Thanks Kirk. I've spent the long weekend catching up and have been following along. I actually did the same thing today, since it had executed exactly 0 trades. Essentially mirrored the filters to the bot (love how I was able to save the filters, so I can just use my saved filters next time I'm checking the bot). Realized for me it was the 15-30 day window combined with the "not trading through FOMC" option. With a meeting coming up, it had a clash and just nothing qualified. Once I unchecked the FOMC box, it immediately executed 12 trades or so. If the FOMC option must be checked, I can see it creating some obstacles if the window has to be 15-30. I wonder if it makes sense to adjust the expiration window when approaching FOMC, or if it's just better, as you said, to let it go dormant. Overall though, love the EV series, seriously interesting stuff.
Thank you Kirk. I have just about pulled the last few hairs that I have out of my head trying understand what the log has been telling me. This is going to help me develop more confidence in the EV approach.
great case for 5 min scans " )
Kirk, based on Rob’s latest research article, that PoP should really be 50%. DTE should be 20-30. Cheers
Thanks Kirk. I've spent the long weekend catching up and have been following along. I actually did the same thing today, since it had executed exactly 0 trades. Essentially mirrored the filters to the bot (love how I was able to save the filters, so I can just use my saved filters next time I'm checking the bot). Realized for me it was the 15-30 day window combined with the "not trading through FOMC" option. With a meeting coming up, it had a clash and just nothing qualified. Once I unchecked the FOMC box, it immediately executed 12 trades or so. If the FOMC option must be checked, I can see it creating some obstacles if the window has to be 15-30. I wonder if it makes sense to adjust the expiration window when approaching FOMC, or if it's just better, as you said, to let it go dormant. Overall though, love the EV series, seriously interesting stuff.
I found the same and yours will be the same Kirk. Even if you had valid trades, they wouldn’t get in because of the next FOMC meeting
Thank you Kirk. I have just about pulled the last few hairs that I have out of my head trying understand what the log has been telling me. This is going to help me develop more confidence in the EV approach.
Would it be possible to print the values for alpha and ev for filtered positions?