CoalMiner41
6 posts
msg #94777
- Ignore CoalMiner41 |
7/14/2010 12:05:11 PM
hey guys, having trouble with a filter.
I am trying to buy stock X on the 13th of every month
and buy stock X 3 days before the end of each month.
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Kevin_in_GA
4,599 posts
msg #94804
- Ignore Kevin_in_GA |
7/15/2010 12:26:11 PM
I don't think this is possible in SF right now.
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wkloss
231 posts
msg #94816
- Ignore wkloss |
7/15/2010 7:27:08 PM
Coal Miner41,
I asked SF the same question a few days ago and what Kevin says is correct. It sounds like you are using something from one of Larry Connors books or what used to be called seasonality by a now defunct newsletter (market Logic, which could be the name of their book).
I traded the seasonality system during the last half of the 1990's and made a ton of money which I eventually gave most of back by changing the rules. The simplicity of the system and the ability to use leverage made this a great system...until it stopped working. I think Connors' version is backed by good research and uses different entry dates. When Market Logic sold to Wiley Publishing, seasonality was associated with a new newsletter which offered a simple metod for backtesting end of month trades. I don't recall if they offered mid month backtesting. I remain very interested in this type system and would like to find a way to backtest Connors' version. If you find a way, please post it.
Kevin likes Connors systems and hopefully he will share his thoughts on Connors system.
Bill
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