Kevin_in_GA
4,599 posts
msg #108269
- Ignore Kevin_in_GA |
10/3/2012 8:27:17 PM
There are only two signals - the entry and the exit. Right now you have had entry signals on all 10 filters, and are in trades. Once the exit signal triggers you are out the next day.
When you get an entry signal (essentially a divergence between price and the indicator) that can persist as long as the divergence persists, but the signal does not stay "on" during the whole time in trade.
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jackmack
334 posts
msg #108276
- Ignore jackmack |
10/4/2012 8:00:55 AM
Kevin
I get it now - I see it plain as day now - sorry.
WOW that is amazing and if you load SSO in using the STOCH filter it has you in at 61.79 on 1 OCT 12.
Very interesting. Have you run a backtest on SSO/SDS using either the RSI or STOCH divergence filters
to see if performance is any better than your original SSO/SDS filter?
Thank you again - man this filter set is amazingly dynamic.
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mdmink
8 posts
msg #108289
- Ignore mdmink |
10/4/2012 6:11:10 PM
Kevin, thank you for sharing and great work as always. I know that you mentioned that you did all the testing in Stratasearch , and from previous threads you prefer that platform for back-testing. I was wondering 1) if you had backtested either IWM or QQQ? If you think that stockfetcher could successfully backtest those using one of these filters? Would you expect much difference, or given the high correlation with the spy, expect the near-same results? Thanks
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jackmack
334 posts
msg #108291
- Ignore jackmack |
10/5/2012 11:25:05 AM
Kevin have you looked into trying to create these divergences in Prodigio?
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Kevin_in_GA
4,599 posts
msg #108297
- Ignore Kevin_in_GA
modified |
10/5/2012 2:55:10 PM
There is an exit triggered today. Sell at end of day or at the open on Tuesday.
Note that all 10 filters close their trades profitably.
EDIT: I am out at SPY 146.00. Looks like the market now is trading negative for the day, which removes the exit signal (today must be a 10 day high on the close).
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mahkoh
1,065 posts
msg #108301
- Ignore mahkoh |
10/5/2012 5:56:05 PM
Didn't the exit signal trigger Thursday?
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Kevin_in_GA
4,599 posts
msg #108302
- Ignore Kevin_in_GA |
10/5/2012 9:59:12 PM
You're right, it did (I have been traveling for work and not checking this filter until today). Ether way the filters delivered a profitable trade.
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jackmack
334 posts
msg #108315
- Ignore jackmack |
10/8/2012 2:38:14 PM
Kevin
I am trying to build the rsi and stoch filters in Prodigio
Can you please post a screen shot just from stockcharts (or even here) that gives a
visual of what the rsi and sctoch filter results look like so I can try and model a filter in Prodigio.
I just opened a Stratasearch account (first 30 days free if anyone else interested) to see if I could
plug the filter rules in that you have so graciously provided so I could visually see what these two
in particular look like, but there is a little bit of a learning curve with Stratasearch and feel more
comfortable in Prodigio now - so....
If you can that would be great - if not I get it.
Thank you
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voidcomp
23 posts
msg #108320
- Ignore voidcomp |
10/9/2012 9:41:59 AM
Did this system trigger a buy again, at least on some of the indicators? If I understand correctly, the buy indicator remains in buy status while the sell signal has dropped off and no longer signals sell.
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duke56468
683 posts
msg #108321
- Ignore duke56468
modified |
10/9/2012 1:18:35 PM
Kevin, do you just stay in cash when the entry and exit signal trigger on the same day (July 19th on the stochastic filter),
or would you have still been in the trade from the July 9th trigger?
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