StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 45 46 47 48 49 >>Post Follow-up
davesaint86
725 posts
msg #134530
Ignore davesaint86
2/24/2017 8:51:05 AM

Kevin just to let you know, I have the highest one year (84%) public portfolio called Adaptive Midterm Volatility on ETFReplay. All I'm using is your weekly 3 week and daily price filters. I changed the allocation to VXX yesterday based on the daily triggering two days ago. The weekly is close to triggering a buy for VXX.

SAFeTRADE
646 posts
msg #134927
Ignore SAFeTRADE
3/15/2017 7:24:58 AM

Here is an interesting take (I think) on Kevin's post from 2/23/2017.

Fetcher[
set{vxv, ind(^vxv,close)}
set{vix, ind(^vix,close)}
set{vix1, vxv / vix}
set{vix1x100, vix1 * 100}
set{rsix2, rsi(2) * 2}



draw vix1 line at 1
draw rsix2 on plot vix1x100
draw vix1x100 line at 120



symlist(spy,xiv)
draw rsi(2)
]



c1916
77 posts
msg #135044
Ignore c1916
3/21/2017 9:55:12 PM

The simple IFT filter for volatility triggered today for the first time in about six weeks (UVXY to be specific). The question is whether this is a trailing indicator representing today's action or whether there will be an additional spike tomorrow. Traditionally it has been accurate as a predictor, FWIW.



gmg733
788 posts
msg #135047
Ignore gmg733
3/21/2017 10:57:50 PM

This pullback might be a good oppty to get into XIV or SVXY. :)

Kevin_in_GA
4,599 posts
msg #135057
Ignore Kevin_in_GA
3/22/2017 11:25:38 AM

Futures are expiring today - the new APR/MAY contango levels are only a little above 5%, and several of my secondary indicators are flashing caution. I agree that this is a pullback rather than a correction, but right now I want XIV to get to 69 or thereabouts before I jump in.

shillllihs
6,047 posts
msg #135336
Ignore shillllihs
4/7/2017 7:39:16 PM

I know this is another of your defunct systems but wondering if the Xiv portion of it was plausible, I took another look. August 18, 2015, system 3 flashed long, then dropped 50%. How is this possible with your claim that non of the systems fell that low. Was it offset by a simultaneous exit signal?
I'll be waiting for an answer.

simplegolpadia
11 posts
msg #135538
Ignore simplegolpadia
4/19/2017 10:38:26 PM

Hi Kevin,

I'm following trades from your 'KEVIN'S SHORTING 3X ETFS THREAD' thread. The success rate of those trades is simply amazing.

Are those trades based on the short filters at the beginning of this thread or are they from a different system not posted on SF ?

Best Regards.

Kevin_in_GA
4,599 posts
msg #135541
Ignore Kevin_in_GA
4/20/2017 10:12:04 AM

A completely different set of filters - none are posted here. Note that while I use EOD data as the input for these filters, I decide my entries and exits discretionarily - usually using a limit order that is higher than the open price, and an exit based on a round number profit target (usually $250 or $500 unless the trade is running well in my favor).

jdinkel
4 posts
msg #135993
Ignore jdinkel
5/20/2017 12:39:15 PM

Hi Guys,

This discussion is amazing.

This is one of the better strategies:
http://tm.cmlviz.com/index.php?share_key=p47N5FE2Qzb4o7aY

I'm gonna see if using your technical indicator can help me get the best use out of that strategy.

If you prefer trading the VIX, you can execute this strategy:
http://tm.cmlviz.com/index.php?share_key=Jjqa4H4ql2X11tiN


I like trading VXX. Get a tastyworks account https://start.tastyworks.com#/login?referralCode=B7TTZM2N4J and have at it.

Best Regards,
Jason Dinkel

mahkoh
1,065 posts
msg #136003
Ignore mahkoh
5/21/2017 3:04:50 AM

I tend to avoid links that look like that.

StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 45 46 47 48 49 >>Post Follow-up

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