fortyfour
189 posts
msg #102316
- Ignore fortyfour |
8/17/2011 8:06:31 PM
To those using stratasearch ( and possibly new at it like myself)....
I have begun to learn how to set up a search for sector and market tests
that may help kevins strategy in bad markets...
I have a search running on 465 of the sp500 stocks from 1/1/2007 to present
and will focus on the 2008 and APR29 2011 to present for improvement.
Here is how..
Run Kevins strategy then "right click" the results of the run and
select "make trading rule"...and name it "Kevin".
Select "Setup" and select "Autosearch" and "ADD" to create a new autosearch.
Name it "Kevin's entry rules as the only PRIMARY trading rule and Kevins Exit rulses as the only Primary exit rule"
Select the tab for primary trading rules and make all rules "NEVER"
Then scroll down and select the trading rule "Kevin" as "ALWAYS"
Repeat for the Primary exit rule.(setting Kevin to the only allowed primary exit rule)
Set all supporting entry and exit rules to "Random"
Run the autosearch on your target dates and sector....
I allow for 2 supporting entry and exit conditions( 1 is default)
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jackmack
334 posts
msg #102320
- Ignore jackmack |
8/18/2011 8:31:24 AM
Fourtyfour
I am so new to this - any way to make this selectable by adding fetcher?
Thank you
Also - I am waiting to see if Kevin is able to notify us of the most current
"correct" scan (I love his work) since this has gone through many changes.
Let me know
Thank you
jackmack
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Kevin_in_GA
4,599 posts
msg #102363
- Ignore Kevin_in_GA |
8/19/2011 7:43:05 AM
jackmack:
In this thread, the only filter I have used is found in the first post. While others have looked at variations, the best performer to date has been the original version. You are likely thinking about the 401k filter thread. I have posted the filter I personally use for this, now slightly modified to add in a rank column (see the recent thread i posted called "ANY THOUGHTS ON WHY THIS ISN'T WORKING?").
FortyFour: Saw your recent posts on the SS - glad to see others using this software, as it is quite powerful. I might suggest that you use the z-score as the primary trading rule, and allow SS to find other indicator combos that could be better. Do not necessarily get locked into what I have done already, because you do not want to overfit the data (and make sure that you use a time window that has both bull and bear periods, and leave several years afterwards for OOS test validation). I liked 12/31/1999 until 12/31/2009 since it covered two recessions and two strong recoveries. It is important for and all-long strategy to maintain a high Sharpe ratio during these times (if possible ...)
Kevin
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ray0817
1 posts
msg #102529
- Ignore ray0817 |
9/2/2011 7:39:38 AM
When I run this "system scan" nothing ever shows up. What am I missing?
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duke56468
683 posts
msg #102530
- Ignore duke56468 |
9/2/2011 8:46:39 AM
Market conditions determine that. Run the scan and offset one month and you will find results.
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Kevin_in_GA
4,599 posts
msg #102531
- Ignore Kevin_in_GA |
9/2/2011 12:23:29 PM
Duke is correct - the last trade was BIIB (BUY on 8/10, when it closed at 85.03, and SOLD 2 days later at 90.98).
Right now no stocks are meeting the requirements, in many cases because of the "close above MA(200)" criterion.
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Kevin_in_GA
4,599 posts
msg #102640
- Ignore Kevin_in_GA |
9/20/2011 9:12:49 PM
Finally a new BUY signal from the Z-score filter.
CF Industry Holdings (CF).
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saico
59 posts
msg #102641
- Ignore saico
modified |
9/21/2011 3:34:10 AM
A big plus of the system is, that it keeps you away from buying into broad market weakness when it gets really bad like in 2008 and during the 2 recent months. Good work Kevin!!!
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knightvictor
7 posts
msg #102652
- Ignore knightvictor |
9/22/2011 7:16:12 AM
Kevin_in_GA
2,000 posts
msg #102640
Kevin_in_GA 9/20/2011 9:12:49 PM
Finally a new BUY signal from the Z-score filter.
CF Industry Holdings (CF).
------------------------------------------------
Hi Kevin,
For some reason my filter doesn't show the CF buy signal - I haven't edited your filter at all so I can't figure out why it is different - was this an intraday signal?
I did see the APOL buy signal with the filter yesterday though.
Thanks Kevin!
-Dan
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duke56468
683 posts
msg #102668
- Ignore duke56468 |
9/22/2011 11:02:29 PM
knightvictor....CF did not show today but did yesterday and the day before. Click on the filter on page 1 and click previous in the offset. It should be there. If it isn't you may want to reload the filter.
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