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Bottom probability with Dynamic Exit

Once the stock reaches a top, the VIX Increases again, and therefore the linear regression would be affected by the observation points in time [0:25], when in fact it could be that the top is reached at any point between that period. Therefore, here I added a “dynamic exit”, which checks for every bottom the time it takes for a sell signal to come between [0:25], and if none comes, the holding period is the maximum: 25.

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