nibor100 1,099 posts msg #139670 - Ignore nibor100 |
11/30/2017 3:37:09 PM
@davesaint86,
I'm in your camp as far as having an SS backup plan,
This is my plan,
Using the SS backtest data, assess the frequency of all 30 filters and their individual success rate to give an idea as to which ones should be coded first in SF.
See how many of these filters we can code in SF as a group effort, I should be able to do some, but the more challenging ones may require those more expert.
If there are any left that can't be coded in SF, hopefully a small number, create different XIV multisystems and run backtests to see if any are acceptable.
According to the SS manual :
"For those that wish to examine the actual numbers, the Calculations window allows you to
produce the daily calculations for any technical analysis formula in StrataSearch. You can
then use these numbers for examination, verification, or to export into another program.
The formulas in StrataSearch have been produced with the help of the book titled Technical
Analysis From A to Z, by Steven B. Achelis. A companion spreadsheet for this book can also
be purchased, which provides formula details in an Excel spreadsheet. All StrataSearch
formulas taken from the book have been verified against the companion spreadsheet."
That spreadsheet is available for separate purchase online.
Ed S.
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lavapit315 47 posts msg #139671 - Ignore lavapit315 |
11/30/2017 4:15:17 PM
I keep getting errors trying to import data with yahoo also. Is there a way to download all stocks in one file and then be able to import it using ASCII import? I found one place but all the file names are "amd.us.csv" so it won't import properly. Thanks for any assistance.
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davesaint86 726 posts msg #139672 - Ignore davesaint86 |
11/30/2017 4:17:54 PM
I ran a test in Portfolio Visualizer of XIV. Below are the average buy & hold gain/losses per month for XIV going back to 2011.
Jan 6.17%
Feb 6.02%
Mar 18.79%
Apr 6.20%
May 5.75%
Jun 0.17%
Jul 11.91%
Aug -12.23%
Sep 0.91%
Oct 7.86%
Nov 7.20%
Dec -3.33%
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jackmack 334 posts msg #139673 - Ignore jackmack |
11/30/2017 4:19:51 PM
Kevin_in_GA
Don't mean to dump this here on this thread but thought it interesting
Remember this one you did years back?
It's very interesting when using for long only using XIV as apposed to the SSO/SDS combo of original intent
I know a couple of the XIV filters probably contain some variation of stoch crossovers
and was just thinking about this one last night for some reason and just found it interesting.
I have no way of back testing this to see if its viable or just coincidental - but found it interesting
enough to ponder
SYMLIST(xiv,vxx)
SET{GO_short, COUNT(STOCHASTICS %D(5,1,5) BELOW STOCHASTICS %D(5,1,10),1)}
SET{GO_long, COUNT(STOCHASTICS %D(5,1,5) ABOVE STOCHASTICS %D(5,1,10),1)}
SET{NULL,0}
ADD COLUMN SEPARATOR
ADD COLUMN GO_LONG {GO LONG}
ADD COLUMN GO_SHORT {GO SHORT}
ADD COLUMN SEPARATOR
ADD COLUMN STOCHASTICS %D(5,1,5) {%D(5,1,5)}
ADD COLUMN STOCHASTICS %D(5,1,10) {%D(5,1,10)}
DRAW GO_SHORT ON PLOT NULL
DRAW GO_LONG ON PLOT NULL
DRAW STOCHASTICS %D(5,1,5) ON PLOT STOCHASTICS %D(5,1,10)
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SAFeTRADE 656 posts msg #139675 - Ignore SAFeTRADE |
11/30/2017 8:16:57 PM
Updated correctly tonight from Yahoo with no freezing and closing.
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tennisplayer2 210 posts msg #139680 - Ignore tennisplayer2 |
11/30/2017 11:25:37 PM
Ed S. and Kevin, thank you very much for the help. I was able to import using ACSII because of you two.
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davesaint86 726 posts msg #139684 - Ignore davesaint86 |
12/1/2017 8:18:42 AM
I imported the price data using Yahoo. Thanks Ed and Kevin for the ASCII import instructions. Will try importing using this method this weekend.
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davesaint86 726 posts msg #139687 - Ignore davesaint86 |
12/1/2017 9:27:24 AM
http://charts.equityclock.com/volatility-index-vix-seasonal-chart
Interesting seasonality site. Here is the VIX seasonal chart.
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Kevin_in_GA 4,599 posts msg #139688 - Ignore Kevin_in_GA |
12/1/2017 9:32:00 AM
People saw the 3 new BUY signals last night. Please remember to look only at the PORTFOLIO selections, since with 30 filters it can signal more than 10 active trades.
As for me I am in the XIV trade at my max level for now so I will not be taking these signals today, even though the open is less than my current cost average. Good luck to all.
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pthomas215 1,251 posts msg #139703 - Ignore pthomas215 |
12/1/2017 12:13:44 PM
Kevin, I am curious..on your system, were there 3 new buy signals last night on 1) XIV specifically or 2) the S&P ?
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