tennisplayer2
210 posts
msg #131744
- Ignore tennisplayer2 |
10/4/2016 10:44:14 PM
Kevin, my computer scan did not come up with a sell tomorrow. Any idea why the discrepancy. Thanks.
|
gmg733
788 posts
msg #131745
- Ignore gmg733 |
10/4/2016 10:49:46 PM
Mine came up with it yesterday.
Are you using Yahoo data feeds? I think everything settles around 10p CST. So i run all my signals at 11p CST. But today I got a note to sell the 10/3 long buy at open today.
|
ferndave
65 posts
msg #131746
- Ignore ferndave |
10/4/2016 10:51:34 PM
mahkoh: On the SF version? Can you give me the date of an entry or two? I don't get why "draw entry" is showing zero entries.
|
tennisplayer2
210 posts
msg #131747
- Ignore tennisplayer2 |
10/4/2016 11:42:56 PM
gmg, yes, I am using yahoo feed and I just imported the prices and ran the scan again. No sell for tomorrow. Thanks.
|
mahkoh
1,065 posts
msg #131750
- Ignore mahkoh |
10/5/2016 6:35:34 AM
VIX long 6 entries: 3/17, 3/31, 7/14, 8/8 and 8/22
VIX long 10 3/7, 3/24, 6/1, 7/13 and 8/11
Not sure how I came up with 7 yesterday, must have looked up the wrong strategy.
Another thing: Yesterday I noted that the optimal day setting would be 17 days for long #10, but of the 47 trades in my testing period the longest was 6 days. I guess I'd better check each individual strategy.
And no exit here, but that's no surprise as I never got an entry for long# 9.
|
Kevin_in_GA
4,599 posts
msg #131751
- Ignore Kevin_in_GA
modified |
10/5/2016 8:33:40 AM
As of 8:32 AM this morning, I still get a SELL-TO-CLOSE signal for 1 unit of ^VIX with a closing value of 13.63. Right now the ^VIX has dropped overnight to 13.19 so this trade will close at a loss.
|
ferndave
65 posts
msg #131752
- Ignore ferndave |
10/5/2016 8:43:07 AM
Thanks mahkoh. SF still isn't showing entry signals on those dates for those two filters. I'm at a loss. No one else is getting the same lack of entry signals on long #6 or #10?
I changed the last line of the entry section of #6 to "set{entry, entry1 + entry2}." That provides results similar to the entry dates you posted above, with a few extra signals clustered around those dates.
|
gmg733
788 posts
msg #131754
- Ignore gmg733 |
10/5/2016 9:22:46 AM
It popped up again today as a sell. this wouldn't be the first time SS had a minor signal issue. It happens.
|
dtatu
143 posts
msg #131755
- Ignore dtatu
modified |
10/5/2016 9:32:00 AM
this AM, like yesterday evening I have a HOLD fot the 3 open LONG trades.
You think there might be a difference in some system or trade settings between us, guys?
|
graftonian
1,089 posts
msg #131756
- Ignore graftonian |
10/5/2016 10:12:18 AM
Messing around with Kevins filters to get a visual on how the "surrogate" triggers compare with VIX.
|