StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 18 19 20 21 22 ... 40 >>Post Follow-up
blblj2005
19 posts
msg #140012
Ignore blblj2005
12/12/2017 8:38:15 AM

yes, I am getting the exact same results.

Kevin_in_GA
4,599 posts
msg #140015
Ignore Kevin_in_GA
12/12/2017 9:41:33 AM

Sold 3,000 shares of XIV at $128.50 (purchased on 11/29 at $120.25). Net gain of $24,750.

Position now reduced to 3,000 shares at and average cost of $119.07 and cash profits of $34,870 (a gain of $4.98 per share sold).


davesaint86
643 posts
msg #140017
Ignore davesaint86
12/12/2017 10:08:21 AM

Awesome on the gains!

Kevin_in_GA
4,599 posts
msg #140020
Ignore Kevin_in_GA
12/12/2017 11:05:35 AM

The system gains are typically in this range - in percent it is not really all that impressive, but since I am trading at a fairly large level that absolute gains are decent.

nibor100
818 posts
msg #140027
Ignore nibor100
12/12/2017 1:23:49 PM

@davesaint86,

Did you have 3 different filters posting Buy signals on 11/28 for the Open of 11/29?

I only have 1 filter Buy signal in the Daily Signals run for the night of 11/28, and that filter is still in Hold mode as of last night, so normally would not be sold today at the Open.

Thanks,
Ed S.

davesaint86
643 posts
msg #140043
Ignore davesaint86
12/12/2017 7:57:25 PM

Ed - For Nov 28th I show one buy (#6), one sell (#6) and one hold (#16).

Davesaint

Kevin_in_GA
4,599 posts
msg #140044
Ignore Kevin_in_GA
modified
12/12/2017 8:40:16 PM

I'm getting two new BUY signals for tomorrow.

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongBuy10MarketStockXIVXIV 127.71 XIV MULTISYSTEM #20
LongBuy10MarketStockXIVXIV 127.71 XIV MULTISYSTEM #38
LongHold10 StockXIVXIV12/4/2017119.76127.716.64%XIV MULTISYSTEM #27
LongHold10 StockXIVXIV12/5/2017116.7127.719.43%XIV MULTISYSTEM #23
LongHold10 StockXIVXIV11/29/2017120.47127.716.01%XIV MULTISYSTEM #6


My goal is actually to be in cash by the end of this year - not that I don't have faith in the system as it has performed admirably to date, but I am a bit concerned about how much longer this sustained low volatility environment can be maintained. Also, I have applied a lot of trading capital against this system throughout the year and want to approach 2018 with a bit more diversification.

Remember two things about this system:

1. It is long only. I was not able to find a lot of good short filters on XIV, although using other approaches this can be done. I would feel more comfortable if this could signal both ways.
2. It is composed of 30 filters that will over time need to be individually re-optimized. I built this about 5 or 6 months ago, and so far it continues to do well, but like all filters it needs to be retrained on more recent data periodically. I realize that is a lot of effort, but it could easily be split among several folks here.

tennisplayer2
210 posts
msg #140045
Ignore tennisplayer2
12/12/2017 9:06:51 PM

Kevin, since I am somewhat older, my technical skills are limited. If you show me how it is done, I will be glad to help update the filters. Thanks.

Best regards,
Eugene

shillllihs
5,654 posts
msg #140048
Ignore shillllihs
modified
12/12/2017 11:06:48 PM

Maybe someone can post the systems in SF code for you, but since this is a bull market, you can just buy and hold gramps. You do not need a constrained system in this market. This system will be helpful down the line in a zigzag market, and no one knows what it will do in a bear market. But as right now, it's like using training wheels.

davesaint86
643 posts
msg #140052
Ignore davesaint86
modified
12/13/2017 8:41:12 AM

Just my opinion - The ETF that should be traded the opposite of XIV should TMF not VXX. The reason is that it will take a while for a true bear market to form and most are pretty short lived. That is why TLT most of time beats out SH.

StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 18 19 20 21 22 ... 40 >>Post Follow-up

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