simplegolpadia
11 posts
msg #139796
- Ignore simplegolpadia |
12/4/2017 8:21:05 PM
I also got only one buy (#23) and one sell (#18). Didn't get buy on #35
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Lumbee364
5 posts
msg #139797
- Ignore Lumbee364 |
12/4/2017 8:28:52 PM
Hi Guys, Maybe someone can help me with SS. Im having problems importing Vix pricing through ASII. Im trying to use this site, http://www.cboe.com/products/vix-index-volatility/vix-options-and-futures/vix-index/vix-historical-data using note pad saved to my desk top. Then I use file>price import> (using the ASCII format Kevin posted) then browse>this pc>desktop to import the signals. It gives me an invalid date found in file, price file not added. Any ideas on how I can import the prices. Thanks!
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simplegolpadia
11 posts
msg #139798
- Ignore simplegolpadia |
12/4/2017 8:34:17 PM
Lumbee364, I upgraded to Stratasearch version 4.5.41. It apparently has the fix for Google Finance. You wouldn't then need to do ASCII import.
http://www.stratasearch.com/download/ssupdate_4_5_41.exe
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simplegolpadia
11 posts
msg #139799
- Ignore simplegolpadia |
12/4/2017 8:50:08 PM
Found the reason, why #35 was not being shown for me.
On Daily Signal window, there is a checkbox called 'Portfolio Only'. For some reason, it was checked for me. When unchecked, the listing showed the buy for #35.
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Lumbee364
5 posts
msg #139800
- Ignore Lumbee364 |
12/4/2017 8:55:42 PM
That was it. Thank you simplegolpadia! I thought I had the upgrade, but I guess not.
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Kevin_in_GA
4,599 posts
msg #139801
- Ignore Kevin_in_GA |
12/4/2017 9:27:24 PM
However, in my signals it shows up as a portfolio selection (note the "PF" column has a 10 next to it). Are you running a portfolio of 10?
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nibor100
1,099 posts
msg #139802
- Ignore nibor100 |
12/4/2017 9:27:44 PM
The unchecking the Portfolio Only box revealed the #35 Buy to me as I had only the #23 Buy earlier tonight but I don't have the #18 showing up in any mode on any day.
When I reran the signal setups for 12/1 the Portfolio Only box was automatically checked even though it was unchecked before I ran the signals.
Apparently there is a box in the Signal Setup screen, inside the Options tab entitled:
"Display Only Portfolio-Based Signals and Positions:" That was checked also. I unchecked it and now all of my signal runs have an unchecked Portfolio Only box.
I reran 11/29, 11/30, 12/1, and 12/4 and hit the refresh button but still no signs of #18 on any day..very weird.
Thanks,
Ed S.
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graftonian
1,089 posts
msg #139804
- Ignore graftonian
modified |
12/4/2017 10:48:07 PM
Same results as Kevin.
Question: Why is close price in signals display different from my input download? Also could different results be caused by different data? Today from scottrade elite: o=119.76, l=115.57,h=120.62,c=115.57,v=7974699.
@lumbee: check date format in your import data. I scratched my head on that one for a while. Also, if your csv file has a header, ccheck bypass header.
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nibor100
1,099 posts
msg #139816
- Ignore nibor100 |
12/5/2017 9:20:46 AM
The prices I got from Yahoo yesterday for XIV were
o=119.76, l=115.51,h=120.62,c=115.57,v=8,814621
so my low and volume were different.
I noticed this morning, that Yahoo has adjusted the last 4 days volumes from what I had previously retrieved from the Yahoo site as now the volume for XIV on 12/4 on Yahoo, is 9,177,800.
I'll have to look at all 30 filters to see how many of them use volume as an entry or exit criteria to see if this could be impacting the signals and the backtests.
I would guess different data for non volume indicators affects signals, for example those with a 5 % stop loss could or could not reach 5% based on a price being different by only a penny depending on how tightly the percentage is calculated.
Ed S.
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jackmack
334 posts
msg #139818
- Ignore jackmack |
12/5/2017 9:34:31 AM
@davesaint86
You stated "Same signals. System #35 triggered which has the highest average per day % gain and a 91% win rate"
How did you determine that?
Thank you
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