Happy Labor Day to everyone!
And especially to all the fellow risk workers in the markets. You understand me.
Today I have a deep review of the Motion Sentinel system.
The automated strategy I use in American stocks.
In January, I made an adjustment with volatility filters, and it has survived Trump's stresstest; now I'm looking to optimize without entering overfitting (it's not easy)...
With daily entry and exit, one of the important points is the time window.
Testing how much could improve/influence eliminating the last hour of trading (14:00), since the hit rate is not the highest and the signals are fewer and noisier.
Still, I have doubts about whether it's better: "not to touch it because it works," contrasted with "there's always room for improvement."
Any advice? It is welcome.
In the same way, time will help me know if I make the right decision or if I need to take a step back.
Long live trial and error, as long as the risk is controlled :)
Ah, and the profit factor is 1.6, that's why it is profitable; I know that 30% is not the best hit rate, in fact, it used to be higher, but it is surviving, so something is something.