four 5,087 posts msg #130612 - Ignore four modified |
8/26/2016 4:03:49 PM
nice.
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long 250 shares of STJ at $76.00.
Out at $78.00 for a net gain of $497 after commissions.
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Kevin_in_GA 4,599 posts msg #130615 - Ignore Kevin_in_GA |
8/26/2016 4:16:49 PM
Thanks - even a blind pig can occasionally find a truffle. Still learning as I go.
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mahkoh 1,065 posts msg #130636 - Ignore mahkoh modified |
8/28/2016 5:41:59 AM
Assuming there are experienced users of Level2 and Time and Sales in this thread I would be interested in opinions on the subject.
My goal is to first gain insight in the moves of the broader market(SPY,^SPX).
As a non professional IB client I currently only have access to free Level2 data from IEX, CBOE, BYX, EDGEA and DRCTEDGE. I could subscribe to other L2 data feeds but am wondering about the added value. A large block sitting somewhere could be nothing more than a decoy that can be cancelled any second, prices shown on the book do not necessarily have to be the prices that are actually sent to the exchange and the same goes for order size.
However, if it would be advisable to subscribe to other feeds, which are preferred?
A few other options: I could subscribe to Level2 data for SPX futures, but to my understanding those are largely used as hedge instrument for market makers.
And possibly Level2 options data for SPY, put options are believed to be bought as hedge for institutional long positions. The advantage here might be that (at least with IB) there is a cancellation fee for options.
It would seem that Time and Sales are far more reliable to use, but obviously they reflect what has already happened.
Thoughts are appreciated.
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Kevin_in_GA 4,599 posts msg #130641 - Ignore Kevin_in_GA |
8/29/2016 9:41:34 AM
Short 400 shares of RAVN at $25.00
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johnpaulca 12,036 posts msg #130644 - Ignore johnpaulca |
8/29/2016 10:42:29 AM
Kevin_in_GA
3,669 posts
msg #130641
- Ignore Kevin_in_GA 8/29/2016 9:41:34 AM
Short 400 shares of RAVN at $25.00
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gutsy trade...can't see any signs of weakness....glty!!
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Kevin_in_GA 4,599 posts msg #130645 - Ignore Kevin_in_GA |
8/29/2016 11:09:18 AM
8/26/2016 12:41:27 PM
8/18/2016 7:16:46 PM
Also jumped in on 1000 shares of VXX @ $36.14 based on another set of VIX filters I have developed. These typically trade at 90% win rates but it takes several weeks on average to close out the trades.
Out at $37.26 for a gain of $1111 after commissions. I entered a new position in XIV at 12:12 PM (1000 shares at $36.00).
Out of XIV at $37.00 for a gain of $989 after commissions. This was ahead of any system signal but I was willing to take the profit and move on. Will wait for the next entry signal from my VIX filters.
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ThaGekko 139 posts msg #130650 - Ignore ThaGekko |
8/29/2016 1:06:22 PM
Kevin - are these filters your using for VIX in stockfetcher forums or are you willing to share them?
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karennma 8,057 posts msg #130675 - Ignore karennma modified |
8/30/2016 9:30:59 AM
karennma 8/24/2016 9:24:55 AM
NUGT & JNUG breaking down.
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9,987 posts
johnpaulca 8/24/2016 10:25:58 AM
it's about time, was patiently waiting for the retracement to buy. Will start buying closer to 1280.
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Well, it's sure taking it's time.
Very slow drag to the bottom.
$1280? That might take another month.
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Kevin_in_GA 4,599 posts msg #130677 - Ignore Kevin_in_GA |
8/30/2016 9:49:14 AM
Long 1000 shares of VXX at $36.10. The system said to cover a VIX short at the open (did it yesterday but left money on the table) and to open a new long position.
The system is actually a compilation of 15 long and 15 short VIX filters identified from a brute force evaluation of indicators over the last five years of VIX data. Not all of them translate into SF code since Stratasearch has additional functions and computational capabilities that SF does not. I will post a SF-compatible version of this system in its own thread later this week.
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johnpaulca 12,036 posts msg #130678 - Ignore johnpaulca |
8/30/2016 9:58:55 AM
karennma
6,282 posts
msg #130675
- Ignore karennma
modified 8/30/2016 9:30:59 AM
karennma 8/24/2016 9:24:55 AM
NUGT & JNUG breaking down.
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9,987 posts
johnpaulca 8/24/2016 10:25:58 AM
it's about time, was patiently waiting for the retracement to buy. Will start buying closer to 1280.
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Well, it's sure taking it's time.
Very slow drag to the bottom.
$1280? That might take another month.
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sideways action will allow bands to catch up(for support) and to relieve the overbought conditions
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