> You may want to experiment with the VolumeAcceleration indicator which is > checked in.
I've been experimenting with Pendulum based strategies and I've found out that they are not performing well in periods like past August. I also have tried optimizing these strategies using only hi-volatility periods but then when the volatility is low again they can add important losses. I'm thinking in adding some kind of market parameters (max volatility, max dd, ...) based on the optimized period and compare with the real time market, if the real market data is outside these parameters then switch off the strategy. Any thoughts about this idea? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
