Post #5748 by lizgdal on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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The signals from barchart MADQ produce signals similar to gtr1 [NHNLDiff] in 2024 and 2025.
gDate is the if(NHNLDiff>-0.4,1,0) signal day.
bcDate is the signal date using weighted moving average of barchart MADQ >0.
daysDiff is bcDate - gDate.

  gDate   [NHNLDiff]  ___  daysDiff   bcDate   MADQwma
20240111     Bear              0     20240111    Bear
20240129     Bull             -3     20240126    Bull
20240205     Bear              0     20240205    Bear
20240208     Bull              1     20240209    Bull
20240314     Bear              0     20240314    Bear
20240321     Bull              6     20240327    Bull
20240404     Bear              1     20240405    Bear
20240506     Bull              1     20240507    Bull
20240523     Bear              0     20240523    Bear
20240712     Bull              3     20240715    Bull
20240802     Bear              0     20240802    Bear
20240821     Bull              1     20240822    Bull
20240904     Bear              0     20240904    Bear
20240916     Bull              1     20240917    Bull
20241001     Bear              1     20241002    Bear
20241014     Bull              0     20241014    Bull
20241031     Bear              1     20241101    Bear
20241105     Bull              1     20241106    Bull
20241118     Bear              0     20241118    Bear
20241125     Bull              0     20241125    Bull
20241213     Bear              0     20241213    Bear
20250124     Bull
20250129     Bear
20250130     Bull
20250131     Bear
20250205     Bull
20250207     Bear
20250103     Bull              3     20250106    Bull
20250108     Bear              0     20250108    Bear
20250604     Bull              0     20250604    Bull
20250617     Bear             -1     20250616    Bear
20250626     Bull              1     20250627    Bull
20250801     Bear              0     20250801    Bear
20250813     Bull              0     20250813    Bull
20251031     Bear             -1     20251030    Bear

There are 6 [NHNLDiff] signals in late Jan and early Feb 2025 that are missing from the MADQwma signal. These are whipsaws over a few days caused by the -0.4 cutoff in [NHNLDiff] ([NHNLDiff] varies from -0.11 to -0.73 over these days.)

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