graftonian
1,089 posts
msg #139757
- Ignore graftonian |
12/4/2017 7:50:18 AM
Kevin, Thanx for the .sse file. It's good to be on the the same page as the rest of the band.
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davesaint86
726 posts
msg #139758
- Ignore davesaint86 |
12/4/2017 8:16:34 AM
The idiot reporter from ABC news that caused the market to tank Friday has been suspended for 30 days.
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davesaint86
726 posts
msg #139759
- Ignore davesaint86 |
12/4/2017 8:17:27 AM
Nibor - I said I had seven holds. I actually show eight. I'm still learning to count.
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pthomas215
1,251 posts
msg #139768
- Ignore pthomas215 |
12/4/2017 10:30:18 AM
so if tax cuts did not pass, would you have to wait longer and more in arrears to see ROI on the buy XIV signals? Just curious.
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davesaint86
726 posts
msg #139771
- Ignore davesaint86 |
12/4/2017 11:13:49 AM
If I create my own strategy in SS and I want to test it what is the best approach to take test it? It looks like I can only test it as a multi-system even if there is only one system. Is this true or am I missing something?
Dave
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Kevin_in_GA
4,599 posts
msg #139773
- Ignore Kevin_in_GA |
12/4/2017 11:29:10 AM
@pthomas - the filters don't care. They act based on XIV price action, but if they have a stop loss as part of the exit then it might get popped if the tax reform did not pass. Most likely you would be holding longer, but that is just a guess on my part.
@dave - Run -> Run Combinations ... then pick "Strategy".
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pthomas215
1,251 posts
msg #139774
- Ignore pthomas215 |
12/4/2017 11:31:19 AM
Thank you Kevin. Glad you got whole on XIV too ! your thoughts make a lot of sense.
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nibor100
1,096 posts
msg #139779
- Ignore nibor100 |
12/4/2017 12:40:27 PM
@davesaint86,
You'd think that SS would count the number of signals for us....
Ed S.
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davesaint86
726 posts
msg #139782
- Ignore davesaint86 |
12/4/2017 1:57:53 PM
Thanks for the info Kevin!
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nibor100
1,096 posts
msg #139783
- Ignore nibor100 |
12/4/2017 3:04:37 PM
@pthomas215,
Your "if tax cuts did not pass" question is tough to answer without making a lot of assumptions.
Kevin's backtest of the 30 filters/strategies indicated an average hold period of 9 days, yet the current 9 open strategies, looking at my version of Kevin's backtest, had an avg trade hold period of 5.3 days, with the shortest being 1 day and the longest 75 days.
Curiously, these 9 strategies represent about 42% of the trades in my backtest, leaving 21 for the other 58% of backtest trades.
Ed S.
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