[LS_Chad]

In this first video, we formulate our trading idea (Fading the VWAP Bands), develop it into a trading system, add the system to a chart and perform our first backtest. I also discuss why I'm doing this, why this system was chosen, and what I intend to accomplish with this video series.

www.linnsoft.com/fade

[electroniclocal]

What a great idea, Chad. A must watch for all of us automating trading. Looking forward to the whole series. Please keep the momentum going.

[BlowFish]

.................

[LS_Chad]

Thanks guys. I will pick it back up Monday morning with another video. I will post all videos on twitter also as they're available (Username: InvestorRT)

[LS_Chad]

Video 2 ,"Refinement and Optimization", completed: Investor/RT - Fading the VWAP Bands

In this second video, we took a closer look at the backtest reports and identified key statistics to keep an eye on during our refinement of the system. We re-coded the system to allow for optimization. We performed our first optimization in which we found the optimal targets and stops.

[LS_Chad]

Video 3 ,"Refinement and Optimization: Part II", completed in series "Fading the VWAP Bands: Idea Thru Automation"

In this third video, we continue to refine and optimize the system. We were able to substantially increase the profit per contract with some changes suggested by users. The band magnitude was optimized and code was added to prevent trading during the first hour and to prevent trading during trend days.

Investor/RT - Fading the VWAP Bands

[Trendup_]

Originally Posted by LS_Chad »

Video 3 ,"Refinement and Optimization: Part II", completed in series "Fading the VWAP Bands: Idea Thru Automation"

In this third video, we continue to refine and optimize the system. We were able to substantially increase the profit per contract with some changes suggested by users. The band magnitude was optimized and code was added to prevent trading during the first hour and to prevent trading during trend days.

Investor/RT - Fading the VWAP Bands

Wrong hyperlink for:
Video 3: System Refinement and Optimization: Part II June 25, 2010

It links to video two.
Cheers

[macdfx]

I thought I was watching the same video twice, but wasn't sure. Had that "deja vu" feeling.

Glad I wasn't alone on this...