Algo Trading - Weekly Strategy For The E-mini S&P

[@HateDietPepsi]

Haven't done it recently, but I have used the 10 year treasury as a risk on/ risk off signal to go long the general market indices daily in the past and at times it has worked very well.

[@AlgoTradingWithKevinDavey]

Thanks for sharing!

[@tr0wb3d3r5]

I'll definitely test it out and report back in some time. Thanks!

[@AlgoTradingWithKevinDavey]

sounds good!

[@dklox]

1.If you just picked 6 for the one input in this strategy, does it mean you didn't use walk forward? 2. Would you include this strategy in your portfolio as is?

[@AlgoTradingWithKevinDavey]

I did not use walkforward here. I would run this strat through my full process before including it, but it certainly has promise.

[@covingtoncreek]

Pretty cool stuff! I appreciate how you often think outside the box. For this strategy, I'm guessing it has some pretty significant drawdowns on open trades?

[@AlgoTradingWithKevinDavey]

There was a big one during Covid...

[@orkedits]

How do you deal with rollovers?

[@AlgoTradingWithKevinDavey]

It is relatively simple, although the first few times are intimidating. It really is just a step by step procedure in entering and exiting trades, changing chart, etc.

[@user-mr-m12312]

The strategy is too simple, it won't work in realiy, right?

[@AlgoTradingWithKevinDavey]

Watch it live for a few months, that is best indicator.