shillllihs
6,045 posts
msg #123165
- Ignore shillllihs
modified |
3/12/2015 9:07:24 PM
Looks like the best way to win at this game is
High Probability trades, but these type of filters usually do not return enough trades,
so i propose a thread geared towards pooling the best filters and trading them as they appear.
If no one finds this of value, i will simply use this thread to record & assist mwah...
I prefer etfs for safety.
No.1
No.1 is a 1 day trade. You put an order to buy the next morning. Even better if
you miss the trade & it's down. I think these are good for .5-.75%
No.2
No.2 is a go long inverse etf swing trade. Very interesting.
Look at JDST feb 27th.
No.3
No.3 is a short inverse etf swing trade you may want to flip it
& go long its partner but i like to use the decay element.
Also very interesting.
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karennma
8,057 posts
msg #123168
- Ignore karennma |
3/13/2015 8:46:05 AM
Dang!
That's a really good filter.
Thanks for sharing.
:>)
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four
5,087 posts
msg #123170
- Ignore four
modified |
3/13/2015 9:37:42 AM
http://www.stockfetcher.com/forums/General-Discussion/Something-To-Play-With/116092/20
/* Another version 2.1 */
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fotchstecker
304 posts
msg #123176
- Ignore fotchstecker
modified |
3/13/2015 10:24:00 AM
This same notion has been gnawing at me for some time. If you take the idea to one endpoint, you have to ask: are the global historical results of the backtests compiled or archived in any way?
Think about the numbers of backtests that have been run through SF over the years. Was that data captured in any way? There's an interesting data set in there, and it would potentially include many more iterations of high-probability setups than this thread will ever hope to scrape together (even though I support the idea wholly).
So, I'll be the one to dare to ask: stockfetcher, is there any way to use the archives of backtested data?
-----
shillllihs, the filters you posted are very interesting. how do you trade them?
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shillllihs
6,045 posts
msg #123177
- Ignore shillllihs |
3/13/2015 10:27:28 AM
I guess my dream would be to compile 8-10 of these which only track etfs
& pool these into a basket to produce a Super Filter. We would all have to agree
which belong in this category though. I would call the first filter
on this page No.1 & so on.
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shillllihs
6,045 posts
msg #123179
- Ignore shillllihs |
3/13/2015 10:30:09 AM
Those are four's filters. I don't trade them since there are not many results
& sometimes you can go weeks without any. Again, i think we should
stick to etfs.
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fotchstecker
304 posts
msg #123180
- Ignore fotchstecker
modified |
3/13/2015 10:36:26 AM
I'm definitely into this idea. You'd have to define "high probability" by way of the trade type and horizon. Lots of things are high probability but difficult or unfeasible to trade against. Some pullback strategies' probabilities are positively correlated with time horizon and account size, making them difficult to trade "manually".
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shillllihs
6,045 posts
msg #123181
- Ignore shillllihs |
3/13/2015 10:48:33 AM
I agree, i don't even know if these filters are high probability, i'm just
going by glance.
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shillllihs
6,045 posts
msg #123196
- Ignore shillllihs
modified |
3/13/2015 6:19:19 PM
So i use no.2 & no.3 often & i like them.
Exits are something you may need to look into.
I do not have the patience to create new filters but i'm good
at finding quirks in existing ones.
Don't know if you can combine day trade filters with swing trade filters to create
1 filter but if it's possible make it happen.
This is my contribution so far so if you like the concept feel free to contribute.
As i said, i only would like these to be ETFs.
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shillllihs
6,045 posts
msg #123224
- Ignore shillllihs |
3/16/2015 3:09:59 PM
No.3 triggered UVXY
ProShares Ultra VIX Short-Term Futures (UVXY)
-NYSEArca
17.15 Down 1.08(5.94%) Not bad...
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