StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM | << 1 ... 20 21 22 23 24 ... 49 >>Post Follow-up |
mahkoh 1,065 posts msg #131916 - Ignore mahkoh |
10/14/2016 6:20:52 AM Yellen speaks today at the Boston fed confetence at 12:00, when in profit it may be an idea to take some off the table. |
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dtatu 143 posts msg #131919 - Ignore dtatu |
10/14/2016 9:49:45 AM my today s trade: DEBIT 1 + VIX FUT 20161116 - VIX FUT 20161019 0.47 SMART(USD) BOT 1 VIX, 20161116, Futures, SMART, USD 17.44 SMART(USD) 01:08:03 SLD 1 VIX, 20161019, Futures, SMART, USD 16.97 SMART(USD) 01:08:03 I keep alternating trades between: 1. VIX futures spreads F1-F2 2. Inverse trade on e mini ES futures 3. Inverse trade on e mini ES options spreads I"ll post the closed trades in batches of 10. PS Also, whether Yellen speaks or not, I stick with the system signals , otherwise the stats will not reflect anymore the value of the system, IMO. |
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mahkoh 1,065 posts msg #131931 - Ignore mahkoh modified |
10/15/2016 4:58:03 AM You do have a point there. On the other hand few will hold it against him when a trader has a backtested system but avoids stocks where earnings are due shortly. We are trading volatility here and although yesterday turned out to be a non event, if anyone is libal to ignite a volatility spike it's the fed chair. |
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dtatu 143 posts msg #131934 - Ignore dtatu modified |
10/15/2016 6:31:48 PM Question for Kevin: I was looking at the section 2, page 1 , equity curve 1999-2009 : mid 2001 to mid 2003 and 2008-2009, the equity curve, goes nowhere : do you think one would be able to follow religiously the system for 2 years with no palpable profit? I , probably , would bail out , in real time; what about you, guys? Do you think this system should have a filter for high VOL / BEAR markets and be OUT of it during those periods? I've seen some previous filters of yours ( 4 horsemen,etc) for negative markets. Maybe incorporating them might improve the performance and making it more realistic to follow? Better being in cash or following another system , better adapted to bear markets ? Also, if you 'd be able to zoom in the stats during those periods, might help to have a better idea about winners/ losers etc? Thanks for your input. |
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Kevin_in_GA 4,599 posts msg #131935 - Ignore Kevin_in_GA |
10/15/2016 9:19:00 PM mid 2001 to mid 2003 and 2008-2009, the equity curve, goes nowhere : do you think one would be able to follow religiously the system for 2 years with no palpable profit? For those times almost no profit crushed the market - this is designed to simply test the system with challenging out-of-sample data to make sure it does okay. I am not trying to further optimize but rather just make sure it is not already overfit to the five year time frame over which it was developed. |
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gmg733 788 posts msg #131936 - Ignore gmg733 |
10/15/2016 10:07:04 PM Trade the system. Be mechanical. That is an edge. |
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Kevin_in_GA 4,599 posts msg #131941 - Ignore Kevin_in_GA |
10/16/2016 9:29:11 PM SIGNALS FOR MONDAY 10/17/16 NO NEW SIGNALS.
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Kevin_in_GA 4,599 posts msg #131971 - Ignore Kevin_in_GA |
10/17/2016 8:30:41 PM SIGNALS FOR TUESDAY 10/18/16 NO NEW SIGNALS.
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Kevin_in_GA 4,599 posts msg #131993 - Ignore Kevin_in_GA |
10/18/2016 7:58:14 PM SIGNALS FOR WEDNESDAY 10/19/16 BUY-TO-COVER ON 2 UNITS TOMORROW AT THE OPEN.
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Kevin_in_GA 4,599 posts msg #132022 - Ignore Kevin_in_GA |
10/19/2016 10:09:17 PM SIGNALS FOR THURSDAY 10/20/16 BUY-TO-COVER ON 3 UNITS TOMORROW AT THE OPEN.
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StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM | << 1 ... 20 21 22 23 24 ... 49 >>Post Follow-up |
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