davesaint86
725 posts
msg #73310
- Ignore davesaint86
modified |
4/4/2009 9:46:23 PM
I attempted to develop a long-term trend filter for my and my wife's 401k plans since we cannot trade them freqently. I ran into trouble quickly and need some help. Thanks in advance.
Here are the Buy and Sell Rules
Buy 1% above the Weekly 30(MA). Set a stop 2.5% below the Weekly 30(MA). I would like the filter to contain a Buy column that would show a 1 as long as the price is at least 1% above the Weekly 30(MA). I would like to also like to see a column that shows the % difference between the current price and the Weekly 30(MA). I would like the filter to contain a Sell Column to show a 1 if the price falls 2.5% or lower below the Weekly 30(MA). I would like to see the stop-loss price column also.
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davesaint86
725 posts
msg #73323
- Ignore davesaint86 |
4/5/2009 3:02:52 PM
I've made some progress. Still trying to set the Buy column with a 1 in it (if split is > 0 it's a buy and a 1 should go into the buy column if the opposite a 1 should be in the sell column.
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davesaint86
725 posts
msg #73326
- Ignore davesaint86 |
4/5/2009 4:29:00 PM
I think I finally got it. I'm allowed to make changes every 15 days in my 401K and my wife is allowed to make changes every 30 days. The 30(MA) weekly may be too long of a time frame but is should keep us from frequent changes. Do any of you have a better suggestion on what timeframe I should use in this filter or suggestions or other filters that would work better based that we cannot short our 401K and the penalties for frequent trades.
Thanks - Dave
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chetron
2,817 posts
msg #73327
- Ignore chetron |
4/5/2009 4:40:15 PM
maybe............
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Eman93
4,750 posts
msg #73404
- Ignore Eman93 |
4/8/2009 8:33:20 PM
http://www.investorsinsight.com/blogs/thoughts_from_the_frontline/archive/2009/03/28/why-bother-with-bonds.aspx
You should read all his letters.
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davesaint86
725 posts
msg #73413
- Ignore davesaint86 |
4/8/2009 9:40:22 PM
Thanks you guys!
Dave
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