DMUNCASTER
34 posts
msg #113124
- Ignore DMUNCASTER |
5/4/2013 11:07:24 AM
Thanks Kevin. That gives me some hope.
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jackmack
334 posts
msg #113145
- Ignore jackmack |
5/6/2013 7:43:16 AM
amar
Check page 21
13 April 2013
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jimmyjazz
102 posts
msg #113165
- Ignore jimmyjazz |
5/7/2013 12:24:22 AM
Kevin, what do you think of mahkoh's mod on page 27 where he uses SPY in the CMF filter? Is that an improvement? Seems reasonable, but most of this is outside of my pay grade.
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Kevin_in_GA
4,599 posts
msg #113177
- Ignore Kevin_in_GA |
5/7/2013 11:19:12 AM
Stratasearch does this calculation without issue, unlike SF. I think this is a decent work-around, but one could also reduce the number of divergence filters from 10 to 5 (that all work as they should using SF code) and you'd be OK as well.
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jimmyjazz
102 posts
msg #113185
- Ignore jimmyjazz |
5/7/2013 12:19:45 PM
Thanks. Is your 10-filter C2 system a composite version; i.e., you issue a single buy or sell for the index, or do you trigger partial trades based on the number of "agreeable" indicators?
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Kevin_in_GA
4,599 posts
msg #113188
- Ignore Kevin_in_GA |
5/7/2013 1:56:31 PM
Each filter element controls 1/10th of your trading positions in SPY. Exits are when the exit signal is triggered without a corresponding divergence signal still in play. Sounds a little confusing, but it is pretty simple to do.
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jimmyjazz
102 posts
msg #113189
- Ignore jimmyjazz |
5/7/2013 2:06:54 PM
Sounds like my accountant would have a stroke!
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jackmack
334 posts
msg #113190
- Ignore jackmack |
5/7/2013 2:16:22 PM
Kevin
Not sure if you saw this but thought if anyone could do something with it - it would be you
http://www.etfscreen.com/blog/2013/02/26/monthly-seasonality-and-etfs/#more-1048
I know the divergence filter is killer but just thought maybe you could work on something like this to add to quiver of amazing filters.
Just a thought
Cheers
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cnncurt
2 posts
msg #113556
- Ignore cnncurt |
5/20/2013 9:48:20 AM
Kevin -
With Pangolin D, are you using the composite filter (p. 22?), and if so what is your criteria for issuing buy and sell signals?
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Kevin_in_GA
4,599 posts
msg #113558
- Ignore Kevin_in_GA |
5/20/2013 10:01:51 AM
With Pangolin D, my criterion for issuing BUY and SELL signals is that you are a subscriber.
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