How to create Bull/Bear ETF system?

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How to create Bull/Bear ETF system?

Postby Jaded » Sat Mar 10, 2012 3:38 pm

I am experimenting with leveraged ETF's such as MWJ (Bull) and MWN (Bear). What I am trying to do is create a multisystem that uses strategies for a Bear ETF sector when strategies for the Bull ETF sector is not active. This seems a bit complicated and might be impossible with multiple strategies in a multi-system. The only way I can think of it working is with single symbols and only 1 strategy for Bullish and 1 strategy for Bearish.

Does anyone else have any suggestions for this? Right now I have a Bull sector setup with 5 leveraged ETF's for Bull markets and 5 leveraged (inverse) ETFs for Bear markets. As I said, I'd like to switch to the bear sector when the bull sector does not have any held positions.

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Re: How to create Bull/Bear ETF system?

Postby Overload » Sat Mar 10, 2012 6:52 pm

There isn't a feature in StrataSearch for strategy interaction in this way. But what I'd recommend is spending the time to create your own rule that defines the bear versus bull market. That is a big question in itself, and worthy of its own exploration in my opinion.

When you have that trading rule, you can include it in your search, turning on the bullish trades during the bull markets and turning on the bearish trades during the bear markets.

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