Kevin_in_GA
4,599 posts
msg #139574
- Ignore Kevin_in_GA |
11/28/2017 10:11:40 PM
BUY and SELL signals are to be transacted at the open price tomorrow, thus no price listed.
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SAFeTRADE
644 posts
msg #139575
- Ignore SAFeTRADE |
11/28/2017 10:22:43 PM
Thanks Kevin.
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nibor100
1,031 posts
msg #139578
- Ignore nibor100 |
11/29/2017 12:21:17 AM
Running the XIV Nightly Signals for 11/28 returned 1 Hold of #16 , and 1 SELL of #6 and surprisingly 1 BUY of #6. Seems a little odd to me to have a Buy signal in a strategy simultaneous with that very same strategy's Sell signal, but I guess if it keeps brokers happy....
Can anyone confirm they got the same 3 signals for 11/28?
Thanks,
Ed S.
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Kevin_in_GA
4,599 posts
msg #139580
- Ignore Kevin_in_GA |
11/29/2017 6:45:31 AM
I got that as well - if you were not already in the #6 trade I would treat it as a new BUY. Other wise it is a HOLD. No clue as to why there would be conflicting signals from the same strategy ...
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ferndave
65 posts
msg #139581
- Ignore ferndave |
11/29/2017 8:22:26 AM
Is it because the 'allow re-entry of trades on day of exit' is ticked?
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Kevin_in_GA
4,599 posts
msg #139583
- Ignore Kevin_in_GA |
11/29/2017 9:19:17 AM
Probably - good catch.
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nibor100
1,031 posts
msg #139620
- Ignore nibor100 |
11/29/2017 2:53:46 PM
There were 37 occurrences of these kind of same day same strategy entry and exit trades in my backtest of the dates Kevin used,(1/1/13 to 9/29/17). So probably not a big impact on results...
9 in Strategy #1, 2 in #12, #15 and #19, 14 in #23, 6 in #28, and 2 in #6.
4 of the ones in #23 occurred consecutively. all positive small gains.
for the curious,
Ed S.
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davesaint86
725 posts
msg #139623
- Ignore davesaint86 |
11/29/2017 8:17:45 PM
Kevin or Others
The signal results will only go back 1 year. However, I also included the Multisystem, which can be run over any period for which you have historical data. Run it and then run a Detailed Analysis on the result. Within the Detailed Analysis is a separate tab for all trades taken during that period.
What are the steps for running the Multisystem? Do I first go into Multisystem Setup and change Maximum Open Positions Per System from 0 to 10? Do I leave Allow Multiple Purchases of Symbols Across Systems Checked? After this do I click on Run/Multisystem with the XIV Sector checked?
Where do I set the run dates?
Thanks Dave!
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Kevin_in_GA
4,599 posts
msg #139625
- Ignore Kevin_in_GA |
11/29/2017 9:40:28 PM
Been having some issues downloading the data tonight as well - went back to the tried and true ACSII data import of the .csv file for XIV.
Here are the signals for tonight that I got. Please let me know if anyone else is getting different results.
| Side | Action | PF | OrderType | Product | Symbol | Name | BuyDate | BuyPrice | ClosePrice | GainLoss | SystemName | | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 118.1 | | XIV MULTISYSTEM #3 | | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 118.1 | | XIV MULTISYSTEM #20 | | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 118.1 | | XIV MULTISYSTEM #31 | | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 118.1 | | XIV MULTISYSTEM #33 | | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 118.1 | | XIV MULTISYSTEM #38 | | Long | Hold | 10 | | Stock | XIV | XIV | 11/17/2017 | 108.01 | 118.1 | 9.34% | XIV MULTISYSTEM #16 | | Long | Hold | 10 | | Stock | XIV | XIV | 11/29/2017 | 120.47 | 118.1 | -1.97% | XIV MULTISYSTEM #6 |
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shillllihs
6,044 posts
msg #139627
- Ignore shillllihs |
11/29/2017 10:20:20 PM
This is what I tried to do years ago(buy&sell units multidirectional using an ETF) but didn't have the tech savvy to accomplish it. As for me, I like my system but this could help out in a non bull market. In a bull market, anything will work.
Since so many are having trouble with the technical side, maybe you can put all on an auto mailing list, or better yet, get back on C2, charge everyone $20 a month which C2 allows you to lock in, which would give you a nice base, then you can charge the rest $149 You'd prob. Make $25k side money. The only problem is, no one has ever been able to master a bear market at C2. Anyone who can actually do that could make as much as 100k there and rule the site. Or the other option is for someone to convert as many as is feasible to SF.
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