StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 11 12 13 14 15 ... 40 >>Post Follow-up
davesaint86
581 posts
msg #139759
Ignore davesaint86
12/4/2017 8:17:27 AM

Nibor - I said I had seven holds. I actually show eight. I'm still learning to count.

pthomas215
1,251 posts
msg #139768
Ignore pthomas215
12/4/2017 10:30:18 AM

so if tax cuts did not pass, would you have to wait longer and more in arrears to see ROI on the buy XIV signals? Just curious.

davesaint86
581 posts
msg #139771
Ignore davesaint86
12/4/2017 11:13:49 AM

If I create my own strategy in SS and I want to test it what is the best approach to take test it? It looks like I can only test it as a multi-system even if there is only one system. Is this true or am I missing something?

Dave

Kevin_in_GA
4,599 posts
msg #139773
Ignore Kevin_in_GA
12/4/2017 11:29:10 AM

@pthomas - the filters don't care. They act based on XIV price action, but if they have a stop loss as part of the exit then it might get popped if the tax reform did not pass. Most likely you would be holding longer, but that is just a guess on my part.

@dave - Run -> Run Combinations ... then pick "Strategy".

pthomas215
1,251 posts
msg #139774
Ignore pthomas215
12/4/2017 11:31:19 AM

Thank you Kevin. Glad you got whole on XIV too ! your thoughts make a lot of sense.

nibor100
664 posts
msg #139779
Ignore nibor100
12/4/2017 12:40:27 PM

@davesaint86,

You'd think that SS would count the number of signals for us....
Ed S.

davesaint86
581 posts
msg #139782
Ignore davesaint86
12/4/2017 1:57:53 PM

Thanks for the info Kevin!

nibor100
664 posts
msg #139783
Ignore nibor100
12/4/2017 3:04:37 PM

@pthomas215,

Your "if tax cuts did not pass" question is tough to answer without making a lot of assumptions.

Kevin's backtest of the 30 filters/strategies indicated an average hold period of 9 days, yet the current 9 open strategies, looking at my version of Kevin's backtest, had an avg trade hold period of 5.3 days, with the shortest being 1 day and the longest 75 days.

Curiously, these 9 strategies represent about 42% of the trades in my backtest, leaving 21 for the other 58% of backtest trades.
Ed S.





pthomas215
1,251 posts
msg #139785
Ignore pthomas215
12/4/2017 3:40:54 PM

ED--that's really what i was wondering, and since i have only used 1 click on SS i didnt know the answer...does geo political news trump/win over back tested data driven solutions to the point where you can stop out and it will never achieve anticipated gains based upon prior price action? Or is geo political news a speed bump and you just need to hold through the storm. interesting question imo. but i know...it is sort of like asking 'will my wife act crazy today".

Kevin_in_GA
4,599 posts
msg #139786
Ignore Kevin_in_GA
12/4/2017 3:56:47 PM

All these events have occurred in the past and are therefore built into the historical price data. Events occur every day, and are never truly anticipated by any system.

StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 11 12 13 14 15 ... 40 >>Post Follow-up

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