Kevin_in_GA
4,599 posts
msg #112065
- Ignore Kevin_in_GA |
3/5/2013 11:40:02 AM
Once again, all nine current trades (and it is nine by my count, not eight) are profitable. And if you had entered this morning you are doing fine as well.
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duke56468
683 posts
msg #112088
- Ignore duke56468 |
3/6/2013 6:10:53 PM
Tomorrow at the open you would exit all but 2 of your trades.
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Kevin_in_GA
4,599 posts
msg #112097
- Ignore Kevin_in_GA |
3/7/2013 10:09:40 AM
Once again - all closed trades were profitable.
By the way, SS says that there are three trades still in play (CMF, SMI, and RMI). SMI did not show up here using the SF filter. Just to let folks know - probably due to small differences in calculations.
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Kevin_in_GA
4,599 posts
msg #112110
- Ignore Kevin_in_GA |
3/8/2013 9:19:00 AM
Last night three more of the Divergence filters triggered, for a total of six (according to Stratasearch - the SF count is only five).
Since these filters have been profitable more than 120 times since December, this is a good signal to monitor. The three trades in play are only up 0.18%, so if there is a pullback today you could get in near neutral or at a slightly better price by the end of the day.
The other way to play this is to buy at the open (as the filter requires) and ride it.
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Kevin_in_GA
4,599 posts
msg #112187
- Ignore Kevin_in_GA |
3/12/2013 10:48:23 AM
Six filters currently in trades. Just noticed there is an intraday exit signal today. This could change but for now if it holds all trades will (once again) close profitably.
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wkloss
231 posts
msg #112191
- Ignore wkloss |
3/12/2013 12:42:41 PM
It looks like Kevin and duke have different views on what an exit signal means.
Kevin, is it correct to say that you believe any 1 exit signal is reason to exit all open positions? From what I think duke is saying, if you have 4 open positions and get an exit signal, he closes 1 and holds the remaining 3. Please clarify. Thanks.
Bill
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Kevin_in_GA
4,599 posts
msg #112192
- Ignore Kevin_in_GA |
3/12/2013 1:29:00 PM
No, the exit signal is just that, an exit signal. However, if it triggers while a BUY signal is still in play for a given filter, one simply stays in.
Look at the filter results for today - so far only the Q-stick Divergence filter is still signaling a BUY (it is one of the current filters in a trade). Assuming the exit signal is still triggered at EOD, one would close all open positions where an EXIT was triggered and a BUY was not.
Note that as of 1:30 PM the EXIT signal is gone for today.
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Kevin_in_GA
4,599 posts
msg #112329
- Ignore Kevin_in_GA |
3/19/2013 7:35:23 PM
OK, so as of today there are 9 of 10 Divergence filters in a trade (the Aroon up divergence filter triggered today making it nine in total).
I will be going long in SPY tomorrow - trade well.
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Cheese
1,374 posts
msg #112332
- Ignore Cheese |
3/19/2013 11:12:38 PM
Thanks again Kevin, for sharing your research and findings with all of us. This is a great thread.
If convenient and possible, please bring the results on StockFetcher more in line with your original,
more accurate research work on Strata Search. At the time of writing, your filters on StockFetcher
show a total of 6 comp, not 9 as you got from Strata Search. (The total on StockFetcher went up from 6 to 8,
then back down to 6 when run during the day on Mar 19.)
Best regards.
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Kevin_in_GA
4,599 posts
msg #112338
- Ignore Kevin_in_GA |
3/20/2013 11:50:43 AM
Cheese - there are 9 of the filters currently in a trade, not necessarily currently showing a divergence. Here is what I have as of last night:
Side Action PF Order Type Product Symbol Name Buy Date Buy Price Close Price GainLoss System Name Sector Priority Rank
----- ---------- -- ---------------- ----------- --------------- ----------------------------------- ---------- ----------- ----------- -------- -------------------------------------------------- -------------------------------------------------- -------- --------------------
Long Buy 10 Market Stock ^SPX S&P 500 Index 1548.3400 aroon up div #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/19/2013 1552.1000 1548.3400 -0.24% PDI Divergence #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/07/2013 1541.4600 1548.3400 0.45% RMI Divergence #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/07/2013 1541.4600 1548.3400 0.45% SMI Divergence #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/08/2013 1544.2600 1548.3400 0.26% WLR(14) Divergence #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/08/2013 1544.2600 1548.3400 0.26% RSI Divergence #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/08/2013 1544.2600 1548.3400 0.26% QST Divergence #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/19/2013 1552.1000 1548.3400 -0.24% LRS Divergence #1 sp500
Long Hold 10 Stock ^SPX S&P 500 Index 03/07/2013 1541.4600 1548.3400 0.45% CMF Divergence #1 sp500
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