pthomas215 1,251 posts msg #131476 - Ignore pthomas215 |
9/24/2016 2:32:47 PM
risjr, days range helps limit the number of stocks, however I think it limits performance too. I just sort by perf score and go 1 day back and take one from the top row. it's a pretty good strategy. also I noticed that the more expensive the stock the bigger the bump. just something I noticed on backtesting.
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risjr 229 posts msg #131477 - Ignore risjr |
9/24/2016 2:57:38 PM
Sounding interesting. Do you use adval above a certain # ?.. Please provide additional details..
Thanks in advance!
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mahkoh 1,065 posts msg #131482 - Ignore mahkoh |
9/24/2016 4:13:40 PM
Wonder why the results are set to sort on historical performance descending?
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pthomas215 1,251 posts msg #131485 - Ignore pthomas215 |
9/24/2016 6:53:55 PM
risjr, I dont use adval really. I just didnt see a correlation...meaning i didnt see that the higher the adval the quicker you are to a bump.what I am suggesting is momentum trading. hard to stop a train. if you take the higher perf scores from the previous day, many times you get the additional bump the next day. (i.e. instead of trading the lowest williams and the lowest RSI and hoping to get the bounce back, you are trading those that showed a small/decent spike already). Just make sure you look at fundamentals too..i.e. if it's oil/energy and oil is down that day, consider waiting for it to bottom out.
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shillllihs 6,044 posts msg #131486 - Ignore shillllihs modified |
9/24/2016 7:39:41 PM
My take on this filter,
SHORTY
A short ETF precedes every spike, be it Tvix tza dust etc. but not every setup is a winner.
These could work well with options. If someone wants to try to optimize further, feel free.
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pthomas215 1,251 posts msg #131487 - Ignore pthomas215 |
9/24/2016 8:08:33 PM
shillis, thanks... I never really noticed that about the etf short.
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shillllihs 6,044 posts msg #131488 - Ignore shillllihs modified |
9/24/2016 8:47:16 PM
Actually it was really quite astounding till I ran into a couple misconnects.
I was ready to shout it from the rooftops. But even so, it looks like there is at least
1 day spike 90% of the time. Caught the big run ups of 14 and 15. Caught the bump
2 weeks back. It's good but would like to eliminate the miscues.
Maybe this could be a good precursor to place a hedge with 3 weeks to a month
Tvix calls.
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risjr 229 posts msg #148763 - Ignore risjr |
8/2/2019 11:41:16 AM
Greetings
Does anyone have any idea how to trade this filter?
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shillllihs 6,044 posts msg #148764 - Ignore shillllihs |
8/2/2019 11:58:29 AM
Probably wait for parabolic to go green.
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KSK8 561 posts msg #148765 - Ignore KSK8 |
8/2/2019 12:56:13 PM
risjr,
That filter doesn't work anymore, and this thread itself is outdated, markets change.
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