dtatu
143 posts
msg #132068
- Ignore dtatu |
10/23/2016 5:47:16 PM
That covers it a lot.
Thanks for taking the time...
|
Kevin_in_GA
4,599 posts
msg #132089
- Ignore Kevin_in_GA |
10/24/2016 9:00:10 PM
SIGNALS FOR TUESDAY 10/25/16
1 NEW BUY-TO-COVER SIGNAL FOR TOMORROW, CLOSING ALL CURRENT OPEN TRADES.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT ^VIX | 10/14/2016 | 16.49 | BUY-TO-CLOSE AT THE OPEN TOMORROW | 13.02 | +21.04% |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.21 | +14.83% |
|
Kevin_in_GA
4,599 posts
msg #132111
- Ignore Kevin_in_GA |
10/25/2016 8:31:22 PM
SIGNALS FOR WEDNESDAY 10/26/16
1 NEW LONG SIGNAL FOR TOMORROW.
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.34 | +14.10% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/25/2016 | 12.93 | +21.49% |
|
mikea59
7 posts
msg #132112
- Ignore mikea59 |
10/26/2016 7:32:24 AM
Question about signal #1 - it uses OBV which will not work for VIX - right? What is signal #1 using as its symbol?
|
Kevin_in_GA
4,599 posts
msg #132113
- Ignore Kevin_in_GA |
10/26/2016 8:11:18 AM
Not sure - that code is directly from a SS Autosearch run against the index. My guess is that it is simply ignored.
|
spauken
47 posts
msg #132139
- Ignore spauken |
10/26/2016 2:32:41 PM
Kevin: regarding shorting the 3x etf's, do you have any issues being able to borrow the shares from your broker? Which broker are you using?
|
Kevin_in_GA
4,599 posts
msg #132140
- Ignore Kevin_in_GA |
10/26/2016 2:53:00 PM
Interactive Brokers - I have not had any issues (yet).
|
mahkoh
1,065 posts
msg #132144
- Ignore mahkoh
modified |
10/26/2016 3:16:50 PM
Question about signal #1 - it uses OBV which will not work for VIX - right? What is signal #1 using as its symbol?
************
SS does not carry volume for ^VIX (when using Yahoo as data source), so that part of the filter will always be true and the exit OBV code will never be true. I assume deleting that part of the code will return the exact same results.
|
Kevin_in_GA
4,599 posts
msg #132150
- Ignore Kevin_in_GA |
10/26/2016 7:30:15 PM
SIGNALS FOR THURSDAY 10/27/16
1 NEW SHORT SIGNAL FOR TOMORROW.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 10/26/2016 | 13.66 | - - - - - | 14.24 | +4.25% |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.34 | +14.10% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/25/2016 | 12.93 | +21.49% |
|
Kevin_in_GA
4,599 posts
msg #132178
- Ignore Kevin_in_GA |
10/27/2016 7:57:44 PM
SIGNALS FOR FRIDAY 10/27/16
2 NEW SHORT SIGNALS FOR TOMORROW.
| OPEN TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| LONG ^VIX | 10/26/2016 | 13.66 | - - - - - | 15.36 | +12.45% | | SHORT^VIX | 10/27/2016 | 14.37 | - - - - - | 15.36 | -6.89% |
| CLOSED TRADES | Date Opened | ^VIX Opening Value | Date Closed | ^VIX Closing Value | Net Gain/Loss (%) |
|---|
| SHORT^VIX | 08/29/2016 | 14.07 | 09/08/2016 | 11.76 | +16.42% | | LONG ^VIX | 09/06/2016 | 12.54 | 09/12/2016 | 20.13 | +61.66% | | LONG ^VIX | 090/9/2016 | 12.44 | 09/12/2016 | 20.13 | +60.37% | | LONG ^VIX | 09/13/2016 | 15.98 | 09/14/2016 | 17.63 | +10.32% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/19/2016 | 15.16 | +24.61% | | SHORT ^VIX | 09/09/2016 | 12.52 | 09/22/2016 | 13.41 | -7.28% | | SHORT ^VIX | 09/12/2016 | 20.13 | 09/22/2016 | 13.41 | +33.32% | | SHORT ^VIX | 09/14/2016 | 17.63 | 09/23/2016 | 12.02 | +31.74% | | LONG ^VIX | 10/03/2016 | 13.75 | 10/05/2016 | 13.54 | -1.67% | | LONG ^VIX | 09/27/2016 | 13.36 | 10/07/2016 | 13.50 | +0.90% | | LONG ^VIX | 10/11/2016 | 13.71 | 10/12/2016 | 15.53 | +12.96% | | LONG ^VIX | 09/28/2016 | 12.90 | 10/12/2016 | 15.53 | +20.05% | | LONG ^VIX | 10/06/2016 | 13.11 | 10/12/2016 | 15.53 | +18.13% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/19/2016 | 14.95 | +3.73% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/20/2016 | 14.45 | +12.49% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/20/2016 | 14.45 | +7.08% | | SHORT ^VIX | 10/12/2016 | 15.53 | 10/24/2016 | 13.34 | +14.10% | | SHORT ^VIX | 10/14/2016 | 16.49 | 10/25/2016 | 12.93 | +21.49% |
|