Experiment 3

This week we started the next experiment in the series.  The results of Experiment 2 indicated that the MACD 1/5 EA was better than the rest, and the results were statistically significant.  In addition, we saw some indications that the shorter timeframes were more profitable, and that the MACD and DMA versions were better than the MAFR version, although not all of these results were statistically significant.

Given the above, Experiment 3 focuses on the MACD and DMA versions, both at the short timeframes, and in different operational modes as shown in the figure.

Where:

Mode A is the original operational mode previously studied.  The entry trigger is PN=0.2, and statistics are segregated by session and day of the week in addition to indicator states
Mode B is the same as A, but there is no day of week segregation.  Only the session data is kept separate
Mode C uses no segregation between day of week or session.  The only data bins are those defined by the indicator states.

This experiment is complete.  See the results here.

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