1
/
of
1
store-traders-com
Stocks & Commodities V. 30:12 (8) Letters To S&C by Technical Analysis, Inc.
Stocks & Commodities V. 30:12 (8) Letters To S&C by Technical Analysis, Inc.
Regular price
$2.95 USD
Regular price
Sale price
$2.95 USD
Quantity
Couldn't load pickup availability
Letters To S&C by Technical Analysis, Inc.
LAST-HOUR TRADING TECHNIQUES
Editor,
I read Ashwani Gujrals August 2012 article in S&C (Last-Hour Trading Techniques). It presents a really nice idea. I would like to know: How many years of data did he use in his backtest (20002012?). Which data vendor did he use and which software backtesting tool? How many stocks are included in the backtest? How many of the Indian stocks are liquid, and does he use a liquidity filter?
Im in Germany, and my research shows that only around 100-150 German stocks are tradable from a liquidity point of view. Did Gujral test markets other than the Indian stock market for this idea?
Joachim Lenz
Author Ashwani Gujral replies:
Lets get straight to your questions:
1) I have tested this strategy over the last two years (with real money). I would think this strategy would work on most days because there is always activity somewhere in the market.
LAST-HOUR TRADING TECHNIQUES
Editor,
I read Ashwani Gujrals August 2012 article in S&C (Last-Hour Trading Techniques). It presents a really nice idea. I would like to know: How many years of data did he use in his backtest (20002012?). Which data vendor did he use and which software backtesting tool? How many stocks are included in the backtest? How many of the Indian stocks are liquid, and does he use a liquidity filter?
Im in Germany, and my research shows that only around 100-150 German stocks are tradable from a liquidity point of view. Did Gujral test markets other than the Indian stock market for this idea?
Joachim Lenz
Author Ashwani Gujral replies:
Lets get straight to your questions:
1) I have tested this strategy over the last two years (with real money). I would think this strategy would work on most days because there is always activity somewhere in the market.
Share
