Kevin_in_GA
4,599 posts
msg #103748
- Ignore Kevin_in_GA |
12/13/2011 7:21:07 PM
End-of-day BUY signal for RRC.
First signal in a while. Remember that this was optimized for a portfolio of 10 stocks, so only 10% of your trading equity would be put against this.
|
TheRumpledOne
6,529 posts
msg #103767
- Ignore TheRumpledOne |
12/14/2011 7:36:36 AM
Hey Kevin:
Read your thread last night... NICE WORK!
I thought a frequency distribution of the zscores may help.
Looks like you get a few trades every 100 days based on zscore alone.
|
Kevin_in_GA
4,599 posts
msg #103864
- Ignore Kevin_in_GA |
12/19/2011 9:07:10 PM
Another end-of-day BUY signal for Mattel (MAT).
RRC is currently down 2.25% from the buy at the open 4 days ago, but give these time.
|
Kevin_in_GA
4,599 posts
msg #103884
- Ignore Kevin_in_GA |
12/20/2011 10:52:35 AM
Intraday signals:
RRC - SELL at 62.10 (in at 60.82, a gain of 2.1%)
GIS - BUY at 38.60
MAT - in at the open @ 27.59
|
Kevin_in_GA
4,599 posts
msg #103915
- Ignore Kevin_in_GA |
12/21/2011 10:41:42 AM
Intraday SELL signal for GIS at 39.67. Was in yesterday at 38.60, so closing this out for a gain of 2.7%.
|
coolsf
21 posts
msg #103918
- Ignore coolsf |
12/21/2011 2:32:36 PM
Is anyone taking IBM buy today?
|
Kevin_in_GA
4,599 posts
msg #103922
- Ignore Kevin_in_GA |
12/21/2011 3:59:42 PM
Did not see this one until you pointed it out (I had not run the filter intraday). Signal is gone now, but I did see it for IBM around 1:30 PM. At that time IBM was trading at 179.85.
|
coolsf
21 posts
msg #103931
- Ignore coolsf |
12/22/2011 2:36:23 AM
Thanks, Kevin. It is your filter using which I entered IBM. Thanks so much. My stop is trailing 2.5%.
But, I am wondering that you say the signal is not there. The zscore is still -2.85 as I see it. Why shouldn't someone enter now? Because the rule of this thread says to enter when it is below -2, no? The following filter is giving me the score as -2.85 which is still good enough for the entry, I am guessing based on the rules.
symlist(IBM)
SET{PRICERATIO, CLOSE / IND(SPY,CLOSE)}
SET{RATIOMA16, CMA(PRICERATIO,16)}
SET{RATIOSTD16, CSTDDEV(PRICERATIO,16)}
SET{DIFF16, PRICERATIO - RATIOMA16}
SET{ZSCORE16, DIFF16 / RATIOSTD16}
SET{THRESHOLD16, RATIOSTD16 * 2}
add column zscore16
sort on column 5 descending
|
Kevin_in_GA
4,599 posts
msg #103934
- Ignore Kevin_in_GA |
12/22/2011 7:50:13 AM
Three other criteria must be met -
1. Williams %R below -94
2. Close below lower BB(16,2)
3. Close above ma(200)
Only if all four criteria are met is the stock selected for a BUY.
|
coolsf
21 posts
msg #103936
- Ignore coolsf |
12/22/2011 9:14:47 AM
Thanks, Kevin. Understood. But, at the time I entered, it did show up on the filter intraday. I will take profits today.
|