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| shillllihs 6,046 posts msg #151809 - Ignore shillllihs modified |
4/12/2020 3:04:37 PM If you guys find the time(Xarlor,Snappy)since I'm technically incompetent. Just working on a simple Acceleration band(20) concept. 2 ways to play it but I need help. I'm thinking returns are about 70-80% 1.Either buy Tqqq on cross above lower Accband and sell ether half at upper accband and the other half when tqqq crosses above then below median line, or just sell 100% on cross above then close out on cross below. Re-enter if it dips below median band and goes back above it. 2. Or alternate between Tqqq and Vixy when the time calls to go long. You guys decide when to bail on false moves over lower accband maybe next day close or 1 or 2% below a move that went against you. Also re-entering if it drops below median band and goes back above it. Chop on the median line may be a problem but I think will be way offset by the occasional big runs. I hope you guys can decipher what I'm saying. Also, do you think what happened to Xiv can happen to ETFs like Tqqq Vixy, etc? Example enter Tqqq Oct03 exit Dec03 enter again 2 days later on cross above median band again, and exit in late January on cross back below median. So basically looking for backtest results and cool filters. |
| xarlor 587 posts msg #151810 - Ignore xarlor |
4/12/2020 6:12:57 PM I based this filter on your #1 and the example you gave. buylower = Enter position on cross above Lower Acceleration Band sellmedian = Exit position on cross below Middle Acceleration Band buymedian = Enter position if close crossed below Middle Acceleration Band but crossed back above it within 5 days.  |
| shillllihs 6,046 posts msg #151811 - Ignore shillllihs modified |
4/12/2020 6:43:02 PM Thank you so much, a few questions. For VIXY, after the sell median in Feb. shouldn't there be a buy median after the recross, that's a huge move up of 200% at upper band and 100% at median. What am I missing there? Also, all the false buy lower entires from June to August there should be an exit if it continues lower, where do you think it should be, next close or maybe a certain % below that buy lower entry? Maybe we need a % exit entry for every median cross too? I think this should have an exit to mitigate losses. I maybe we need a % exit entry for every median cross too? I wonder if there are situations where tqqq and vixy are overlapping where you cannot choose a direction. If we figure out these final steps I'd love to see the backtest results. This will probably be the last system I'll be working on for awhile. Hoping I'm explaining myself well enough, I find most of you to be genius while I'm just the concept guy. |
| xarlor 587 posts msg #151812 - Ignore xarlor |
4/12/2020 7:54:22 PM If you look closely, there was no close above the median the following 5 days. On Feb 7th the close was below the median by a few cents. It crossed back above the median 11 days later, but the filter is only looking for a near-term recross of 5 days.  As for cutting losses, I think the safest bet is simply to exit any position if the close is below the Lower Acc line. This way you're already out if it keeps going lower, but you're also ready to jump back in once it gives the cross above signal again. |
| shillllihs 6,046 posts msg #151813 - Ignore shillllihs modified |
4/12/2020 9:51:08 PM Just had about 5 margaritas but perhaps a tweak would catch that. Maybe going above median instead of crossing above. I'm buzzed. Happy Easter, here we just. Had rack of lamb Greek potatoes salad spinach pies corn chocolate cake. |
| shillllihs 6,046 posts msg #151840 - Ignore shillllihs |
4/16/2020 12:31:25 AM |
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