shillllihs
6,090 posts
msg #140288
- Ignore shillllihs |
12/21/2017 10:17:35 AM
Direxion Daily FTSE China Bear 3X ETF (YANG)
6.14-0.31 (-4.81%)
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shillllihs
6,090 posts
msg #140289
- Ignore shillllihs |
12/21/2017 10:49:25 AM
Short SDP
Long Xlu
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shillllihs
6,090 posts
msg #140290
- Ignore shillllihs |
12/21/2017 11:14:47 AM
Watch the mad rush to utilities.
You heard it here first.
XLU XLU XLU
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shillllihs
6,090 posts
msg #140291
- Ignore shillllihs
modified |
12/21/2017 11:39:21 AM
Uslv touches ma20. Time will tell if it needs to close above it.
Sdp has to close below open for the long utilities call to be valid.
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shillllihs
6,090 posts
msg #140296
- Ignore shillllihs |
12/21/2017 2:35:06 PM
Dgaz 42.92 back on the menu.
Short 1 part now and if it moves against you, short 2nd part on black candle.
That's it. Very confident in my shorting.
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shillllihs
6,090 posts
msg #140299
- Ignore shillllihs |
12/21/2017 3:26:38 PM
Dgaz to 29 and Soxs to 13. Lots of room to 🏃🏾
Give it 2-5 weeks
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davesaint86
726 posts
msg #140310
- Ignore davesaint86 |
12/22/2017 7:34:47 AM
Kevin - For your NM tests did you also run out-of-sample data? If so, for you 12/10/07 forward tests what setting did you use?
Thanks,
Dave
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Kevin_in_GA
4,599 posts
msg #140312
- Ignore Kevin_in_GA |
12/22/2017 9:00:44 AM
No OOS done on these current filters - my plan, based on discussions with the software developer, is to update the NN models after each trade.
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davesaint86
726 posts
msg #140324
- Ignore davesaint86
modified |
12/22/2017 11:19:21 AM
When you say 'update' do you mean re-learn a model after every trade?
Thanks,
Dave
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Kevin_in_GA
4,599 posts
msg #140325
- Ignore Kevin_in_GA |
12/22/2017 12:38:45 PM
Yes and no - the model is re-learned but retaining the previous model settings as a starting point. Thus it begins with a very similar structure and advantage (maybe) over a naïve learning model.
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