A practice that can improve results in intraday program trades is to only trade with the market, or only trade the direction that coincides with your meta analysis. In this case that might translate into only taking positions on days the market futures are up (above a threshold) pre-market and/or only trading tickers that you expect to rise over a 6-12 month timeframe.
While far from a silver bullet these can help you avoid buying positions when the market is hopeless, or trying to play a statistically losing game. It might be worth testing.
Make sure you include all trading fees and software license costs in your models.
While far from a silver bullet these can help you avoid buying positions when the market is hopeless, or trying to play a statistically losing game. It might be worth testing.
Make sure you include all trading fees and software license costs in your models.