Eman93 4,750 posts msg #107648 - Ignore Eman93 modified |
8/15/2012 5:23:27 PM
the vertical lines are Option Expiration...only 3 out of the last 20 resulted in a "continuation". I got short today... long SDS
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duke56468 683 posts msg #107656 - Ignore duke56468 |
8/15/2012 10:51:12 PM
I got long SDS @14.43 based on Kevins stochastic cross filter, may have been a mistake since it is about to cross back up already. I could not get it to backtest well with a 3% trailing stop but it did backtest well the last 3 quarters with a regular 3% stop loss. Eman have you used Stockvision lately and did you get Retrospect?
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johnpaulca 12,036 posts msg #107659 - Ignore johnpaulca |
8/16/2012 12:09:15 AM
Trend is still seriously strong....bears aren't getting any traction, any dip is quickly gobbled up.
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Eman93 4,750 posts msg #107666 - Ignore Eman93 |
8/16/2012 9:08:39 AM
No haven't used stockvison.
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JP dont like the action in dolla this am.. for being short
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Kevin_in_GA 4,599 posts msg #107667 - Ignore Kevin_in_GA |
8/16/2012 9:49:40 AM
Duke:
If you got in SDS at 14.43 you are currently up on the trade, just barely. Even if the cross back to SSO happens by the end of the day, you probably will breakeven or at the worst lose a fraction of a percent.
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duke56468 683 posts msg #107668 - Ignore duke56468 modified |
8/16/2012 10:05:51 AM
Thanks Kevin, I noticed in the backtest that often I could have done better waiting until the end of the day after the trigger or even 2 days later. I also noticed that it didn't always switch from sso to sds on the same day and some times bought sso twice in a row not sure why. All in all the results were impressive enough to throw real money at it . Thanks again I appreciate your work.
P.S. I see SDS has already crossed up this morning at 9:00 AM cst
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Kevin_in_GA 4,599 posts msg #107669 - Ignore Kevin_in_GA |
8/16/2012 10:24:06 AM
I noticed that as well, but there's no call made until the day is done. Let's see how this plays out. The fact that you got in at 14.43 (versus the mechanical entry at 14.64 ) means you'll do better on this trade than the system will.
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novacane32000 331 posts msg #107674 - Ignore novacane32000 |
8/16/2012 11:43:59 AM
Duke-Kevin .My manual backtest for SSO/SDS buying at the close of the signal day and selling at the close of signal day were not as profitable as waiting until the open of the following day.
Without reinvesting ,buying 1 share of SDS at the close of the day on 1/2011 thru 7/2011 would yield $2.4 as opposed to $6.01 waiting untill the open of the following day.
SSO yields $20.61 as opposed to $30.02 respectively
Though both methods are profitable,waiting until the day after the signal and buying at the open is the clear winner.
I suspect Stratasearch specifically looked for only the best combination buying and selling at the open following the signal day and a new combination would emerge if one wanted to enter at the close of the signal day. With delays on SF ,this would then have you anticipating signal changes.
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Eman93 4,750 posts msg #107804 - Ignore Eman93 |
8/25/2012 9:13:08 AM
one of these charts is going to be higher at the end of next week... which one?
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Eman93 4,750 posts msg #107867 - Ignore Eman93 |
8/31/2012 8:34:32 AM
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