graftonian
1,089 posts
msg #128848
- Ignore graftonian |
5/31/2016 11:41:00 AM
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Mactheriverrat
3,153 posts
msg #128849
- Ignore Mactheriverrat |
5/31/2016 11:48:16 AM
Interesting code graftonian
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graftonian
1,089 posts
msg #128850
- Ignore graftonian
modified |
5/31/2016 12:21:34 PM
Yeah Mac, just trying to decide which is the better indicator to combine with ADX and PSAR. I've been a fan of UPRO and SPXU, so ran a SHORT backtest using IFT.
date buy date sell buy $ sell $ $10,000.00
UPRO 10/5/2015 11/12/2015 $57.90 $63.32 $10,936.10
SPXU 11/12/2015 2/22/2016 $32.51 $35.02 $11,780.44
UPRO 2/22/2016 4/29/2016 $53.31 $63.81 $14,100.73
SPXU 4/29/2016 5/24/2016 $28.51 $27.75 $13,724.84
UPRO 5/24/2016 5/30/2016 $64.92 $67.10 $14,185.72
results could be better using a more sophisticated exit.
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Mactheriverrat
3,153 posts
msg #128862
- Ignore Mactheriverrat
modified |
6/1/2016 8:53:47 AM
On UPRO and SPXU
One exit could be one the side if your long might be the break down of price vs MA(4) where the ma(4) starts going below MA(4) one day ago. Then price starts breaking down vs the EMA(9) or EMA(13). A added indicator to watch for breakdown might be the Weekly RSI(2).
Just saying.
Maybe some of the old timers here might have something to add.
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graftonian
1,089 posts
msg #128867
- Ignore graftonian |
6/1/2016 11:00:05 AM
Thanks Mac, I'll take a look at those
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