[idea] Fifth Copper System #idea #copper #101tradingideas

Fifth Copper System

101 Trading Ideas:

Trade an Artificial Intelligence

An End-of-Day Copper System:

Illustrates the idea of trading a simple artificial intelligence that buys when the longs are making money and goes short when shorts are making money.

Buy Rules

Six or more of the last 13 closes have been up

Either the last long trade made money or both the last long and short trades lost money  //the artificial intelligence

 Sell Rules

Six or more of the last 13 closes have been down

Either the last short trade made money or both the last long and short trades lost money  //the artificial intelligence

Exit Rules

Exit after 3 days

Results, 2006-p:

206/395 wins/trades: 51%

Avg trade: $0.013

z score: 2.6

profitable 9 of 11 years

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