tennisplayer2
210 posts
msg #108673
- Ignore tennisplayer2 |
11/2/2012 7:28:05 PM
If we are to follow the filter, we do not sell SSO until the open on Monday and then buy SDS. Thanks Kevin.
|
tarun766
50 posts
msg #108692
- Ignore tarun766 |
11/6/2012 11:07:35 AM
This is not in our favour for the last couple if days :(
|
Kevin_in_GA
4,599 posts
msg #108696
- Ignore Kevin_in_GA |
11/6/2012 12:49:55 PM
@tarun:
Please look at the stats I posted for this filter (on the first page of this thread). The win % is only 53% and the average return a little over 1% per trade. I personally am not trading this one, as I have posted previously. This was an interesting system and one that others can use or modfy as needed.
I'm trading from my Divergence filters instead since I am happier winning more often with lower drawdowns even at the expense of possibly higher gains at the end.
|
jackmack
334 posts
msg #108698
- Ignore jackmack |
11/6/2012 1:52:07 PM
It's a process - it's a process - it's a process
The stats are amazing and due to be "traded".
I cannot figure out how to use the divergences that Kevin posted in another filter set as the entry and exit signals are too confusing for me (no offense Kevin if you read this - I just cannot figure them out - I really wish I could but if it's not on or off I just can't get it ;-) ) - anyway this filter rocks and these markets have not been kind lately to many filters/models as we are really doing nothing more than churning which typically is a sign of distribution so... trade well and keep the stops it will pay off.
Cheers
|
tennisplayer2
210 posts
msg #108700
- Ignore tennisplayer2 |
11/6/2012 3:55:49 PM
jackmack, if you look at each divergence individually (entry when 1 is trigger in entry line and exit when 1 is trigger on exit line), you will not be so confuse.
|
tarun766
50 posts
msg #108702
- Ignore tarun766 |
11/6/2012 7:12:12 PM
@kevin
what are the divergence filters and what is you set up?
|
kraems17
4 posts
msg #108703
- Ignore kraems17 |
11/6/2012 7:33:07 PM
@Kevin_In_GA: If you get stopped out mid-day, like I did today with SDS, and the filter is still showing long at the end of the day, would you buy in again at the open tomorrow, or just wait on the sidelines for the signal to cross with a long SSO? Thx.
|
VenturaTrader
44 posts
msg #108704
- Ignore VenturaTrader |
11/6/2012 7:33:20 PM
tarun766,
Look under Kevin's thread "Trading Divergences on the S & P 500."
http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=108174&qrid=
Happy Trading
|
jackmack
334 posts
msg #108707
- Ignore jackmack |
11/7/2012 9:05:15 AM
tennisplayer2 - okay I'll bite - so if I were using let's say the RSI divergence filter - I would have gotten back in to SPX on 23 Oct?
And before that I would have been in on 2 Oct - then out 4 Oct - then back in 9 Oct (those dates indicate getting in on the day after the signal fired) - is that correct?
|
Kevin_in_GA
4,599 posts
msg #108711
- Ignore Kevin_in_GA |
11/7/2012 9:56:14 AM
Not quite - apparently there is some confusion here.
Look at the RSI Divergence filter:
At the bottom you see the entry and exit triggers graphed. You would have seen an entry signal on 9/24 at the end of the day, and entered SPY long at the open on 9/25 @ 145.96. The exit signal came on 10/4 end of day, so you would have sold at the open on 10/5 @ 146.91.
Next signal came on 10/19 end of day, so you would have entered SPY long on 10/22 at the open price of 143.15. Still waiting for the exit signal.
|