sandjco
648 posts
msg #139536
- Ignore sandjco |
11/27/2017 11:33:44 PM
Kevin...thank you for sharing. You could have kept it; but you've chosen to share.
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Kevin_in_GA
4,599 posts
msg #139542
- Ignore Kevin_in_GA |
11/28/2017 8:11:43 AM
The value of these systems does not change for me if I share them with others - the incredible liquidity of XIV means that there is basically no impact on pricing regardless of how many folks here trade the same trades at the same times.
The real value for me is that I can help others better understand how valuable tools like SF and Stratasearch can be in their trading, and that the best approach is to build and rigorously test SYSTEMS rather than just eyeballing trades from filters that only describe entries but not the required exits as well.
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nibor100
1,096 posts
msg #139560
- Ignore nibor100 |
11/28/2017 1:54:33 PM
Running the XIV Nightly Signals for 11/27 returned 2 Holds, #16 at 10.26% entry on 11/17, and #6 at 8.23% with entry on 10/18.
Filter #16 had 14 trades during my backtest of the dates Kevin used,(1/1/13 to 9/29/17) with 12 winning trades avg 13% gain and avg days held of 15. Only 1 trade during the 2017 backtest period.
Filter #6 had 31 trades during my backtest with 29 winning trades avg 9.6% gain and avg days held of 18. Had 6 trades during the 2017 backtest period.
Can anyone confirm they got the same 2 Hold signals for 11/27?
Thanks,
Ed S.
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SAFeTRADE
649 posts
msg #139561
- Ignore SAFeTRADE |
11/28/2017 2:01:17 PM
Yes, I have also.
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davesaint86
726 posts
msg #139562
- Ignore davesaint86 |
11/28/2017 2:56:21 PM
I have the XIV Nightly Signals Loaded. How do I view the trades going back to 1/1/13?
Thanks,
Dave
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Kevin_in_GA
4,599 posts
msg #139565
- Ignore Kevin_in_GA |
11/28/2017 3:48:07 PM
The signal results will only go back 1 year. However, I also included the Multisystem, which can be run over any period for which you have historical data. Run it and then run a Detailed Analysis on the result. Within the Detailed Analysis is a separate tab for all trades taken during that period.
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mahkoh
1,065 posts
msg #139568
- Ignore mahkoh |
11/28/2017 5:41:24 PM
Kevin thanks for the file you sent me. In the multisystem strategy no8 is missing. It is in the strategy files, so assuming we all received the same file one can add it to the multisystem manually.
I've been digging down in the trades and two strategies strike me ass odd:
Strategy no1 has a 62 trades and adds 300% over the 4-year period, but it has a win rate of only 56%. I would assume you'd set the threshold on % profitable well above that number?
And strategy No3 , 65 trades, 66% and adds 62% in 4 years. Not saying those numbers are bad, but really stands out when compared to the rest.
Can you verify this?
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Kevin_in_GA
4,599 posts
msg #139569
- Ignore Kevin_in_GA
modified |
11/28/2017 5:47:52 PM
I'll check tonight. The strategies were selected to maximize ROI with minimal drawdown, so it is possible that the losses, while more frequent than in the other filters, are small and the trade durations short when compared to the others. Just a thought.
Also - the numbering system I show here is 1-30, but in constructing the filters I originally had 40. I removed duplicates and a few that were weak performers to get it down to thirty, but SS does not allow you to rename strategies. Thus, the numbering is different but the filters are all here and are the same as in the file that I have sent to folks.
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Kevin_in_GA
4,599 posts
msg #139570
- Ignore Kevin_in_GA
modified |
11/28/2017 6:00:48 PM
Having issues with SS - the program now crashes every time I try to import the daily price data. It was not doing this last night.
Are others having the same issue?
UPDATE - tried again at 6:01 PM and it worked. I wonder if the time has any impact on being able to import the data? I usually do this at 11 PM, but wanted to see if it made any difference doing it earlier.
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tennisplayer2
210 posts
msg #139571
- Ignore tennisplayer2
modified |
11/28/2017 6:27:33 PM
Kevin, that is the problem that I am having. It still crashes every time that I try to import prices from google.
I tried to manually update XIV prices, but SS will not accept my data. Does anyone have a solution to this?
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