StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 8 9 10 11 12 ... 40 >>Post Follow-up
jackmack
334 posts
msg #139673
Ignore jackmack
11/30/2017 4:19:51 PM

Kevin_in_GA

Don't mean to dump this here on this thread but thought it interesting
Remember this one you did years back?

It's very interesting when using for long only using XIV as apposed to the SSO/SDS combo of original intent
I know a couple of the XIV filters probably contain some variation of stoch crossovers
and was just thinking about this one last night for some reason and just found it interesting.
I have no way of back testing this to see if its viable or just coincidental - but found it interesting
enough to ponder


SYMLIST(xiv,vxx)
SET{GO_short, COUNT(STOCHASTICS %D(5,1,5) BELOW STOCHASTICS %D(5,1,10),1)}
SET{GO_long, COUNT(STOCHASTICS %D(5,1,5) ABOVE STOCHASTICS %D(5,1,10),1)}
SET{NULL,0}

ADD COLUMN SEPARATOR
ADD COLUMN GO_LONG {GO LONG}
ADD COLUMN GO_SHORT {GO SHORT}
ADD COLUMN SEPARATOR
ADD COLUMN STOCHASTICS %D(5,1,5) {%D(5,1,5)}
ADD COLUMN STOCHASTICS %D(5,1,10) {%D(5,1,10)}

DRAW GO_SHORT ON PLOT NULL
DRAW GO_LONG ON PLOT NULL
DRAW STOCHASTICS %D(5,1,5) ON PLOT STOCHASTICS %D(5,1,10)

SAFeTRADE
607 posts
msg #139675
Ignore SAFeTRADE
11/30/2017 8:16:57 PM

Updated correctly tonight from Yahoo with no freezing and closing.

tennisplayer2
210 posts
msg #139680
Ignore tennisplayer2
11/30/2017 11:25:37 PM

Ed S. and Kevin, thank you very much for the help. I was able to import using ACSII because of you two.

davesaint86
720 posts
msg #139684
Ignore davesaint86
12/1/2017 8:18:42 AM

I imported the price data using Yahoo. Thanks Ed and Kevin for the ASCII import instructions. Will try importing using this method this weekend.

davesaint86
720 posts
msg #139687
Ignore davesaint86
12/1/2017 9:27:24 AM

http://charts.equityclock.com/volatility-index-vix-seasonal-chart

Interesting seasonality site. Here is the VIX seasonal chart.



Kevin_in_GA
4,599 posts
msg #139688
Ignore Kevin_in_GA
12/1/2017 9:32:00 AM

People saw the 3 new BUY signals last night. Please remember to look only at the PORTFOLIO selections, since with 30 filters it can signal more than 10 active trades.

As for me I am in the XIV trade at my max level for now so I will not be taking these signals today, even though the open is less than my current cost average. Good luck to all.

pthomas215
1,251 posts
msg #139703
Ignore pthomas215
12/1/2017 12:13:44 PM

Kevin, I am curious..on your system, were there 3 new buy signals last night on 1) XIV specifically or 2) the S&P ?

shillllihs
5,805 posts
msg #139710
Ignore shillllihs
12/1/2017 1:02:26 PM

PT.,
I don't think he wants to come out right now, he says he invests over 2million in XIV.
so this is a touchy subject at the moment. Hope you understand.
Come back when he holds through all the chaos and proclaims a big win.

Kevin_in_GA
4,599 posts
msg #139712
Ignore Kevin_in_GA
12/1/2017 1:36:47 PM

The buy signals are for XIV, based on filters #18, #32, and #34 in the file I sent out to folks already.

@shilllihs: Only holding 10,000 shares at $119.83 average cost. Not happy about today's price action, but I will hold these positions until the filters posted here tell me to sell. Completely transparent about this since all of the system details are included here.

nibor100
938 posts
msg #139713
Ignore nibor100
12/1/2017 2:11:45 PM

I get only 2 BUY signals using 11/30 XIV prices, #32 and #34.
with Holds in 7 other filters/strategies.
Ed S.

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