Using Regime Filters in a Strategy

11/25/24 • 37 min

What is a regime filter and is it useful?

That's the question we discussed on this episode - Michael and Dave have completely different approaches.

Here are links to articles referenced in the episode:
Why I Ignore The Overall Market When I Trade
Why I Avoid Overall Market Filters in Strategies
Is The Market Really More Likely To Continue As The Gap Is Bigger?

What is a regime filter and is it useful?

That's the question we discussed on this episode - Michael and Dave have completely different approaches.

Previous Episode

Removing Bad Trades from a Strategy

A listener asks how he can remove 30% of the trades he's taking in his trading strategy that he knows are hurting his results.

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Next Episode

Choosing Backtesting Software

Trade-Ideas OddsMaker
Amibroker
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Line Your Own Pockets - Using Regime Filters in a Strategy

Transcript

Michael00:00:00.880

Okay, everyone. Welcome back to another episode of Line Your Own Pockets. Today, I actually had to interrupt a conversation me and Dave were having in the green room there and said we gotta turn on the cameras for this because it was already getting a little bit interesting. We're answering another question that we got from Twitter from a gentleman called Day Trading Zoo, who is actually commenting on one of my videos about how to potentially chang