duke56468
683 posts
msg #109275
- Ignore duke56468 |
12/11/2012 9:45:23 AM
Entered SSO 12/06 @ $58.87 exit today near open 60.08 for gain of 2.06%
Thank you Kevin. Do we wait now for all divergences to reset to zero before re-entering on a trigger?
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Kevin_in_GA
4,599 posts
msg #109276
- Ignore Kevin_in_GA |
12/11/2012 9:51:34 AM
I am still holding my SSO from a while back - glad I did.
If you look at the filter posted on page 2, you'll see that there are 5 BUY signals (as I had posted previously). To me that says "stay in" and see, but that is a deviation from the filter rules.
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duke56468
683 posts
msg #109289
- Ignore duke56468 |
12/11/2012 1:28:22 PM
Kevin can you tell me the set up for the backtest, especially the exit, I can't seem to make it work?
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frsrblch
35 posts
msg #109291
- Ignore frsrblch
modified |
12/11/2012 4:16:04 PM
My schedule precluded me from getting in on this one, but it looks like another strong trade.
The exit filter I used on my backtest was:
set{exit1, count(close reached a new 10 day high,1)}
set{exit2, count(ROC(15,1) is below ROC(15,1) 10 day high,1)}
set{exit, exit1 * exit2}
exit crosses above 0.5
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Kevin_in_GA
4,599 posts
msg #109292
- Ignore Kevin_in_GA |
12/11/2012 4:48:29 PM
That is correct - I had posted this earlier in this thread.
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sunny101
53 posts
msg #109352
- Ignore sunny101 |
12/13/2012 8:52:46 AM
can you createa filter where for almost a month or more stock has been diverging with the macd indicator??? let me know if u can......thanks
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Kevin_in_GA
4,599 posts
msg #109376
- Ignore Kevin_in_GA |
12/13/2012 8:12:36 PM
At the moment there are 6 BUY signals in play. 4 more tiggered today on my SS version tonight, with 3 already being in a trade from earlier this week.
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duke56468
683 posts
msg #109378
- Ignore duke56468 |
12/13/2012 10:19:16 PM
Very confusing..what is the exit for if you are not supposed to exit? And then when do you go back in? Just askin.
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Kevin_in_GA
4,599 posts
msg #109380
- Ignore Kevin_in_GA |
12/13/2012 11:02:56 PM
The exit is for existing trades, but today 4 new ones came on - would you leave a trade when a new one in the same stock triggers, or hold?
I see your point, but I trade this as follows right now - if I am already in SPY or SSO and get both an exit and a new entry signal, I stay pat. You may do it differently.
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frsrblch
35 posts
msg #109382
- Ignore frsrblch
modified |
12/13/2012 11:21:30 PM
All of our backtesting was done independent of the other signal. If the buy triggered, the stock was bought at the next open, regardless of whether the exit trigger was also going off. If the exit triggered, the stock was sold at the next open regardless of whether the entry trigger was still there.
It wouldn't be a bad idea to run some backtests to see if there is an optimal way to act when we're getting mixed signals like this.
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