly timeframe, I would think there would be sufficient sustained data to confirm 'fear' or 'greed' had set in, where as on a daily it could just be whims of the market??

Food for thought for some peeps I hope. Nowhere near as insightful as what @Skate usually provides but if it helps 1 person I am happy

 

[ducati916]

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How does the Daily Vix Strategy gets it's buy & sell signals
Before @TraderJimmy asks the question, let me explain the methodology behind the strategy. To get the buy & sell signals I've used a looping function to indicate when the VIX index is below or above its 50-day moving average over a series.

The buy & sell conditions (with filters)
When the "fear index" is coming down & is less than (10) we buy. Alternatively, we sell when the "fear index" is going up & is greater than (10).

Summary
The idea floated by @ducati916 is clean, simple & easy to implement. Accepting Duc's idea is one thing, adding it as a trading strategy is another. A thorough evaluation should be undertaken before trading this idea.

Skate.

Just responding to Mr Skate's thoughts re. 'sentiment'. Sentiment has no place in a trader's/investor's arsenal.

Why?

Because of the way that human memory functions. When humans are faced with complicated real-life problems, we do not undertake a probability calculation: we make up a narrative or we remember a narrative, which constrains future thinking in terms of probability.

Santayana's famous lines: "Those who cannot remember the past are condemned to repeat it:" could just as easily be reframed as: what you remember about the past, will influence what you predict for the future.

Example:




Nobody alive remembers the Spanish Flu. Most are not even aware (prior to COVID) that such an event even took place.

Few may however remember 2009:



And what happened in 2009:



Which from a corona virus perspective was nothing.

So in 2020:



The news (as preserved by Mr bigdog) that identified a new corona virus, was picked up on:



And was (amazingly) recognised as a real black swan event in real time.



But the market, after initially reacting, just nodded off: until, it didn't.

Mr Skate's indicator will exit and re-enter you into the market the second fastest of any indicator (probably) devised to date. I believe I still hold the fastest, however, that will be I'm sure tested in due course.

The purpose of Mr Skate's post is clear: if he can code the indicator, anyone can, if they put in enough work. The nudge in the right direction is already provided.

The takeaway is this: it is very hard to recognise a black swan from the get-go: and even if you do, what exactly did you do to protect your portfolio? The thread from pg1: https://www.aussiestockforums.com/t...cations-of-a-sars-coronavirus-outbreak.35169/

Just reading the first couple of pages indicates that most simply do not appreciate the enormity of the news and what is coming. By pg.20 there is only 1 person who sold shares to lighten. By pg.22 the crash starts: still little action taken.

Anyway, the point is that this thread is an example of just how bad humans are at predicting the future based on news flow.

Take the hint: forget trying to parse the news. Rather, develop something quantitative that operates on probabilities and save/make a fortune.

jog on
duc

 

[Skate]

Just responding to Mr Skate's thoughts re. 'sentiment'. Sentiment has no place in a trader's/investor's arsenal.

@ducati916 I hear you loud & clear.

I'm asking myself how can I contribute to ASF? Reminding you readers that I post to keep myself engaged, focused and on track with whatever trading activity I've decided to share.

All posters contribute in their own particular way
The "Dump it here" thread is for the sharing of ideas in such a way to educate those starting out on their trading journey. @WilsonFisk posted some valuable information in his previous post that others should investigate as it's comments like his that give inspiration to us all. Some time ago the Duc dropped something similar about using the VIX that has been invaluable to me.

Food for thought for some peeps I hope. Nowhere near as insightful as what @Skate usually provides but if it helps 1 person I am happy

Posters are always looking for inspiration
It's good to see Peter is back posting, he's currently wondering "what trading idea to post about next" has got me thinking. I don't trade Daily strategies & to be truthful I consider it to be time-consuming. There is nothing better to spend less than 15 minutes a week trading, placing my orders over the weekend when it suits me. Imagine having to spend 15 minutes a day trading a daily strategy.

Being naturally lazy
I'm wondering if I have the stamina to trade day-in-day-out, but I'm willing to give it a go.

Skate's Daily VIX Strategy
This is the perfect strategy to kill two birds with one stone by putting a blow torch to the Duc's VIX idea & trading his idea on a daily basis. Peter made the comment "I post to keep myself engaged, focused and on track" so I intend to do the same. Another thing, posting & updating the daily progress of the "VIX Strategy" will keep the "Dump it here" thread active. Whereas some might like to check-in & watch the daily progress.

Skate.

 

[Skate]

Skate's Daily VIX Strategy
Daily Strategy (Start Date: Today 24th August 2020)
$300,000 Capital
20 Position Portfolio
$15,000 Positions re-balanced

How are the buy & sell signals generated?
The methodology behind the VIX Strategy is clean, simple & easy to implement. I've used a looping function to indicate when the VIX index is below or above its 50-day moving average over a time series. When the "fear index" is coming down & is less than (10) we buy. Alternatively, we sell when the "fear index" is going up & is greater than (10).

Going forwards who knows what this strategy will do
Beginners need to remember all strategies take time to develop, so let's be patient.

Summary
Backtesting indicates @ducati916 idea has merit & I'll be interested in how his idea progresses as a stand-alone trading strategy. To kick off the strategy it had one buy signal today (HT1).

Skate.