jackmack
334 posts
msg #139673
- Ignore jackmack |
11/30/2017 4:19:51 PM
Kevin_in_GA
Don't mean to dump this here on this thread but thought it interesting
Remember this one you did years back?
It's very interesting when using for long only using XIV as apposed to the SSO/SDS combo of original intent
I know a couple of the XIV filters probably contain some variation of stoch crossovers
and was just thinking about this one last night for some reason and just found it interesting.
I have no way of back testing this to see if its viable or just coincidental - but found it interesting
enough to ponder
SYMLIST(xiv,vxx)
SET{GO_short, COUNT(STOCHASTICS %D(5,1,5) BELOW STOCHASTICS %D(5,1,10),1)}
SET{GO_long, COUNT(STOCHASTICS %D(5,1,5) ABOVE STOCHASTICS %D(5,1,10),1)}
SET{NULL,0}
ADD COLUMN SEPARATOR
ADD COLUMN GO_LONG {GO LONG}
ADD COLUMN GO_SHORT {GO SHORT}
ADD COLUMN SEPARATOR
ADD COLUMN STOCHASTICS %D(5,1,5) {%D(5,1,5)}
ADD COLUMN STOCHASTICS %D(5,1,10) {%D(5,1,10)}
DRAW GO_SHORT ON PLOT NULL
DRAW GO_LONG ON PLOT NULL
DRAW STOCHASTICS %D(5,1,5) ON PLOT STOCHASTICS %D(5,1,10)
|
SAFeTRADE
644 posts
msg #139675
- Ignore SAFeTRADE |
11/30/2017 8:16:57 PM
Updated correctly tonight from Yahoo with no freezing and closing.
|
tennisplayer2
210 posts
msg #139680
- Ignore tennisplayer2 |
11/30/2017 11:25:37 PM
Ed S. and Kevin, thank you very much for the help. I was able to import using ACSII because of you two.
|
davesaint86
725 posts
msg #139684
- Ignore davesaint86 |
12/1/2017 8:18:42 AM
I imported the price data using Yahoo. Thanks Ed and Kevin for the ASCII import instructions. Will try importing using this method this weekend.
|
davesaint86
725 posts
msg #139687
- Ignore davesaint86 |
12/1/2017 9:27:24 AM
http://charts.equityclock.com/volatility-index-vix-seasonal-chart
Interesting seasonality site. Here is the VIX seasonal chart.
|
Kevin_in_GA
4,599 posts
msg #139688
- Ignore Kevin_in_GA |
12/1/2017 9:32:00 AM
People saw the 3 new BUY signals last night. Please remember to look only at the PORTFOLIO selections, since with 30 filters it can signal more than 10 active trades.
As for me I am in the XIV trade at my max level for now so I will not be taking these signals today, even though the open is less than my current cost average. Good luck to all.
|
pthomas215
1,251 posts
msg #139703
- Ignore pthomas215 |
12/1/2017 12:13:44 PM
Kevin, I am curious..on your system, were there 3 new buy signals last night on 1) XIV specifically or 2) the S&P ?
|
shillllihs
6,044 posts
msg #139710
- Ignore shillllihs |
12/1/2017 1:02:26 PM
PT.,
I don't think he wants to come out right now, he says he invests over 2million in XIV.
so this is a touchy subject at the moment. Hope you understand.
Come back when he holds through all the chaos and proclaims a big win.
|
Kevin_in_GA
4,599 posts
msg #139712
- Ignore Kevin_in_GA |
12/1/2017 1:36:47 PM
The buy signals are for XIV, based on filters #18, #32, and #34 in the file I sent out to folks already.
@shilllihs: Only holding 10,000 shares at $119.83 average cost. Not happy about today's price action, but I will hold these positions until the filters posted here tell me to sell. Completely transparent about this since all of the system details are included here.
|
nibor100
1,031 posts
msg #139713
- Ignore nibor100 |
12/1/2017 2:11:45 PM
I get only 2 BUY signals using 11/30 XIV prices, #32 and #34.
with Holds in 7 other filters/strategies.
Ed S.
|