Kevin_in_GA
4,599 posts
msg #109081
- Ignore Kevin_in_GA |
11/30/2012 2:52:35 PM
I agree that the SMI Divergence filter does quite well, but I would not discount the Q-stick Divergence either. Historically greater than 91% win rate, and a very respectable Sharpe ratio.
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duke56468
683 posts
msg #109088
- Ignore duke56468 |
11/30/2012 5:42:33 PM
Kevin do you run all 10 filters every day or do you have a composite filter like mahkoh posted on page 2?
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Kevin_in_GA
4,599 posts
msg #109089
- Ignore Kevin_in_GA
modified |
11/30/2012 6:05:37 PM
I'm lazy. I use Mahkoh's.
I originally built this as a composite filter - you can tell if you look at each filter code.
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Kevin_in_GA
4,599 posts
msg #109133
- Ignore Kevin_in_GA |
12/5/2012 6:36:55 PM
Today both the PDI and Aroon Up Divergence filters triggered a BUY on the ^SPX. Looks like the Q-stick also is signalling a BUY (although not from my SS divergence filters, which are functionally identical. However these also signaled for the PDI and Aroon systems).
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Kevin_in_GA
4,599 posts
msg #109165
- Ignore Kevin_in_GA |
12/6/2012 7:11:14 PM
Today also triggered a BUY on the LRS Divergence filter. 4 of 10 have signalled a BUY over the last 2 days.
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tennisplayer2
210 posts
msg #109204
- Ignore tennisplayer2 |
12/8/2012 6:22:27 AM
If I am reading this correctly, six filters have triggered. I am hoping for a lower open on Monday, because I am going in. Thanks Kevin.
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Kevin_in_GA
4,599 posts
msg #109209
- Ignore Kevin_in_GA |
12/8/2012 10:50:32 AM
Lks right. My Stratasearch filter only shows one added today - the StochD divergence - and only 4 sgnals in play at the moment. Must be slight differences in the calcs or data, but either way the signals are clear.
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Kevin_in_GA
4,599 posts
msg #109269
- Ignore Kevin_in_GA |
12/10/2012 10:53:08 PM
Exit signal triggered today. Still 5 BUY signals in play, but the trades if exited now would all be profitable, and that is what this system is all about.
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voidcomp
23 posts
msg #109273
- Ignore voidcomp |
12/11/2012 9:05:21 AM
5 buy signals? Unless you're referring to SS all the charts showing buy signals have sell signals that triggered shortly after, thus there are 0 indicators showing sell.
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voidcomp
23 posts
msg #109274
- Ignore voidcomp |
12/11/2012 9:06:33 AM
Correction to previous post: that should be '0 indicators showing buy.'
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