jackmack
334 posts
msg #139825
- Ignore jackmack |
12/5/2017 12:12:55 PM
Thank you both
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nibor100
1,096 posts
msg #139830
- Ignore nibor100 |
12/5/2017 1:41:51 PM
@davesaint86,
I believe we might have to do it using Excel, when comparing to a backtest that has a specific portfolio size such as Kevin's with 10. I suspect if we run #35 all by itself it has very few or no conflicting overlapping trades.
However, in a 30 strategy backtest with a 10 limit, there may be days that #35 would have a trade but the portfolio already has 10 active trades.
Ed S.
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Kevin_in_GA
4,599 posts
msg #139831
- Ignore Kevin_in_GA |
12/5/2017 1:46:03 PM
@nibor - probably true, but that doesn't change the performance metrics for #35. You are best served by checking each one over the same time window as individual trades, to make sure that the individual filter performs decently.
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davesaint86
726 posts
msg #139841
- Ignore davesaint86 |
12/5/2017 7:47:57 PM
Kevin, Your wrote, "By running #35 by itself. Run -> Run Combinations ... then choose "System" and select #35. Set your start and end dates to be the same as what I ran, and you can see the results for any individual system input."
When viewing the detailed analysis for one system should the portfolio still be set to 10 or 1?
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Lumbee364
5 posts
msg #139843
- Ignore Lumbee364 |
12/5/2017 8:26:42 PM
Hi Guys, I downloaded the new version of SS, and I imported the sectors as well as the prices. I added the signal to the indexes (^VIX,^VIX,CBOE Volatility Index) before the download of the prices. I created a separate VIX sector and ran Kevins XIV nightly signal. Thanks Kevin. I'm getting an error for no prices available for 12/5/2017. Any idea on how to fix this. I also created a sector for a single symbol in which I was going to run a one click search on. After creating it, I tried to run the one click by going to run>run combination>one click>single symbol search, but it wont let me pick the sector i created for the single symbol. Thanks for any help..
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ferndave
65 posts
msg #139874
- Ignore ferndave |
12/6/2017 7:24:10 PM
Lumbee364: Did you get the prices to update? Sometimes if you check too early you will get an error.
As for running the OneClick, you don't select the sector when you're on the Run Combinations window. You select the sector within the OneClick Setup. If you want to run a Single Symbol Search, I'd make a copy of the original, and then name it like, "Single Symbol" and whatever that symbol is. Otherwise you're changing the original template, plus proper labels really help as you continue to experiment.
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manumoneya
41 posts
msg #139877
- Ignore manumoneya |
12/7/2017 3:32:58 AM
Long Buy 10 Market Stock XIV Velocityshares Daily Inverse Vix St 116.26 XIV MULTISYSTEM #15 XIV 10 59.017958
Long Sell 10 Stock XIV Velocityshares Daily Inverse Vix St 11/30/2017 120.04 116.26 -1.00% XIV MULTISYSTEM #20 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 12/04/2017 119.76 116.26 -1.00% XIV MULTISYSTEM #27 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 12/01/2017 116.69 116.26 -1.00% XIV MULTISYSTEM #32 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 12/01/2017 116.69 116.26 -1.00% XIV MULTISYSTEM #34 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 11/30/2017 120.04 116.26 -1.00% XIV MULTISYSTEM #38 XIV
Long Hold Stock XIV Velocityshares Daily Inverse Vix St 12/05/2017 116.7 116.26 -1.00% XIV MULTISYSTEM #35 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 11/30/2017 120.04 116.26 -1.00% XIV MULTISYSTEM #33 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 11/30/2017 120.04 116.26 -1.00% XIV MULTISYSTEM #31 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 12/05/2017 116.7 116.26 -1.00% XIV MULTISYSTEM #23 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 11/29/2017 120.47 116.26 -1.00% XIV MULTISYSTEM #6 XIV
Please help me to figure out the following:-
whenever i run the signal i am getting "GainLoss" always -1.00 % , what setting i have to change to fix it ?
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Lumbee364
5 posts
msg #139879
- Ignore Lumbee364 |
12/7/2017 8:47:56 AM
ferngave: Thanks! I've tried at different times and I still get the same thing. I ran it this morning and i got " no prices available for 12/06/2017". Ill follow up on the one click. That was after importing prices for today.
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jackmack
334 posts
msg #139891
- Ignore jackmack |
12/7/2017 1:00:00 PM
Rookie SS question if anyone can help - how do you change the date to one before the start date of 11/1/16 that Kevin_in_Ga provided?
Thank you
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shillllihs
6,097 posts
msg #139894
- Ignore shillllihs |
12/7/2017 1:15:53 PM
You, kids should start converting as many as you can to SF. So many questions, it could only help.
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