davesaint86
726 posts
msg #140043
- Ignore davesaint86 |
12/12/2017 7:57:25 PM
Ed - For Nov 28th I show one buy (#6), one sell (#6) and one hold (#16).
Davesaint
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Kevin_in_GA
4,599 posts
msg #140044
- Ignore Kevin_in_GA
modified |
12/12/2017 8:40:16 PM
I'm getting two new BUY signals for tomorrow.
| Side | Action | PF | OrderType | Product | Symbol | Name | BuyDate | BuyPrice | ClosePrice | GainLoss | SystemName |
|---|
| Long | Buy | 10 | Market | Stock | XIV | XIV | | | 127.71 | | XIV MULTISYSTEM #20 | | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 127.71 | | XIV MULTISYSTEM #38 | | Long | Hold | 10 | | Stock | XIV | XIV | 12/4/2017 | 119.76 | 127.71 | 6.64% | XIV MULTISYSTEM #27 | | Long | Hold | 10 | | Stock | XIV | XIV | 12/5/2017 | 116.7 | 127.71 | 9.43% | XIV MULTISYSTEM #23 | | Long | Hold | 10 | | Stock | XIV | XIV | 11/29/2017 | 120.47 | 127.71 | 6.01% | XIV MULTISYSTEM #6 |
My goal is actually to be in cash by the end of this year - not that I don't have faith in the system as it has performed admirably to date, but I am a bit concerned about how much longer this sustained low volatility environment can be maintained. Also, I have applied a lot of trading capital against this system throughout the year and want to approach 2018 with a bit more diversification.
Remember two things about this system:
1. It is long only. I was not able to find a lot of good short filters on XIV, although using other approaches this can be done. I would feel more comfortable if this could signal both ways.
2. It is composed of 30 filters that will over time need to be individually re-optimized. I built this about 5 or 6 months ago, and so far it continues to do well, but like all filters it needs to be retrained on more recent data periodically. I realize that is a lot of effort, but it could easily be split among several folks here.
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tennisplayer2
210 posts
msg #140045
- Ignore tennisplayer2 |
12/12/2017 9:06:51 PM
Kevin, since I am somewhat older, my technical skills are limited. If you show me how it is done, I will be glad to help update the filters. Thanks.
Best regards,
Eugene
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shillllihs
6,101 posts
msg #140048
- Ignore shillllihs
modified |
12/12/2017 11:06:48 PM
Maybe someone can post the systems in SF code for you, but since this is a bull market, you can just buy and hold gramps. You do not need a constrained system in this market. This system will be helpful down the line in a zigzag market, and no one knows what it will do in a bear market. But as right now, it's like using training wheels.
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davesaint86
726 posts
msg #140052
- Ignore davesaint86
modified |
12/13/2017 8:41:12 AM
Just my opinion - The ETF that should be traded the opposite of XIV should TMF not VXX. The reason is that it will take a while for a true bear market to form and most are pretty short lived. That is why TLT most of time beats out SH.
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davesaint86
726 posts
msg #140053
- Ignore davesaint86 |
12/13/2017 8:43:23 AM
Kevin - Are you buying a new XIV position at the open based on the new buy that was triggered last night?
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nibor100
1,099 posts
msg #140056
- Ignore nibor100 |
12/13/2017 11:21:02 AM
@davesaint,
Thanks, those are the exact 3 signals I have for 11/28.
There must be nuances of this "system" that are unknown to me, as I believe neither you nor I, would have known to buy 3 units of XIV at the Open on 11/29, based on the filter nightly signals of 11/28, and to sell those very same 3 units on the Open of 12/12 for an excellent gain...
Ed S.
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Kevin_in_GA
4,599 posts
msg #140059
- Ignore Kevin_in_GA
modified |
12/13/2017 12:02:48 PM
@nibor - if you look at my post that day, it clearly indicates that several of the signals were from my other system (neural network systems) as well.
11/29/2017 8:52:15 AM
Added another 4,000 shares of XIV in premarket at $120.25 based on a series of system signals from last night. Now positioned at 6,000 shares at an average cost of $119.67.
I am still holding 1000 of those shares, as well as 2000 shares at $118.49 which gives me 3,000 shares still in play at an average cost of $119.07. My purchases were not exclusively through this system, but I am using the current signals to scale out of my trade.
@davesaint - no purchases for me today. As I stated last night, my goal is to reduce my XIV position and to begin adding in other ETFs systems for 2018. I will likely miss out on some gains but that is my decision.
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nibor100
1,099 posts
msg #140060
- Ignore nibor100 |
12/13/2017 12:26:08 PM
@Kevin,
No such post in your "My XIV Trading System Using Stratasearch Filters" thread.
I would guess some following this thread aren't reading your posts in the "Intraday Alerts" thread and realizing you might be buying XIV using signals from 1 or more other systems and then selling those prior XIV Buys using Sell filter signals from this system.
That approach makes sense for you but it is probably too complex for many of the rest of us to concisely execute.
Thanks for clearing that up,
Ed S.
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Kevin_in_GA
4,599 posts
msg #140062
- Ignore Kevin_in_GA |
12/13/2017 12:46:42 PM
This is a system I gave out freely to everyone here, but it is not the only system I use to trade, and I don't expect people to keep track of my trades all that closely.
In fact, had I followed this system exclusively over the past 6 months, I would be much better off than where I actually am. I usually pull a trade off the table too soon only to watch it keep going.
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