StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 17 18 19 20 21 ... 40 >>Post Follow-up
davesaint86
559 posts
msg #139950
Ignore davesaint86
12/9/2017 9:11:28 AM

Kevin - I did what you said to to. I kicked off a One Click run selected the Consistent Trades strategy. I noticed in Exit dialog box that this statement is showing up in the filter. (// Maximum Days Held (Supporting Exit)($daysheld > 15). I checked my results this morning and looked at the trades after 146,000 runs and noticed there are numerous trades listed under 15 days. The Performance Report is showing and average trade length of 10 days. I went back into the Trading Rule Setup for the Auto Search Setup and noticed for the rule that the Exit String "Use Exit Rule as an Alternative" is selected. I think it needs to be changed to "Use Exit Rule in Addition to Primary Rule Ext." I'm going to kick off the run again using the other option.

Dave

mahkoh
1,064 posts
msg #139955
Ignore mahkoh
12/9/2017 4:23:49 PM

There is nothing here that should not happen. Assuming you checked Maximum Days Held to "always" the primary exit rule may trigger before 15 days, if it doesn't the Max Days rule kicks in.
If you choose to use it in addition to the primary rule both have to be true and there should not be an exit earlier than 15 days.

jackmack
334 posts
msg #139959
Ignore jackmack
12/9/2017 8:25:06 PM

If one didnít have the position sizing that Kevin does and was starting out with a small amount of capital can it be done with 2 or 3 or 4 signals only?

nibor100
576 posts
msg #139960
Ignore nibor100
12/9/2017 9:24:15 PM

@jackmack,
when I look at my run of Kevin's backtest for a portfolio size of 1, fixed trade equity, the performance report indicates:

avg annual return 89%
compound annual return 41,83%
avg trade return +3.32%
71% of trades profitable
Percent in Market 89.3%
avg days held 8
max drawdown 17.7%
16 losing months out of 57 months

I believe you can run backtest for mutilple portfolio settings of any combination from 1 to 20.

Ed S.

nibor100
576 posts
msg #139961
Ignore nibor100
12/9/2017 10:20:27 PM

XIV Seasonality,

One of the programs I use, Edgerater Pro. has a few seasonality templates and I just ran the Monthly-1 Month template and the Now Template for XIV total history.

According the Monthly-1 Month Template XIV has had 4 Decembers with positive gains and 3 with negative gains with an overall avg gain for Dec of 0%.

According to the Now Template, XIV for the 2 weeks of trading beginning after 12/8 there have 3 yrs where those next 2 weeks were positive gaining and 4 yrs where they were not. The avg over those 2 weeks for 7 yrs of history has been +3%. (Curiously that template shows if XIV is held for 6 months when going long on XIV now, the avg gain is 42%, 7 up years 0 down years)

Since some of the current ongoing signals show gains greater than the Kevin backtest reported avg. gain of 4.51%, and the marginally positive seasonality data, would some of you consider taking profits early or staying with the filter trades as designed?

Ed S.

shillllihs
5,404 posts
msg #139962
Ignore shillllihs
12/9/2017 10:51:17 PM

Bottom line. If you want to come close and underperform buy n hold this system is for you.
If you want to make more money doing nothing, or HUGE money adding on dips, and have almost total freedom from trading, buy n hold until a bear market.

SAFeTRADE
561 posts
msg #139963
Ignore SAFeTRADE
12/10/2017 2:43:08 AM

I have been updating using Yahoo after midnight and all is updating properly. Thank you again, Kevin.

Safetrade

davesaint86
559 posts
msg #139969
Ignore davesaint86
12/10/2017 12:03:57 PM

Using the "Use Exit Rule in Addition to Primary Rule Ext." works.

Kevin_in_GA
4,599 posts
msg #139986
Ignore Kevin_in_GA
12/11/2017 9:52:11 AM

based on the SELL signal (#38) received on Friday, I sold 1,000 shares of XIV (purchased on 11/30 at $120.08) at a limit order of $124.50. Net gain of $4,420. Still holding 6,000 shares

Kevin_in_GA
4,599 posts
msg #140011
Ignore Kevin_in_GA
12/12/2017 8:29:04 AM

Here are my signals from last night (for comparison to what others should be getting):

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongSell10 StockXIVXIV12/1/2017116.69128.19.78%XIV MULTISYSTEM #32
LongSell10 StockXIVXIV11/30/2017120.04128.16.71%XIV MULTISYSTEM #20
LongSell10StockXIVXIV12/7/2017116.3128.110.15%XIV MULTISYSTEM #15
LongHold10 StockXIVXIV12/4/2017119.76128.16.96%XIV MULTISYSTEM #27
LongHold10StockXIVXIV12/5/2017116.7128.19.77%XIV MULTISYSTEM #23
LongHold10 StockXIVXIV11/29/2017120.47128.16.33%XIV MULTISYSTEM #6


Based on this, I will sell another 3,000 shares today at the open. May opt for a limit order at $129 if it opens near that price.

StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 17 18 19 20 21 ... 40 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.