jackmack
334 posts
msg #108315
- Ignore jackmack |
10/8/2012 2:38:14 PM
Kevin
I am trying to build the rsi and stoch filters in Prodigio
Can you please post a screen shot just from stockcharts (or even here) that gives a
visual of what the rsi and sctoch filter results look like so I can try and model a filter in Prodigio.
I just opened a Stratasearch account (first 30 days free if anyone else interested) to see if I could
plug the filter rules in that you have so graciously provided so I could visually see what these two
in particular look like, but there is a little bit of a learning curve with Stratasearch and feel more
comfortable in Prodigio now - so....
If you can that would be great - if not I get it.
Thank you
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voidcomp
23 posts
msg #108320
- Ignore voidcomp |
10/9/2012 9:41:59 AM
Did this system trigger a buy again, at least on some of the indicators? If I understand correctly, the buy indicator remains in buy status while the sell signal has dropped off and no longer signals sell.
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duke56468
683 posts
msg #108321
- Ignore duke56468
modified |
10/9/2012 1:18:35 PM
Kevin, do you just stay in cash when the entry and exit signal trigger on the same day (July 19th on the stochastic filter),
or would you have still been in the trade from the July 9th trigger?
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frsrblch
35 posts
msg #108322
- Ignore frsrblch |
10/9/2012 3:33:59 PM
Based on the entry condition codes he included with each filter, Stratasearch will buy at the open the day after the entry conditions are triggered regardless of whether the exit conditions are met. The stock would then be held until the exit conditions are met.
I haven't had a chance to look into this one myself or I would link an example of the trades Stratasearch is executing.
It might be worth looking into whether you should enter if both the entry and exit conditions are met the day before.
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mahkoh
1,065 posts
msg #108323
- Ignore mahkoh |
10/9/2012 4:26:18 PM
My common sense would be to stay out of the trade if an exit is triggered. I would assume the fact that it triggers to be a signal that it is time to take profits.( or losses)
I don't have statistics to back this up but my gut feeling tells me it may be best to wait for a couple of the entries to trigger before opening a position. Since the exit dropped on Friday the only one that has triggered so far is the CMF divergence filter.
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bramdc
6 posts
msg #108348
- Ignore bramdc |
10/11/2012 2:36:27 PM
Hi Kevin,
new here on SF, and especially interested in learning about pattern trading,
this filter seems to be interesting to build up positions for S&P500,
now what about the 'inverse' way, to build up short positions, are these filters easy to adapt to trigger short signals?
Best, bramdc.
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Kevin_in_GA
4,599 posts
msg #108353
- Ignore Kevin_in_GA
modified |
10/12/2012 8:45:39 AM
Jackmack: there really is no reason to develop this in Prodigio since the signals are end-of-day, and all entries and exits are at the open on the following session. Thus I have not developed any of these in Prodigio and can't show you how it is done.
Spend time learing Stratasearch - it's capabilities are quite impressive, and I have given you all of the code you need to replicate each of these filters.
Duke: Have not really looked at what Stratasearch does in this case, but my gut feeling would be to stay out if you get both an entry AND exit signal on the same day.
Bramdc: I have not looked at this. Might try it over the weekend.
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jackmack
334 posts
msg #108360
- Ignore jackmack |
10/12/2012 11:28:20 AM
Kevin
Okay thank you on the Prodgio side
As for Stratasearch I have just started in with that site and am working through the learning curve.
Thank you
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Kevin_in_GA
4,599 posts
msg #108362
- Ignore Kevin_in_GA |
10/12/2012 11:56:47 AM
Jackmack:
Send me an email from www.statisticalinvesting.com and I'll send you the necessary files to get these filters fully functional in Stratasearch, and also versions that can be easily optimized and backtested.
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jackmack
334 posts
msg #108398
- Ignore jackmack |
10/16/2012 4:51:09 PM
Kevin
E-mail request has been sent.
Thank you
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