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Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132750
11/23/2016 4:10:00 PM

Thank you Kevin_in_GA
I am STRONGLY leaning that way


Happy Thanksgiving to all here


Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132747
11/23/2016 3:47:27 PM

Kevin_in_GA or anyone else - is there a way here in SF to combine all of the longs into one and all of the shorts into one?
Similar to what was done in the "Trading Divergences" thread so on a manual back test you could just forward each day and see when any one of the filters triggered long or exit.
I've tried but I believe when I am adding an "add column ___ " line for each filter since the wording is not exactly what the underlying filter is returning it is not working out properly or is it not even possible because of the dynamics of the filter there is no way to combine it.
Just looking to make this one by one day by day manual research a little less painful ;-)



Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132744
11/23/2016 2:29:01 PM

@ dtatu
I know I got off track with that one

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132741
11/23/2016 1:58:26 PM

shillllihs
On DUST are you taking the signal to go long when ANY of the filters goes long and then exit when any say exit?

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132732
11/23/2016 12:20:54 PM

shillllihs
Interesting on the LONG side using DUST but murder on the short - ouch
but very interesting indeed


Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132729
11/23/2016 10:57:39 AM

dtatu
Quick question - is the impact on decay say on TVIX or XIV not reduced since never holding a position longer than 10 days?

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132719
11/22/2016 10:38:00 PM

Ah
Now I got it - it's still the same trigger
Thank you


Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132715
modified
11/22/2016 8:30:32 PM

Anyone else getting SF #4 long tonight?
All I did was go to first page and just looked down each filter.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132688
11/22/2016 8:38:33 AM

Sorry - not sure but I got the email last night from SF and #4 had a buy for this morning.
Did anyone else get this?


Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132684
11/22/2016 6:58:21 AM

Yes
Filter 4 indicates a buy at the open today

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