jackmack
334 posts
msg #108530
- Ignore jackmack |
10/25/2012 6:09:56 AM
I guess the primary reason is that when running the filter in Prodigio for say 2011 I get nothing like the results you have posted from Stratasearch and was just wanting to visually see why since there is such a large discrepancy between results if it could be visually identified.
I agree with letting the signal fire and enter or exit but if back testing one system against another and the results are very different I would like to SEE why - that was all I was trying to understand but as you indicated it is not possible in Prodigio to see the Stoch as this filter is set up but was just wondering if you used anything in that platform.
Thanks again
Cheers
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duke56468
683 posts
msg #108539
- Ignore duke56468 |
10/25/2012 5:41:08 PM
You can adjust the settings on Freestockcharts.com to show the %D crossover. I can never remember how to put up a chart here or I would.
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Kevin_in_GA
4,599 posts
msg #108540
- Ignore Kevin_in_GA |
10/25/2012 6:10:11 PM
@jackmack: That's because the backtests on Prodigio are not really all that good - and I don't think you can actually test back more than 1 year on their data. Also they do not seem to reinvest 100% of the account in each trade as SS does.
Between the two I trust SS for backtesting and Prodigio for forward testing.
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jackmack
334 posts
msg #108545
- Ignore jackmack |
10/25/2012 9:03:43 PM
Kevin
Agreed on Prodigio but I have not been able to test in SS yet.
Is there anyway I could get the settings code for SS?
I sent an email previously as you instructed but I have not seen it yet.
Thank you for all your help.
jackmack
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Kevin_in_GA
4,599 posts
msg #108548
- Ignore Kevin_in_GA |
10/25/2012 10:16:15 PM
Entry
crossbelow(stochd(5, 1, 5,simple),stochd(5, 1, 10,simple))
Exit
crossabove(stochd(5, 1, 5,simple),stochd(5, 1, 10,simple)) or
traildown(3,unleveraged)
Use variable trade setting and 1 open position. Have 99% of equity used as trade size.
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VenturaTrader
44 posts
msg #108551
- Ignore VenturaTrader |
10/26/2012 12:04:10 AM
Kevin wrote: Also they do not seem to reinvest 100% of the account in each trade as SS does.
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Because of the three day settlement rule one can only trade 49% off available funds in a brokerage account; can't switch 100% of brokerage account from SSO to SDS the same day because the trade settles three days later. If only 49% of funds is traded each time one still has the effect of compounding which is very good, but all the funds are not put to work. Does anyone know a way to trade 100% of an account the same day without using margin?
The Rydex leveraged funds allow same day switching but they won't work because they do not allow stops. Anyone got a solution?
Kevin, I wondered if your backtest in SS with the hypothetical $100,000 account took this into consideration; I think somewhere along the line you mentioned trading 49% of available funds which my broker, Interactive Brokers will automatically do if set up properly. Thanks!
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jackmack
334 posts
msg #108557
- Ignore jackmack |
10/26/2012 8:40:18 AM
Thank you Kevin.
You are a man among men.
Cheers
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jackmack
334 posts
msg #108660
- Ignore jackmack |
11/2/2012 1:48:31 PM
Got the signal (intraday) to get out of SSO
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Kevin_in_GA
4,599 posts
msg #108661
- Ignore Kevin_in_GA
modified |
11/2/2012 1:49:40 PM
Looks like it is time to get out of the SSO trade and go long on SDS. The SSO entry signal was at the close on 10/24. Buying in at the open (as the system was designed to do) got you in at 59.46. Assuming today will close near the current price of 59.95 you'll see a modest profit of 0.82% before commissions.
Personally hoping the market turns up a bit between now and the end of the day.
EDIT: I really need to keep these hopes to myself ...
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tarun766
50 posts
msg #108667
- Ignore tarun766 |
11/2/2012 5:51:56 PM
I was in on SSO but i sold 50% yesterday! and rest today around 1, got in on SDS and made hundred bucks.
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