Kevin_in_GA
4,599 posts
msg #131130
- Ignore Kevin_in_GA |
9/13/2016 8:02:46 AM
A couple questions, you have a max hold time of 10 days regardless if exit has triggered or not?
What does it mean when there is a 2 in the exit column. Any relevance?
++++++++++
1. Yes - you close the position regardless of profit or loss.
2. The code for the exit is "close if X OR Y occurs" and SF code requires you to look for either one using the count() function. As a result, there are times when both exit criteria are triggered and you get a 1 + 1 = 2 result in the column.
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pthomas215
1,251 posts
msg #131133
- Ignore pthomas215 |
9/13/2016 10:49:07 AM
Kevin, I just want to write a quick thank you. Your updates on your VIX system help improve judgement on what is going to happen. Your system helps to manage risk--Much appreciated.
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Kevin_in_GA
4,599 posts
msg #131146
- Ignore Kevin_in_GA
modified |
9/13/2016 8:53:07 PM
SIGNAL UPDATES FOR WEDNESDAY (9/14/16) AT THE OPEN:
A NEW SHORT SELL SIGNAL has been triggered from VIX SHORT SIGNAL #1 - this position will be opened at the start of trading tomorrow.
THE LONG POSITION FROM VIX LONG SIGNAL #9 OPENED THIS MORNING IS TO BE CLOSED AT THE OPEN TOMORROW - currently up 11.70%.
THE THREE CURRENT SHORT POSITIONS (ONE ENTERED ON 9/9/16 AND TWO ENTERED ON 9/12/16) CONTINUE TO BE HELD (the first down 42.57% but the other two up 11.33%).
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Kevin_in_GA
4,599 posts
msg #131165
- Ignore Kevin_in_GA |
9/14/2016 7:55:56 PM
SIGNAL UPDATES FOR THURSDAY (9/15/16) AT THE OPEN:
No new signals.
| OPEN TRADES | Date Opened | Opening Value | Date Closed | Closing Value | Net Gain/Loss (%) |
| SHORT ^VIX | 09/09/16 | 12.52 | - - - - | 18.14 | -44.89% |
| SHORT ^VIX | 09/12/16 | 20.13 | - - - - | 18.14 | 9.89% |
| SHORT ^VIX | 09/12/16 | 20.13 | - - - - | 18.14 | 9.89% |
| SHORT ^VIX | 09/14/16 | 17.63 | - - - - | 18.14 | -2.89% |
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| CLOSED TRADES | Date Opened | Opening Value | Date Closed | Closing Value | Net Gain/Loss (%) |
| SHORT ^VIX | 08/29/16 | 14.07 | 09/08/16 | 11.76 | 16.42% |
| LONG ^VIX | 09/06/16 | 12.54 | 09/12/16 | 20.11 | 61.66% |
| LONG ^VIX | 09/09/16 | 12.44 | 09/12/16 | 20.11 | 60.37% |
| LONG ^VIX | 09/12/16 | 15.98 | 09/13/16 | 17.63 | 10.32% |
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ericeira
23 posts
msg #131170
- Ignore ericeira |
9/14/2016 11:14:31 PM
I Kevin thanks for sharing ... do we have a NEW SHORT SELL SIGNAL VIX SHORT SIGNAL #5 ?
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Kevin_in_GA
4,599 posts
msg #131172
- Ignore Kevin_in_GA |
9/15/2016 6:41:24 AM
Using the SF code, yes. However, the original Stratasearch code does not show this as triggering, possibly due to small differences in the way indicators are calculated. Your call on this - if you have not taken any short positions you are able to enter at a better price than several of the filters that triggered earlier.
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Kevin_in_GA
4,599 posts
msg #131192
- Ignore Kevin_in_GA |
9/15/2016 10:00:37 PM
SIGNAL UPDATES FOR FRIDAY (9/16/16) AT THE OPEN:
No new signals.
| OPEN TRADES | Date Opened | Opening Value | Date Closed | Closing Value | Net Gain/Loss (%) | | SHORT ^VIX | 09/09/16 | 12.52 | - - - - | 18.14 | -30.19% | | SHORT ^VIX | 09/12/16 | 20.13 | - - - - | 18.14 | 19.03% | | SHORT ^VIX | 09/12/16 | 20.13 | - - - - | 18.14 | 19.03% | | SHORT ^VIX | 09/14/16 | 17.63 | - - - - | 18.14 | 7.54% | |
| CLOSED TRADES | Date Opened | Opening Value | Date Closed | Closing Value | Net Gain/Loss (%) | | SHORT ^VIX | 08/29/16 | 14.07 | 09/08/16 | 11.76 | 16.42% | | LONG ^VIX | 09/06/16 | 12.54 | 09/12/16 | 20.11 | 61.66% | | LONG ^VIX | 09/09/16 | 12.44 | 09/12/16 | 20.11 | 60.37% | | LONG ^VIX | 09/12/16 | 15.98 | 09/13/16 | 17.63 | 10.32% |
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shillllihs
5,974 posts
msg #131193
- Ignore shillllihs
modified |
9/15/2016 10:02:20 PM
So I've been watching these the last 2 days at close, and both times it showed 1 or 2 entries to go
long Vix only to disappear after hours. Odd. Plus, what happened to the late buy signal on no.5?
Did that vanish?
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ericeira
23 posts
msg #131195
- Ignore ericeira |
9/15/2016 10:40:51 PM
Thanks Kevin , i will open an account with Stratasearch and try it , hope its easy to set up .
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shillllihs
5,974 posts
msg #131225
- Ignore shillllihs |
9/16/2016 7:48:45 PM
Yeah, many false signals, this flashes long entries 3 days in a row then late in ah. disappears.
Not reliable.
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