RSI Trading of Index ETFs

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RSI Trading of Index ETFs

Postby progster » Sun Sep 27, 2009 8:06 pm

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Here are summary results of a run using the latest release of BTSeqMgr along with CFT's RSI Suite for TradeStation on index ETF symbols:

Some top RSI trading results for Index ETFs

This test
  • looked at 2 years (5/15/07 - 5/15/09)
  • varied the RSI base period, smooth period, and entry/exit levels
  • used max bars to hold (MBTH) exits
  • was done automatically by BTSeqMgr across multiple symbols and timeframes
  • best result per symbol/timeframe is shown above (this file generated automatically by BTSeqMgr)

The entire set of results above was generated on a "push the button and walk away" basis.

For each symbol and timeframe, a whole set of output files was created, like so:

File Outputs for single symbol/timeframe

Like those stats? Want to see the trades on a chart?
It's as simple as reloading the generated workspace (.tsw file), opening the already generated/saved optimization report, and clicking on the results of interest, causing the chart to load.

Of all the softwares I use, this BTSeqMgr/TS combination is the very best for batch optimization across symbols/timeframes with simple no-typing reload of individual results for visual examination of the trades.

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