mrmenstig
20 posts
msg #107677
- Ignore mrmenstig |
8/16/2012 12:07:10 PM
how do you get the go long/short to appear in the filter results even if i click on the filter you posted in the forum i still dont see it just the code for it
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jackmack
334 posts
msg #107678
- Ignore jackmack |
8/16/2012 12:20:03 PM
Kevin - looks like you call on long SSO is correct once again
Nicely done
Cheers
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Kevin_in_GA
4,599 posts
msg #107684
- Ignore Kevin_in_GA |
8/16/2012 3:20:19 PM
Jack:
Actually not a good call - the system still has you in SDS until tomorrow's open.
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tennisplayer2
210 posts
msg #107691
- Ignore tennisplayer2 |
8/17/2012 10:14:55 AM
Sold SDS for a loss, not a big deal (I still think that this will payoff in the long run). I still don't trust this up move, so to play it safe, I will not buy SSO this time. I maybe wrong, but I rather be safe. BTW, Kevin's weekly filter (TAA) said to move into SPY last Friday. I will continue to go with his monthly filter which have one in AGG. Kevin, once again, thanks for hard work.
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tennisplayer2
210 posts
msg #107692
- Ignore tennisplayer2 |
8/17/2012 10:16:48 AM
Jack, that rsi(42) crossing the ma100 has peaked my interest. Thanks for sharing.
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Kevin_in_GA
4,599 posts
msg #107699
- Ignore Kevin_in_GA |
8/17/2012 1:58:42 PM
Kevin were you able to run the data in back test with the stops as none and then at 1% - 10% yet?
+++++++
I looked at adding trailing stops from 1% to 20%, and just as before the 3% stop is the most profitable. This is one of the few instances I have seen where the addition of a stop (of any kind) resulted in more profit.
I know there are those will will argue, perhaps vehemently, that stops are critical to long-term success. I am not challenging their beliefs. I simply have not seen that many systems that traded better in a rigorous back test with a stop rather than without one.
Without a stop it still did quite well, but had a lower CAGR and a lower Sharpe ratio.
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Billirider321
62 posts
msg #107799
- Ignore Billirider321 |
8/24/2012 3:53:57 PM
As per the model we should be going long this mornig. Is anybody following this strategy.
thanks
Bill
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novacane32000
331 posts
msg #107800
- Ignore novacane32000 |
8/24/2012 5:00:18 PM
Bill- The SSO signal to go long was on 8/16/12.
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duke56468
683 posts
msg #107802
- Ignore duke56468 |
8/24/2012 8:28:17 PM
I was in on the SDS signal but didn't get in until the 15th because I thought it best to wait on some confirmation (not the way it is supposed to be done). On the 16th it flipped to SSO and I should have exited, but it seemed too over sold not to bounce. I sold it this AM for a small gain but was under water 2.5% at one point. I don't fully grasp the logic of the filter, so based on that I will probably paper trade it until my confidence level increases. Usually when I don't stick to the rules I get bit in the rear end.
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novacane32000
331 posts
msg #107808
- Ignore novacane32000
modified |
8/25/2012 2:39:14 PM
Duke
Kevin can probably explain this better than me but the filter is based on a search Stratasearch did on 1000's of possible STO crossovers and found the one that has worked best for the time period tested.
Now, whether it makes sense technically or not based on what we have learned or been taught on tech analysis I believe is irrelevant because the statistics simply say "this is what has worked best historically".
I absolutely trust this is the best crossover you could use for this particular indicator. Will it work going forward? That is the question.
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