StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 9 10 11 12 13 ... 40 >>Post Follow-up
1,251 posts
msg #139715
Ignore pthomas215
12/1/2017 2:22:23 PM

Kevin, thank you. was just curious because the night before last if you took Snp as opposed to XIV you would have completely nailed it. so was just curious if the system was aligned with the overall market. I downloaded SS--just need to go the extra mile now. sounds like you are holding the position 60-90K i would assume you have confidence in the rebound of XIV in accordance with your system.

shils, you are funny...a bit mean, but funny. we have all had our asses handed to us at times.

574 posts
msg #139716
Ignore nibor100
12/1/2017 2:29:25 PM


It appears that 16 of your 30 SS filters have multiple Exit criteria, with 6 of them having the StopDown (x) stop loss criteria with numbers ranging from 5% to 25%.

1. Did you assign those Stop Loss values or did SS determine their values through its iterations?

2. Is today a VIX futures contract rollover day?

Ed S.

1,064 posts
msg #139718
Ignore mahkoh
12/1/2017 2:40:18 PM

"Please remember to look only at the PORTFOLIO selections, since with 30 filters it can signal more than 10 active trades."

Just to make sure: Assume you have 12 strategies in trade and thus have 10 units on. If a sell signal is generated you sell 1 unit, regardless whether this was from a signal you opened a trade upon or not. If the next day has a buy signal it will not be labelled as portfolio trade since you still have 11 signals going, yet you buy unit number 10.


4,599 posts
msg #139719
Ignore Kevin_in_GA
12/1/2017 2:43:28 PM

@nibor - SS determined all entry and exit criteria for each system. Vix expiration is 20 Dec.

@mahkoh - I would not sell based on a signal from a different filter than the one you used to enter the trade, unless you are in the black and are looking for a reason to sell. Each system is designed to be traded independently, or cross traded with others.

5,403 posts
msg #139720
Ignore shillllihs
12/1/2017 3:01:19 PM

It should work out for everyone. Maybe another dip to 109 then a steady run to 125.

334 posts
msg #139723
Ignore jackmack
12/1/2017 3:26:43 PM

The gap fill on XIV @ 103.50 from 11/15 was textbook

1,064 posts
msg #139724
Ignore mahkoh
12/1/2017 3:28:18 PM

Hmm .. I guess I misinterpreted then. But on the other hand, I have been thinking about an approach in this way, and in fact have concluded that it may make sense. After all, if any one system sells it could be seen as a general indication to lighten up on the position.

My reason for pondering is that I have a forex system going on Stratasearch with 30 pairs and 5 strategies each. I take on 2 units per pair max, so I'm often running into exit signals I did not trade upon and this is a bit of a hassle. I do believe that when using 5 strategies and 2 units it would be advisable to only use exits on entered trades, but with 30 and 10 units it may not be that big an issue anymore. And one nice thing about trading forex on MT4 is that it does not matter commission wise whether you trade 10 x 0.1 lots or 100 x 0.01 lots.

Well, guess it's back to the drawing table for me.

1,064 posts
msg #139725
Ignore mahkoh
12/1/2017 3:32:27 PM

By the way, I also started trading your signals, we're in the same boat. Not taking on the size you are though, and I'm shorting UVXY instead of buying XIV.

4,599 posts
msg #139726
Ignore Kevin_in_GA
12/1/2017 3:41:48 PM

There's plenty of room in the boat, but I'm not really all that concerned as long as the tax reform bill in the Senate gets passed. If that doesn't happen my position will be toasted.

905 posts
msg #139733
Ignore graftonian
12/1/2017 8:00:54 PM

How long does a Yahoo data downlo9ad take for you?

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