davesaint86
725 posts
msg #140928
- Ignore davesaint86 |
1/12/2018 8:42:51 PM
Going skiing tomorrow to forget about work and the markets.
https://www.stevenspass.com/site/mountain/cams/plaza-interactive-cam.html
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davesaint86
725 posts
msg #140929
- Ignore davesaint86 |
1/12/2018 8:52:02 PM
Mach - I understand - the fewer the indicators the better. Believe it or not I use most them. For example look at the Slo Sto 5,1. Most of the time when hits the 80 line it's over. I use the RSI(4), RSI(9) and RSI(30) for trend strength mainly. RSI(30) should be over 50 at a minimum. I use the SloSto 14,3 based on Ira Epstein's rules. I created the CSTO and CSRSI as average composites for relative strength since I have 3X, 2X, and 1x funds mixed in my syslist.
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shillllihs
6,044 posts
msg #140930
- Ignore shillllihs |
1/12/2018 9:31:55 PM
Dave, any idea how shorting Sds or going long Sso in that time frame would have performed?
That's my last question for awhile. Just think this is brilliant. I was honestly using one of Riggs filters too but this one is superior.
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davesaint86
725 posts
msg #140932
- Ignore davesaint86 |
1/12/2018 11:28:04 PM
Maybe I missed something Shills. What timeframe are you talking about? If you are talking 11/1/07 to 4/30/09 SDS return 60.24% according to https://www.portfoliovisualizer.com/. By the way this tool is free. You can add sds or sso in a portfolio and backtest anything you want.
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olathegolf
119 posts
msg #140933
- Ignore olathegolf |
1/12/2018 11:32:04 PM
Great filter, Dave. Thanks.
I used the DMA indicator recently - generating similar longposition and shortposition signals. I manually backtested using the date offset feature (below the filter window). I noticed that the long/short signals in the table differed from the signals shown on the chart. There were many more signal changes in the table.
I asked StockFetcher and they advised as follows:
SF>The tabular value, when using the date offset, shows the DMA value as it was on that date.The issue you are experiencing is related to date offset and the StockFetcher chart that shows a continuous plot of the DMA to the current date.
Further, I found the following link in SF Help: https://www.stockfetcher.com/help/Negative-Offset-Displaced-Moving-Average/100315
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shillllihs
6,044 posts
msg #140934
- Ignore shillllihs
modified |
1/13/2018 12:04:52 AM
Yes I was referring to that time frame, if it's ez enough to do.
Just wondering if Sso worked going long too.
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nibor100
1,031 posts
msg #140935
- Ignore nibor100 |
1/13/2018 5:15:29 AM
@davesaint86
I went to Portfolio Vizualizer and I could not set a start date of 11/15/07 using the monthly mode and the Backtest Portfolio tool.
Which tool did you use to be able to set a specific calendar starting date?
Thanks,
Ed S.
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nibor100
1,031 posts
msg #140936
- Ignore nibor100 |
1/13/2018 5:30:52 AM
@Mactheriverrat,
Regarding your initial post, I suspect the following considerations may play a part in why there hasn't been a rush to use different SF based filters on XIV:
a. K of G's 30 filter XIV SS based system doesn't appear to be discontinued as several SF users are following the daily signals based on the occasional post trafic.
b. Some are probably waiting to see if Graftonian and/or others are able to convert a majority of the 30 SS filters to SF.
c. Maybe they don't have any more confidence in SF data being change free, has anyone ever checked to your knowledge?
d. K of G's 30 filter XIV SS based system was backtested over many years and specific trade data is available for every trade in a given backtest, Most SF users probably can't backtest a new XIV filter system over such a long period of time with confidence.
e. So far, even with some different individual signals, it appears to working mostly as the backtest results indicated.
Thanks,
Ed S.
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davesaint86
725 posts
msg #140939
- Ignore davesaint86 |
1/13/2018 8:29:13 AM
Shills the answer for SSO Novv Apr is -116%. So SDS 60.24% and SSO - 116. Wow!
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davesaint86
725 posts
msg #140940
- Ignore davesaint86 |
1/13/2018 8:31:50 AM
Ed - what I had to do is once you run the back test ( I choose 2007 - 2009) is then click on Monthly Data under Portfolio Results. I did clicked the download button to export to Excel. I then deleted the monthly rows that are outside the range. Next I just summed the column for Nov - Apr.
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