jackmack
334 posts
msg #113115
- Ignore jackmack |
5/3/2013 3:28:28 PM
amar
Do not use this filters set for anything other than S&P 500.
Kevin has done extensive work on this and the divergences only work on with the S&P.
I struggled to understand how it worked as well for some time and my best advice would be to just
review the signals at the end of the day. Do not look back and try to figure it out just pick up from today
and go forward - watch the signals as they develop nightly for a month or two maybe even three so you
can see what is going on - then maybe then - start trading it BUT you need to watch first then you will understand.
Trust me I know what I am talking about here on this one ;-)
There are many great people here who are willing to share their knowledge and this filter from Kevin is stellar.
Cheers
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amar635
5 posts
msg #113116
- Ignore amar635 |
5/3/2013 3:43:17 PM
Thanks Jack
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jackmack
334 posts
msg #113117
- Ignore jackmack |
5/3/2013 3:48:08 PM
amar - as an aside the spreadsheet that frsrblch generously provided is quite stout as well if you are looking for a way to use this as a combined signal set.
Cheers
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amar635
5 posts
msg #113118
- Ignore amar635 |
5/3/2013 4:15:00 PM
what is frsrblch and where I can find ..
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DMUNCASTER
34 posts
msg #113119
- Ignore DMUNCASTER |
5/3/2013 4:17:16 PM
Kevin_in_GA: I am returning to Stock Fetcher after 3 or 4 years. I left to use Portfolio 123, because you could integrate so much fundamental data in their simulations. I had systems that backtested great, but didn't make significant money when I traded them.
I notice that you are still a member and helping evberybody and that The Rumpled One is still producing long complicated filters that make no money.-- a very personal and perhaps too rude a question that you , of course, can refuse to answer. Do you make any consistent actual money with any of your systems or do you just like to work with systems and help others?
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Kevin_in_GA
4,599 posts
msg #113120
- Ignore Kevin_in_GA |
5/3/2013 9:57:52 PM
No offense taken to your question. The answer is yes to both.
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four
5,087 posts
msg #113121
- Ignore four
modified |
5/3/2013 11:20:49 PM
DMUNCASTER,
Trend Following Performance Inspiration
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DMUNCASTER
34 posts
msg #113124
- Ignore DMUNCASTER |
5/4/2013 11:07:24 AM
Thanks Kevin. That gives me some hope.
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jackmack
334 posts
msg #113145
- Ignore jackmack |
5/6/2013 7:43:16 AM
amar
Check page 21
13 April 2013
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jimmyjazz
102 posts
msg #113165
- Ignore jimmyjazz |
5/7/2013 12:24:22 AM
Kevin, what do you think of mahkoh's mod on page 27 where he uses SPY in the CMF filter? Is that an improvement? Seems reasonable, but most of this is outside of my pay grade.
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