tomm1111
202 posts
msg #114748
- Ignore tomm1111
modified |
8/4/2013 10:03:57 PM
wrong post - looking for pangolin z
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Kevin_in_GA
4,599 posts
msg #114784
- Ignore Kevin_in_GA
modified |
8/7/2013 10:02:45 AM
9 signals firing off today - 8 at the end of the day yesterday. This set of filters has generally had a win % in the upper 80s to low 90s, so now might be a good time to consider taking a long position (^SPX is at 1687.00 right now).
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jackmack
334 posts
msg #114786
- Ignore jackmack |
8/7/2013 10:57:50 AM
Thank you
Love this filter set
Cheers
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marine2
963 posts
msg #114823
- Ignore marine2 |
8/9/2013 3:58:28 PM
Kevin, or whoever can answer this question, I am new on this forum "Trading Divergences" situation. What page can I find your filter that we would use to trade SPY (S&P 500)?
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Dylan
43 posts
msg #114874
- Ignore Dylan
modified |
8/13/2013 7:58:43 PM
I realize these filters were tested using 2007-2012 data. However, if my backtesting serves me correctly, the RSI Divergence filter
triggered a buy signal on 3/20/2002 and a sell on 8/15/2002, 103 trading days held, max drawdown -32.6%, loss -19.5%. How
would you manage a trade with this type of drawdown should history repeat it self? –thx in advanced, Dylan
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Kevin_in_GA
4,599 posts
msg #114875
- Ignore Kevin_in_GA |
8/13/2013 8:05:59 PM
I would accept it as part of the system, and hope it doesn't happen again. That's about as honest as I can be - every system has a subset of bad trades, some of them really painful. Over time, does the system beat the market? Does it usually steer you clear of trouble? If so (meaning more than 80% of the time) then don't adjust it.
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Kevin_in_GA
4,599 posts
msg #114876
- Ignore Kevin_in_GA |
8/13/2013 8:07:15 PM
Kevin, or whoever can answer this question, I am new on this forum "Trading Divergences" situation. What page can I find your filter that we would use to trade SPY (S&P 500)?
I use the composite filter on page 2 of this thread.
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jackmack
334 posts
msg #115299
- Ignore jackmack |
9/11/2013 4:05:43 PM
If anyone is still using this filter set - there was an exit signal today
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Kevin_in_GA
4,599 posts
msg #115300
- Ignore Kevin_in_GA |
9/11/2013 5:26:38 PM
Looks like it - right now the ^SPX signal is not finalized, but the SPY version is showing the exit. The most recent set of trades on this will close at a loss. Not very common with these filters, but it does happen.
Pangolin D (my updated version of the on Collective2) uses the same exit criterion, but requires there to be no active divergence as well.
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jackmack
334 posts
msg #115874
- Ignore jackmack |
10/14/2013 8:45:29 AM
Exit signal
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