I recently gave a presentation on Sector trading using the 200-day moving average at the Northwest Traders and Technical Analysts. Some questions asked were:
- What if we only trade this monthly?
- What if we used weekly bars to trade only weekly?
- What if we used weekly bars to trade monthly?
The reason for these questions was to reduce the frequency of having to check signals and the total number of trades. My first response was that the results would probably be a little lower and the trade count also would be lower. But that was just a guess. I have been doing this long enough to know that I wrong 40% of the time. Curiosity got the better of me and I tested it out.
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Good Quant Trading,
Cesar
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