| StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS | << 1 ... 22 23 24 25 26 ... 40 >>Post Follow-up |
| mahkoh 1,065 posts msg #140373 - Ignore mahkoh modified |
12/24/2017 6:02:50 PM Impressive.. Assuming you created the weekly GDX sector today or yesterday you must either have a very fast computer or give the one-click few runs before moving to the next. In this "multi-one-click" approach I let the one-click go for some 700K to 800K before starting the second, at what point do you move on to the next? I'm running the system from the end of 2006 and have an initial capital of 50000, so we're a bit off here. As I'm still in my first run I assume a 5 position portfolio. 82% profitable, 116 trades also 50/50 long/short, annual return 12 % but Sharpe ratio only 0.40. 
How do you resize the picture and get the white background? |
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| Kevin_in_GA 4,599 posts msg #140375 - Ignore Kevin_in_GA |
12/24/2017 7:30:32 PM I am using the High Sharpe Ratio OneClick, and letting it run about 25-40000 runs. By then I usually have a pretty good system. I then save it into a Multisystem, clear the results in the OneClick, and start over. Make a signal for each MS, Merge the signals into one single signal system, then Create MS from that signal to combine all of the MS into one. Just resize the Detailed results box to get the picture smaller. I right-click on the graph and choose Settings - from there you can modify the colors as wanted. |
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| mahkoh 1,065 posts msg #140376 - Ignore mahkoh |
12/24/2017 8:06:30 PM Ah.. I never realized you could create a multisystem from a signal. That's gonna save me a lot of work. I did create a spreadsheet where I copy the trades into. With some sorting and a couple of if, or and count formulas I can quickly examine number of trades, winrate, total result of each strategy and check whether there are strategies that produce the same trades. Nothing fancy, I'm by no means an excel wizard, but if anyone is interested I'd be happy to share it. |
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| Kevin_in_GA 4,599 posts msg #140410 - Ignore Kevin_in_GA |
12/26/2017 9:49:14 PM Nightly signals for tomorrow:
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| nibor100 1,096 posts msg #140429 - Ignore nibor100 |
12/27/2017 1:11:45 PM I'm catching up on nightly signals: 12/18 3 Buys #3,31 and 33,and 3 holds #6,23 and 40 12/19 2 Buys #20, and 35, and 1 Sell #3, and 5 holds #6,23,31,33 and 40 12/20 7 Holds #6,20,23,31,33,35 and 40 12/21 1 Buy #32, 7 holds #6,20,23,31,33,35 and 40 12/22 8 holds #6,20,23,31,32,33,35 and 40 12/26 2 Sells #32 and 35 and 6 Holds #6,20,23,31,33, and 40 I know I have more signals than some on those days but I'm wondering if anyone else has had the very same ones I've had? Thanks, Ed S. |
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| Kevin_in_GA 4,599 posts msg #140435 - Ignore Kevin_in_GA |
12/27/2017 8:09:15 PM My signals for tomorrow:
Sold 2 units this morning, buying them back tomorrow. That's how the system works sometimes. |
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| mahkoh 1,065 posts msg #140437 - Ignore mahkoh |
12/27/2017 8:18:00 PM Side Action PF OrderType Product Symbol Name BuyDate BuyPrice ClosePrice GainLoss SystemName Sector Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #17 XIV Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #30 XIV Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #32 XIV Long Hold 10 Stock XIV XIV 12/5/2017 116.7 134.03 14.85% XIV MULTISYSTEM #23 XIV Long Hold 10 Stock XIV XIV 12/19/2017 135.5 134.03 -1.08% XIV MULTISYSTEM #33 XIV Long Hold 10 Stock XIV XIV 12/26/2017 134 134.03 0.02% XIV MULTISYSTEM #40 XIV Long Hold 10 Stock XIV XIV 12/19/2017 135.5 134.03 -1.08% XIV MULTISYSTEM #31 XIV Long Hold 10 Stock XIV XIV 12/20/2017 137.04 134.03 -2.20% XIV MULTISYSTEM #20 XIV Long Hold 10 Stock XIV XIV 12/18/2017 135.17 134.03 -0.84% XIV MULTISYSTEM #6 XIV 5 hold and 3 buys.. |
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| nibor100 1,096 posts msg #140438 - Ignore nibor100 |
12/27/2017 8:52:15 PM I have the same 6 Holds as Mahkoh, but only 2 of the Buys, I'm not getting a signal for #17. Ed S. |
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| Kevin_in_GA 4,599 posts msg #140439 - Ignore Kevin_in_GA |
12/27/2017 9:42:18 PM I'm not getting a BUY on #17 either. |
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| Kevin_in_GA 4,599 posts msg #140440 - Ignore Kevin_in_GA |
12/27/2017 9:46:00 PM I sold 2 units (2,000 shares) this afternoon at a small unsatisfying profit of $460. Now holding 1,000 shares at $135.25 but will look to repurchase tomorrow if XIV drops further. |
| StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS | << 1 ... 22 23 24 25 26 ... 40 >>Post Follow-up |