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Filter Exchange · A NEW ^VIX TRADING SYSTEM
StefanM
msg #130898
9/6/2016 12:08:06 PM

Yes of course, I understand you. Thank you .. :-)

Filter Exchange · A NEW ^VIX TRADING SYSTEM
StefanM
msg #130893
9/6/2016 8:57:25 AM

Sorry but I only understand partially what you mean. What I want to understand is how you get the 2 equity curves for 20 different setups. Obviously you combine them.
You run a brute force, find the 20 systems, and combine them in a multi strategy setup? This brings up your first equity curve.
And how do you bring up the second curve with the out-of-sample data? I did not understand if the curve is the result of a WF analyse, of it you used another tool of StrataSearch. I do not ask so much about details of your strategy but more about a "how-to" in StrataSearch ..


Filter Exchange · A NEW ^VIX TRADING SYSTEM
StefanM
msg #130891
9/6/2016 3:27:59 AM

@Kevin, did you create a Mulri-System in StrataSearch and then run a Walk-Forward Analysis? I also use StrataSearch, but it is not so easy for me to understand, German is my first language and my trading style has been more discretionary, so all this is quite new to me ..

Stock Picks and Trading · Shills Swing N Daily
StefanM
msg #130832
9/3/2016 11:45:45 AM

I don`t refer to candlesticks like "dark cloud cover" or whatever these may be called. But in case that one does not only trade it`s system - I mean going long on a short day because the backtest is good in total - some few candlesticks may be interesting to look at. And this maybe in combination with the volume.
On the other hand I can not recommend this trading method without limitation. Focussing on a system means to be limited on a limited number of instruments, but also to have clear promising rules. So if one trades a profitable system then he maybe should actually ignore how single bars looks like.
As I always say, looking at bars is like looking at women. There is always one that appears to be more attractive. But maybe it is better to stay with the one you`re with. Sorry for my poor English .. :-)))

Stock Picks and Trading · IT IS CRITICAL!!
StefanM
msg #130829
9/3/2016 7:57:48 AM

Kevin, as you wrote about StrataSearch: I am also running this, I simply run a brute force over the stocks within the S&P500. I found a combination which returns about 30% since 2005. Not that I would not be satisfied with 30% per average, but I would like to know how you think that the brute force results still could be improved.
Optimization strategy, walk forward analysys etc.. you know what I mean, as you know StrataSearch. Are you running something like this after your brute force search?


Stock Picks and Trading · Shills Swing N Daily
StefanM
msg #130828
9/3/2016 4:53:23 AM

Reading candles is not difficult. But reading candles correctly does not mean that you will make a winning trade with the next candle. You guys are experienced enough to know this. If you want to spend a little time on it then you can search Google for "VSA cheat sheet". VSA is the anaylsis of spread and volume. Spread is the spread of the candle, high to low.
On a Doji bar buyers and sellers move the price up and down, but it closes with a low spread between open and close. So buyers and sellers are undecided.
For me one of the most interesting bar types is a bar with a very small spread compared with the previous bars, but on higher than usual volume. Imagine you had big strong green candles in a row up to the top of a range, but suddenly you see a small bar with low spread but high volume. What else should it mean than that sellers came in that capped the bar on its way up to new highs ...

General Discussion · reversals - would like your opinion
StefanM
msg #130695
8/30/2016 1:51:44 PM

I cannot program this, but I like this filter. As I see the results I had to think of VSA. If your last (signal) bar is a red bar with a long wick on the top on very high volume (Maybe 150% of normal), then this is an indication of selling. It is surely easy to understand.
Also interesting within your filter may be a bar with a very small range but a high volume. The price does not go up or down a lot, but many people sell into the buying. Same reversed for longs.
I thought about modifying your filters but technically I can not without thinking deeper about it. I do not ask you to add these filters, nevertheless it may be an interesting add on to have an extra view on the bars` spread and volume ...

Filter Exchange · HOLO - HIGHEST OPEN / LOWEST OPEN
StefanM
msg #130660
8/29/2016 2:26:25 PM

Maybe he likes it, did you ask him :o) ?

General Discussion · Scottrade Elite users
StefanM
msg #130635
8/28/2016 2:20:10 AM

JP thank you, I will look at this ..

Filter Exchange · HOLO - HIGHEST OPEN / LOWEST OPEN
StefanM
msg #130622
8/27/2016 10:30:13 AM

Yes I looked at some of your videos ;-) .....

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