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Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140220
12/19/2017 10:29:48 AM

Not really. This requires the filter to know the entry price. SF does not retain this type of data (although it should).

You might be able to add the entry price as a set statement (using the date() function) and then set a trigger at that value * 0.95?

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140214
12/19/2017 8:05:47 AM

Current signals - one new BUY signal from last night.

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongBuy10MarketStockXIVXIV 135.24 XIV MULTISYSTEM #33
LongHold10StockXIVXIV12/18/2017135.17135.240.05%XIV MULTISYSTEM #40
LongHold10StockXIVXIV12/5/2017116.7135.2415.89%XIV MULTISYSTEM #23
LongHold10StockXIVXIV12/18/2017135.17135.240.05%XIV MULTISYSTEM #6


Currently holding 3,000 shares at $135.05 (posted yesterday in another thread). Will not add here since I am okay with the current amount and allocation price.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140186
12/18/2017 12:30:48 PM

Yes, that is the correct SF syntax.

Stock Picks and Trading · Intraday Alerts
Kevin_in_GA
msg #140181
modified
12/18/2017 9:51:42 AM

XIV BUY - long XIV 3000 shares at $135.05
XBI BUY - short LABD 10000 at $5.09
SLV SELL- short USLV 10000 at $10.00
RSX BUY- long RUSL 1000 shares at $49.90

Stock Picks and Trading · Intraday Alerts
Kevin_in_GA
msg #140178
12/18/2017 9:12:16 AM

Some neural network system trades (been working on these a lot of the past few weeks):

For today:

XIV - new BUY signal
XBI - new BUY signal (short LABD or go long LABU)
SLV - new SELL signal (short USLV or go long DSLV)
RSX - new BUY signal (short RUSS or go long RUSL)

These trades are based off of weekly data, and typically return 5-10% in a few weeks. I will be taking positions in these today, and will post what I get for entry prices.


Stock Picks and Trading · Intraday Alerts
Kevin_in_GA
msg #140176
12/18/2017 9:00:05 AM

On Friday the contango for the VIX was over 17%, and the roll yield (the difference between the spot VIX and F1) was at 5.3% - the gap has to be erased by Wednesday, meaning there are only two days in which to move F1 down or VIX up. At these levels of contango, XIV had a strong tailwind heading into this week, plus the usual seasonality of the Santa Claus Rally.

I unloaded my XIV too early on Friday. Will be buying more at the open today.

Filter Exchange · Short DUST & NUGT
Kevin_in_GA
msg #140147
12/16/2017 10:48:58 AM

Respectfully disagree - you really should be looking at this ROI and comparing it against other investment returns one could have made with the same funds. What this approach does is reduce risk, but the absolute return does not care about the risk you might have encountered.

In other words, how much total profit have you made on this set of trades? Looks like you have made $697 on an initial investment of $55,966 (1.2%) in a month. That certainly beats the long term average return of the S&P 500 at a much lower risk, but don't think that the return is higher just because the directional risk is low. The return is an absolute dollar value that does not care about directional risk.




Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140142
12/15/2017 9:48:32 PM

Signals for Monday:

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongBuy10MarketStockXIVXIV 132.66 XIV MULTISYSTEM #6
LongBuy10MarketStockXIVXIV 132.66 XIV MULTISYSTEM #40
LongSell10 StockXIVXIV12/4/2017119.76132.6610.77%XIV MULTISYSTEM #27
LongSell10 StockXIVXIV12/14/2017128.97132.662.86%XIV MULTISYSTEM #20
LongHold10StockXIVXIV12/5/2017116.7132.6613.68%XIV MULTISYSTEM #23


Looks like I wasn't too far off the mark today even though I deviated from the system signals.

General Discussion · Posting a .png or .jpg
Kevin_in_GA
msg #140135
12/15/2017 6:41:31 PM

You need to link to a photo hosting site like tinypic or photobucket. The only thing that can be posted here are SF charts.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140125
12/15/2017 2:57:33 PM

An observation - of late the price of XIV has dropped a bit in the period around or just after each monthly options expiration. Not sure exactly why since it does not seem to be related to contango, but have others seen this as well?

Looking at the week of options expirations, there is almost always a lower price than the weekly open. Next week being options expirations, I just wanted to bring this up for comments.



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