StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 25 26 27 28 29 ... 40 >>Post Follow-up
graftonian
815 posts
msg #140652
Ignore graftonian
1/4/2018 9:29:12 AM

1/03 signals for 1/04
Buy: 19
Sell: 32

graftonian
815 posts
msg #140662
Ignore graftonian
1/4/2018 10:03:40 PM

Fetcher[
/**XIV 27 ***/
/*
QSTICK CROSSOVER AND INCREASING AD
*/
SYMLIST(XIV,JNUG,UPRO,TQQQ,TMF)
SET{ENTRY1, COUNT(QStick(12) CROSSED ABOVE 0, 1)}
SET{ENTRY2, COUNT(CMA(Accumulation Distribution, 35) > CMA(Accumulation Distribution, 35) 1 day ago, 1)}
SET{ENTRY, ENTRY1 * ENTRY2}
DRAW ENTRY
SET{QS12, QSTICK(12)}
DRAW QS12 AND DRAW QS12 line at 0
SET{AD_AVG, CMA(Accumulation Distribution, 35)}
DRAW AD_AVG
ADD COLUMN ENTRY
SORT ON COLUMN 5 DESCENDING
/*EXIT*/
SET{EXIT, COUNT(QSTICK(12) CROSSED BELOW 0, 1)}
DRAW EXIT
]



nibor100
384 posts
msg #140704
Ignore nibor100
1/7/2018 9:19:19 AM

For 1/4, I had one additional Sell signal for #31,

and these 3 holds:
Hold XIV MULTISYSTEM #23
Hold XIV MULTISYSTEM #20
Hold XIV MULTISYSTEM #6

For 1/5, I had one Buy signal for #27,

and these 4 holds:
Hold XIV MULTISYSTEM #23
Hold XIV MULTISYSTEM #19
Hold XIV MULTISYSTEM #20
Hold XIV MULTISYSTEM #6

For 1/8 I have these 5 holds:
Hold XIV MULTISYSTEM #23
Hold XIV MULTISYSTEM #19
Hold XIV MULTISYSTEM #27
Hold XIV MULTISYSTEM #20
Hold XIV MULTISYSTEM #6

Any matches or differences out there?

Thanks,
Ed S.

nibor100
384 posts
msg #140705
Ignore nibor100
1/7/2018 11:25:58 AM

I ran a backtest in StrataSearch of this system from the time K of G introduced it in Nov. until last Friday and the 10 position fixed equity of $10K per unit results were:

33 trades for an overall portfolio gain of $14,308, with a Max Drawdown of -3.27%

Seems like a respectable performance for about a month and a half of trading, estimated to be about 104% annualized.

Ed S.

Cheese
432 posts
msg #140706
Ignore Cheese
1/7/2018 12:56:04 PM

Thank you Ed S, graftonian, lavapit & anyone else who posted the SS results.
I am not currently an SS user, and still have a long way to go learning SS, if ever.

Please kindly post a comparative table matching the numbering of your SS system
to Kevin's filter numbering on page 1 of the thread for people like me who are
still trying to follow the conversation.

Wishing you continuing success with your system.


nibor100
384 posts
msg #140714
Ignore nibor100
1/8/2018 2:17:19 AM

@Cheese,

This I believe is the proper relationship between K of G's original StrataSearch XIV long system 40 signals that he reduced to the best 30 before he started this thread on SF:

The first column is his org signal#s, the 2nd is the 30 signals #'s he posted in this thread:
1 1
3 2
4 3
5 4
6 5
7 6
8 7
9 8
10 9
11 10
12 11
13 12
15 13
16 14
17 15
18 16
19 17
20 18
23 19
25 20
27 21
28 22
30 23
31 24
32 25
33 26
34 27
35 28
38 29
40 30

I believe all of us posting nightly signals and Graftonian's SF filter conversions are using K of G's original numbering system primarily because the files he made available to us by emailing him, had that numbering system already applied to the signals, and its probably less confusing.

The StrataSearch sw has one of the best help files of any sw I've messed around with, easy to understand, 11 training videos that I haven't yet watched because the PDF copy of their help manual is so easy to search and find most of the answers to my questions within a minute or 2. Can't beat free capable system development/backtesting sw that almost teaches itself.

Hope this helps,
Ed S.


Cheese
432 posts
msg #140719
Ignore Cheese
1/8/2018 9:41:48 AM

Thank you very much, Ed S
Very kind of you.

nibor100
384 posts
msg #140728
Ignore nibor100
1/8/2018 11:50:38 AM

No problem as I kind of have a different view about answering questions about StrataSearch in this SF forum than K of G had.

a. Answered questions probably benefit more SF members than just the person who asked, in a lot of instances.

b. As more SF users become proficient in SS then maybe one or more will come up with other profitable systems that can be translated into SF filters for the rest of us.

c. Oftentimes, I find that researching a question, that I don't know the answer to, usually results in me learning either other capabilities of the SS sw that I didn't know; or reminds me of some that I knew but had gone way back to the bottom of my memory pile...and sometimes I even find the answer to the specific question.

Ed S.

four
5,087 posts
msg #140750
Ignore four
1/8/2018 6:52:59 PM

http://optionsensei.com/2018/01/investing-advice-volatility-stock-index/

In this article from Stuart, Barton makes an interesting case for using volatility, namely the VelocityShares Daily Inverse VIX ST ETN (XIV) as a vehicle for stock replacement.

nibor100
384 posts
msg #140788
Ignore nibor100
1/10/2018 9:52:33 AM

K of G indicates he got 5 new XIV Buy signals last night and is buying more today.

I have 6 new Buy signals, #31,33,34,35,38,and 40 and the same 5 Hold signals as I've had since last Thursday.

If anyone got just 5 Buy signals, based on yesterday's data and your signals normally track K of G's signals, since mine seem always to be 1 different, please post the 5 Buy signals you got.

Thanks,
Ed S.

StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 25 26 27 28 29 ... 40 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus