shillllihs 6,101 posts msg #141215 - Ignore shillllihs modified |
1/20/2018 10:43:35 PM
You guys are industrious little bees.
But tell me, how do you buy #23 and sell #23 at the same time in the morning?
This system might only be beneficial in an environment like 07/14-01/16. Not in a bull market and never has been tested in a bear market, so maybe 10% of the time.
You do know it’s a bull market and price is below Standard Error so buy all you want.
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graftonian 1,089 posts msg #141266 - Ignore graftonian |
1/22/2018 8:59:31 PM
signals from 1/22
SELL: 34, 40, 35, 33, 23
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ferndave 65 posts msg #141267 - Ignore ferndave |
1/22/2018 9:04:24 PM
Mine run on 1/22:
Sell: 23, 33, 34, 35
Hold: 15, 19, 31
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tennisplayer2 210 posts msg #141269 - Ignore tennisplayer2 |
1/22/2018 9:28:08 PM
My signals for 1/22/2018
Sell 23, 34, 35, 40
Hold 15, 19
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tennisplayer2 210 posts msg #141293 - Ignore tennisplayer2 |
1/23/2018 7:22:47 PM
My signals for 1/23/2018
Buy 23, 27
Hold 15, 19
Have a blessed evening.
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Cheese 1,374 posts msg #141298 - Ignore Cheese |
1/23/2018 8:45:12 PM
Thank you tennisplayer2 and all who provide updates.
I don't run SS but I do follow your signals.
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tennisplayer2 210 posts msg #141313 - Ignore tennisplayer2 |
1/24/2018 8:00:01 AM
Cheese, you are very welcome. I miss having Kevin on here, he was the reason that I liked SF so much. I had block Shillihs a few years ago.
Have a blessed day.
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tennisplayer2 210 posts msg #141314 - Ignore tennisplayer2 |
1/24/2018 8:06:41 AM
Before Kevin left, he said that these 30 filters will need to be individually re-optimized. That it was built about 5 or 6 months ago, and it needs to be retrained on more recent data periodically. Ed and others, do y'all know how to do this? If so, please let us know and we can work on this together. Thanks.
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nibor100 1,099 posts msg #141329 - Ignore nibor100 |
1/24/2018 2:25:23 PM
@tennisplayer2,
I have no clue on individually re-optimizing the 30 filters using SS, and I wouldn't be in a rush to do so as it might lead to a form of curve fitting.
My impression was that K of G initially used SS to come up with his system of 40 filters and that he whittled it down to 30 filters by removing some of the filters that weren't producing (my word).
I don't think he ran a specific SS procedure to come up with the current group of 30 filters. I believe he did backtest this group of 30 filters using SS before revealing it to us.
My new signals from last night are 2 Buys #23, 27 and 1 Sell #31 with 2 Holds #19, 15.
My signals from 1/22 were 5 Sells #23, 34, 33, 40, 35 with 3 Holds #19, 15, 31.
My signals from last Friday were 1 Buy #23 and 3 Sells #20, 23 and 38, with 7 Holds #34, 40, 35, 19,15,31 and 33.
Ed S.
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tennisplayer2 210 posts msg #141343 - Ignore tennisplayer2 |
1/24/2018 9:03:28 PM
Ed, thanks for reply. Kevin used data from 1/1/2013 to 6/1/2017 to come up with these filters. I was wondering if we can run XIV using more current data. Thanks
Signals for 1/24/2018
Buy 23, 30, 34, 35
Sell 23
Hold 15,19, 27
The way I would play this is to continue to hold 23 and the 3 others, buy 4 more units in the morning.
Have a blessed evening.
Eugene
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