Stocks & Commodities 2011-01 | Combining RSI with RSI (Konner)

Author: Eugene

Creation Date: 12/13/2010 4:03 AM

Wealth Lab » Trading Strategies » Stocks & Commodities 2011-01 | Combining RSI with RSI (Konner)

Eugene

12/13/2010 4:03 AM

Code for Stocks & Commodities 2011-01 | Combining RSI with RSI (Konner) strategy published.

We recommend downloading it directly using the convenient "Strategy Download" feature (found in Wealth-Lab's "Open Strategy" dialog).

wphill

12/13/2010 3:47 PM

I'm surprised to see a strategy that is not "actively" traded. Nicely surprised.
This would have a nice application for a "diversified" portfolio with a small number of asset classes where each position is traded on this strategy, whereby if a position is closed it can be reallocated to leading positions with lowest correlations, or placed in a short position, or left in cash, or whatever.

Eugene

12/13/2010 3:54 PM

Surprised is a good word that applied to me too and it was pleasure writing that Traders' Tips text.

Konner

12/31/2010 9:14 AM

Hi Eugene,
The idea you mentioned in TASC about leaving "loser trades" earlier is brilliant!
I've had an idea myself - working with a moving stop loss, that increments with an annual interest rate at 5-7%.

@wphill: Thanks for the kind words ;-)

Best
Peter Konner, Denmark

MikeCaron

12/31/2010 2:08 PM

BTW, I have always appreciated the extra effort shown by Wealth-Lab's staff in the TASC's Trader Tips section. Almost every month the team goes the extra distance by doing tweaks to push a method a little more or filling in some gaps to make it more mechanized. Thank you for your past efforts and have a great new year!