Kevin_in_GA
4,599 posts
msg #104482
- Ignore Kevin_in_GA
modified |
1/18/2012 10:43:09 AM
BIG Z score still at -1.27, so no SELL just yet. Since this is against the SPY, it needs to outperform the overall market to really make a move in the Z score.
UPDATE at 12:13 PM EST. BIG just crossed above -1 on Zscore, triggering a SELL signal at 38.37. In at 37.34, out at 38.57 - a gain of +3.3% in one day.
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unbias123
9 posts
msg #104484
- Ignore unbias123 |
1/18/2012 12:29:53 PM
Hi Kevin
I am new to SF. I have gone through this thread and appreciate your work. Today I saw PM as buy in your original Filter given on page 1 of this thread. where can I see the Exit for this trade i.e. Exit Filter.
I will appreciate your reply.
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Dylan
43 posts
msg #104485
- Ignore Dylan |
1/18/2012 1:22:30 PM
I am new to SF. I have gone through this thread and appreciate your work. Today I saw PM as buy in your original Filter given on page 1 of this thread. where can I see the Exit for this trade i.e. Exit Filter.
I will appreciate your reply.
*****
The answer to your question can be found on the second page of this thread. You need to first create a
watchlist then apply it to the the exit filter Kevin created towards the bottom of page 2.
Thx
Dylan
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niajy
13 posts
msg #104487
- Ignore niajy |
1/18/2012 1:30:04 PM
ye nice win on BIG..
on PM for the moment losing...
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unbias123
9 posts
msg #104488
- Ignore unbias123 |
1/18/2012 1:36:18 PM
The answer to your question can be found on the second page of this thread. You need to first create a
watchlist then apply it to the the exit filter Kevin created towards the bottom of page 2.
Thx
Dylan
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Thank you very much for your help.
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sohailmithani
192 posts
msg #104489
- Ignore sohailmithani |
1/18/2012 2:12:16 PM
First, excellent job by Kevin and thank you for sharing the filters. Looks promising.
Now a quick question. Do I run the entry and exit filters at EOD or whenever I feel like. If EOD then why BIG was sold before EOD today and PM bought already?
Thanks
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sohailmithani
192 posts
msg #104490
- Ignore sohailmithani |
1/18/2012 2:15:34 PM
Kevin, When did BIG trade trigger as the filter is not showing for the last 5 days.
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Kevin_in_GA
4,599 posts
msg #104492
- Ignore Kevin_in_GA |
1/18/2012 3:52:22 PM
BIG triggered intraday, but by the end of the day had closed back inside the Bollinger Bands (and had moved high enough that the W%R was also above -94). Look back one page and you'll see that this was originally called intraday by mahkoh.
Please note that this is NOT how the filter was originally designed or backtested. Rather it was all at end of day for generating the signal, and entry and exit was at market open value the next day. That being the case, this has also worked quite well intraday, and so for now I am glad if people are using it and profiting. Will this continue to be valid intraday? Beats me.
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mahkoh
1,065 posts
msg #104495
- Ignore mahkoh |
1/18/2012 5:13:03 PM
I didn't witness it but TEG may have triggered intraday. According to end of day data it needs 0.15 on the zscore and Williams%R is at -91.02. The 0.31 % drop it now has to make to get below the lower BBand was printed today as it closed about 0.6 % above the low. One to monitor tomorrow morning.
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jsheetz
23 posts
msg #104519
- Ignore jsheetz
modified |
1/19/2012 10:47:23 AM
IMO this is the time to avg down on COG, or enter if you haven't.
At intraday Support 2, weekly 50ema and Support 3 at 64.95, trying to get back above 200ma and monthly Support 1. It is basically either put up or shut up time for COG here at 65.8. Entering bull call with stop loss at about 64, and Target around 70.4
Just my 2 cents... could keep falling... but at this point odds are in favor of taking advantage of fear
EDIT: The market is just blasting COG as it falls to 63! This is why we have stop losses...
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