mahkoh 1,065 posts msg #140376 - Ignore mahkoh |
12/24/2017 8:06:30 PM
Ah.. I never realized you could create a multisystem from a signal. That's gonna save me a lot of work.
I did create a spreadsheet where I copy the trades into. With some sorting and a couple of if, or and count formulas I can quickly examine number of trades, winrate, total result of each strategy and check whether there are strategies that produce the same trades. Nothing fancy, I'm by no means an excel wizard, but if anyone is interested I'd be happy to share it.
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Kevin_in_GA 4,599 posts msg #140410 - Ignore Kevin_in_GA |
12/26/2017 9:49:14 PM
Nightly signals for tomorrow:
Side | Action | PF | OrderType | Product | Symbol | Name | BuyDate | BuyPrice | ClosePrice | GainLoss | SystemName |
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Long | Sell |
10 | | Stock | XIV | XIV | 12/20/2017 | 137.04 | 135.3 | -1.27% | XIV MULTISYSTEM #35 | Long | Sell | 10 | | Stock | XIV | XIV | 12/22/2017 | 136.06 | 135.3 | -0.56% | XIV MULTISYSTEM #32 | Long | Hold | 10 | | Stock | XIV | XIV | 12/5/2017 | 116.7 | 135.3 | 15.94% | XIV MULTISYSTEM #23 | Long | Hold | 10 | | Stock | XIV | XIV | 12/18/2017 | 135.17 | 135.3 | 0.10% | XIV MULTISYSTEM #40 | Long | Hold | 10 | | Stock | XIV | XIV | 12/20/2017 | 137.04 | 135.3 | -1.27% | XIV MULTISYSTEM #20 | Long | Hold | 10 | | Stock | XIV | XIV | 12/18/2017 | 135.17 | 135.3 | 0.10% | XIV MULTISYSTEM #6 |
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nibor100 1,044 posts msg #140429 - Ignore nibor100 |
12/27/2017 1:11:45 PM
I'm catching up on nightly signals:
12/18 3 Buys #3,31 and 33,and 3 holds #6,23 and 40
12/19 2 Buys #20, and 35, and 1 Sell #3, and 5 holds #6,23,31,33 and 40
12/20 7 Holds #6,20,23,31,33,35 and 40
12/21 1 Buy #32, 7 holds #6,20,23,31,33,35 and 40
12/22 8 holds #6,20,23,31,32,33,35 and 40
12/26 2 Sells #32 and 35 and 6 Holds #6,20,23,31,33, and 40
I know I have more signals than some on those days but I'm wondering if anyone else has had the very same ones I've had?
Thanks,
Ed S.
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Kevin_in_GA 4,599 posts msg #140435 - Ignore Kevin_in_GA |
12/27/2017 8:09:15 PM
My signals for tomorrow:
Side | Action | PF | OrderType | Product | Symbol | Name | BuyDate | BuyPrice | ClosePrice | GainLoss | SystemName |
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Long | Buy | 10 | Market | Stock | XIV | XIV | | | 134.03 | | XIV MULTISYSTEM #30 | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 134.03 | | XIV MULTISYSTEM #32 | Long | Hold | 10 | | Stock | XIV | XIV | 12/5/2017 | 116.7 | 134.03 | 14.85% | XIV MULTISYSTEM #23 | Long | Hold | 10 | | Stock | XIV | XIV | 12/18/2017 | 135.17 | 134.03 | -0.84% | XIV MULTISYSTEM #40 | Long | Hold | 10 | | Stock | XIV | XIV | 12/20/2017 | 137.04 | 134.03 | -2.20% | XIV MULTISYSTEM #20 | Long | Hold | 10 | | Stock | XIV | XIV | 12/18/2017 | 135.17 | 134.03 | -0.84% | XIV MULTISYSTEM #6 |
Sold 2 units this morning, buying them back tomorrow. That's how the system works sometimes.
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mahkoh 1,065 posts msg #140437 - Ignore mahkoh |
12/27/2017 8:18:00 PM
Side Action PF OrderType Product Symbol Name BuyDate BuyPrice ClosePrice GainLoss SystemName Sector
Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #17 XIV
Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #30 XIV
Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #32 XIV
Long Hold 10 Stock XIV XIV 12/5/2017 116.7 134.03 14.85% XIV MULTISYSTEM #23 XIV
Long Hold 10 Stock XIV XIV 12/19/2017 135.5 134.03 -1.08% XIV MULTISYSTEM #33 XIV
Long Hold 10 Stock XIV XIV 12/26/2017 134 134.03 0.02% XIV MULTISYSTEM #40 XIV
Long Hold 10 Stock XIV XIV 12/19/2017 135.5 134.03 -1.08% XIV MULTISYSTEM #31 XIV
Long Hold 10 Stock XIV XIV 12/20/2017 137.04 134.03 -2.20% XIV MULTISYSTEM #20 XIV
Long Hold 10 Stock XIV XIV 12/18/2017 135.17 134.03 -0.84% XIV MULTISYSTEM #6 XIV
5 hold and 3 buys..
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nibor100 1,044 posts msg #140438 - Ignore nibor100 |
12/27/2017 8:52:15 PM
I have the same 6 Holds as Mahkoh, but only 2 of the Buys, I'm not getting a signal for #17.
Ed S.
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Kevin_in_GA 4,599 posts msg #140439 - Ignore Kevin_in_GA |
12/27/2017 9:42:18 PM
I'm not getting a BUY on #17 either.
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Kevin_in_GA 4,599 posts msg #140440 - Ignore Kevin_in_GA |
12/27/2017 9:46:00 PM
I sold 2 units (2,000 shares) this afternoon at a small unsatisfying profit of $460. Now holding 1,000 shares at $135.25 but will look to repurchase tomorrow if XIV drops further.
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nibor100 1,044 posts msg #140441 - Ignore nibor100 |
12/27/2017 9:50:16 PM
@graftonian,
It turns out I was working on filter #11 also, I got lost in the naming conventions....
Below I've made some changes to your version as it appears that SS uses the price channel methodology where the 17 day High value is used for the upper channel and the 17 day Low is used for the lower channel and not the 17 day averages of the Highs and Lows.
I've checked the Entry signals in Excel and several different ways in SS and they appear to be appropriate. There will be more Entry signals shown than what will come up in SS XIV multisystem backtest, and the Signal Screen lookback Tabs, and in the XIV Strategy #11 backtests as it appears that once a filter #11 has a open signal if a second open signal comes up for #11 before an #11 Exit signal then the 2nd entry signal is ignored.
The nice thing about your SF filter methodology is we can see all of the possible Entry and Exit signals at the bottom of the graphs. I had written it so it would only have results on days there was a signal.
Thanks,
Ed S.
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graftonian 1,089 posts msg #140457 - Ignore graftonian |
12/28/2017 10:41:42 AM
XIV 32 has been giving some classic whipsaw signals the last couple of days. I offer my SF code :
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