Spy is a pretty easy function to approximate on bigger time frames. Would be nice if this was correct but this is the approximation of the next 500 trading days.
on 5 min 500 bars. shows a pop then back down. Doing 1:1 still as per the testing
still working with long horizon on the 5 min chart. Going to see if the has alpha so expect about 50 trades. Forecasting 500 bars on a 5 min chart. Using 1:1. If no alpha we can alter R:R to see if it changes expected value but I doubt it.
since 15 min model has alpha but it takes a long time for those trades to play out I decided to start forecasting from the 5 min chart. Lets see how these go.
Got stopped out and added some contracts here. Max close of 0.0956 over next few days
bought some here. I could see this hitting 7.4240 by a few days. Its a possible run situation
model shows long. I also showed the predicted range. As you can see there's some downside but ultimately up the next few days. I am long here.
First short with the futures account. I figured soon enough there won't be any buys on the spot market so I opened a futures account as well.
made a ton of progress with the model today. Quite proud. -Use more data -predict until you get direction -bankroll/risk*2 -still 1:1 for best EV
We had a nice selloff today. Lost a few trades. trying to get back on the bandwagon.
not sure how I feel about this one bc the range is so mall. Volatility is high but trust the process.
I don't short bc I don't have margin or futures but it shows short for the next 300 bars or so. not trading advice. good luck
if you take a look at the bigger trend we should see another pop. Going long here 1:1 RR as usual
low volume and volatility and wide spread but I wanted to try something a little different. Not trading advice.
Crypto is quite hot lately. Momentum is heavy to the upside. Model shows more likely we test the highs before we test the lows. Best of luck.
need to get better at these shorts. Lets see how this plays out.
we retest highs before going down any. Ive ran other models that show a bigger drop first but ultimately we retest the highs.