novacane32000
331 posts
msg #104599
- Ignore novacane32000 |
1/23/2012 9:40:48 AM
Abhikat
24 gained 10% to 14.99%
2 gained 15% to 19.99%
1 gained 20% to 29.99%
1 gained 49%
Those 28 trades make up 1.62% of all trades over almost 10 years.
Based on the backtest results I found a 7% profit stop works well with this system. It does not beat the original exit rules that Kevin gave as far as overall performance. As Kevin has stated-the best exit is 16 days or the zscore exit above -1. Also,there is no profit stop that improves performance (though I wish there was).
The 7% profit stop gives me a little more "peace of mind". I know few trades will gain much more than 7% and many get to 7% then drop causing you to kick yourself for not taking profits when you had them.
I have a hard time dealing with drawdowns so this is how I choose to trade the system.
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mahkoh
1,065 posts
msg #104607
- Ignore mahkoh |
1/23/2012 12:33:04 PM
Intraday buys AKAM at 31.30 and PWR at 20.80
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mahkoh
1,065 posts
msg #104608
- Ignore mahkoh
modified |
1/23/2012 12:34:57 PM
Intraday sell COG at 65.78 for a loss of 8.20%
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niajy
13 posts
msg #104613
- Ignore niajy |
1/24/2012 9:56:22 AM
BUYS:
KMB
PWR
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sohailmithani
192 posts
msg #104614
- Ignore sohailmithani |
1/24/2012 10:07:32 AM
all those who are using this filter intraday please share the results too so we know how is this performing intraday. Woudl appreciate. Thanks
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mahkoh
1,065 posts
msg #104615
- Ignore mahkoh |
1/24/2012 10:43:44 AM
Intraday but VZ, currently at 37.55
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niajy
13 posts
msg #104616
- Ignore niajy |
1/24/2012 10:51:32 AM
TRV
probably MYL but i dont know if it was below lower band...
why VZ ? williams is not < -94?
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mahkoh
1,065 posts
msg #104618
- Ignore mahkoh
modified |
1/24/2012 2:27:24 PM
Intraday buy RAI 39.61
MCD needs to print 98.52 to get below the lower BB and fulfill the last requirement.
LO intraday sell signal 111.94 for a 0.81 % gain
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sohailmithani
192 posts
msg #104627
- Ignore sohailmithani |
1/25/2012 9:28:06 AM
My entry on LO was EOD and exit too on EOD. Earned 1.75% (sold 112.07)
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niajy
13 posts
msg #104628
- Ignore niajy |
1/25/2012 10:04:45 AM
AET
HUM
UNH
NSC
VZ
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