duke56468
683 posts
msg #108721
- Ignore duke56468
modified |
11/7/2012 12:24:36 PM
Kevin, if you are in cash do you wait for any one of the ten filters to give an entry signal, and do you wait for more than one, and do you have any preference which one?
edit: I should have posted this in the divergence thread
|
jackmack
334 posts
msg #108722
- Ignore jackmack
modified |
11/7/2012 3:02:30 PM
SSO coming up off the mats - the Stoch was pegged at 0 this morning when down over 5%.
Positive divergences on SPX and DOW WRT price and and RSI so potential snap back
could be shaping up - time will tell.
Best of luck all.
Cheers
Sorry - correction - the Stoch %k was pegged at 0 on the 60 minute charts.
|
tarun766
50 posts
msg #108724
- Ignore tarun766 |
11/7/2012 8:04:56 PM
Made some money today on SDS, im out or not take profit!
|
bjfeen
24 posts
msg #108757
- Ignore bjfeen |
11/9/2012 9:50:14 AM
Crossed yesterday. Sell SDS and buy SSO.
|
tennisplayer2
210 posts
msg #108923
- Ignore tennisplayer2 |
11/20/2012 9:15:37 AM
Crossed yesterday. Buy SDS, sell SSO.
|
tennisplayer2
210 posts
msg #109116
- Ignore tennisplayer2 |
12/4/2012 3:30:57 PM
Crossed yesterday sell SDS and buy SSO. I took a loss on SDS, but that is trading. I want to keep this post alive, because I think this is a great filter (in the long run) that Kevin has created. Kevin, once again, thanks.
|
jackmack
334 posts
msg #109119
- Ignore jackmack
modified |
12/5/2012 7:57:12 AM
tennisplayer2- I could not agree more - this is an amazing filter.
Cheers
|
jackmack
334 posts
msg #109120
- Ignore jackmack |
12/5/2012 8:01:49 AM
tconte - if your still out there would you mind updating your 50 SMA spreadsheet version?
Thank you
|
durgin
60 posts
msg #109129
- Ignore durgin
modified |
12/5/2012 1:03:54 PM
I agree that this is an "amazing filter" but it has it exactly backwards! For example, the posts say BUY SDS on 11/20 and SELL SDS on 12/4. Check the chart and see that was the wrong call. OK -- this is heresy because the backtest says the filter is correct. But I question if the backtest is correct. One thing I wonder about is if the backtest can deal with stock splits and reverse splits -- more common with leveraged ETFs.
I'm thinking of using this filter but just the opposite of what it says.
|
jackmack
334 posts
msg #109130
- Ignore jackmack |
12/5/2012 2:24:14 PM
The filter is right - there is NO Holy Grail and this filter misses as acknowledged.
One thing I would like to see (if possible) would be the type of "look forward" back testing Kevin
had mentioned in his Connors RSI filter to see if that type of back testing would make any difference.
Kevin - would it?
Just curious
Thank you
Cheers
|