jimmyjazz
102 posts
msg #113321
- Ignore jimmyjazz |
5/11/2013 11:31:46 PM
All these points are valid, but they're not what I was (trying to) ask. Of course I understand the arithmetic combinations involved. It's why I used the 53/47 VS 52/48 example. It's a 33% reduction in profit, all things being equal.
What I'm trying to get at is how does one assess the likelihood of retaining that slight edge in a system that depends on that edge to put money in the bank?
Maybe it all comes out in the wash. I'll think my way through it. I'm just concerned that a system so close to (or below) 50/50 would be more sensitive to market conditions than one which goes 80/20, but obviously, if market conditions cause that 80/20 system to suddenly become less profitable (per win), then we have a similar problem on our hands.
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bkhurana43
103 posts
msg #113324
- Ignore bkhurana43
modified |
5/12/2013 9:17:34 AM
Using SPY, SSD & SSO charts with RSI Divergence Filter, it appears Entry and Exit points are in reverse order. Am I missing something?
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ashokar5
4 posts
msg #113350
- Ignore ashokar5 |
5/13/2013 4:15:27 PM
hi
can you make a system for buy and sell for macd and klinger volume oscillator.
thanks
asok
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Kevin_in_GA
4,599 posts
msg #113354
- Ignore Kevin_in_GA |
5/13/2013 8:46:29 PM
Please stop cross posting the same request in multiple threads. Rather, simply start a new thread with your topic of interest. Thanks.
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jackmack
334 posts
msg #113506
- Ignore jackmack |
5/17/2013 2:06:37 PM
Kevin
Hello and good afternoon
I hate to bother you and ask but were you able run the back test in SS I asked about previously?
Thank you
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Kevin_in_GA
4,599 posts
msg #113561
- Ignore Kevin_in_GA |
5/20/2013 10:42:48 AM
@jack: I ran the combo you suggested over the weekend - much worse overall performance than the original settings. But I also noticed that in 2013 the drawdown for this approach (regardless of settings) was fairly severe, and especially bad in the beginning of 2013.
I would think that anyone trading this over the last 6 months would have given up, even though it has actually made reasonable profit overall. The volatility of this approach is more than I am personally comfortable with.
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jackmack
334 posts
msg #113566
- Ignore jackmack |
5/20/2013 1:36:05 PM
Kevin
Thank you for that information and thank you for doing that for me.
Cheers
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jackmack
334 posts
msg #115126
- Ignore jackmack |
8/28/2013 11:51:31 AM
Kevin
I have been watching and using :-) this filter set with much fascination and appreciation.
One thing that perplexes me is how it get's (for lack of a better term) out of sync for time to time
(which would explain the number of times where there are multiple losing trades in a row in
the back test data you provided - and discussed in the thread).
I have been wondering if there wouldn't be another indicator to back up the entry/exit
of each new position to keep it on the right track.
Take for example SDS - the filter got it right this time with the 26 Aug entry but look at the entry signal that
ocured before it - or look at SSO and the August 12th signal to go long - resulted in a net loss on both
if one followed the entry/exit signals.
Believe me I am not picking at all on this but rather just wondering if there wasn't something
else that would get the signals lined up so they were making a greater number of correct
calls - that's all - not looking for the holy grail - I love this filter and have made a lot of $ using it
but I am Elliot Waver and use my entry and exits with what I "think" the next market move might be
but I would like to get away from what "might be" and have a filter set that's lined up to go long or short
a position and thought there could be something overlooked with this that might improve the
overall odds - that's all.
Thank you
Cheers
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Kevin_in_GA
4,599 posts
msg #115134
- Ignore Kevin_in_GA |
8/28/2013 10:16:15 PM
Jack: I'm pretty much done working on this one. It was designed to show some alternative strategies I was playing with, but I never did anything other than paper trade this one for a short while.
I suggest that you use this as a platform for furthering your trading system development skills. You have a profitable base system with a fair amount of volatility and a slight edge in Win%. I would look at using market volatility as a refinement.
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Eman93
4,750 posts
msg #115152
- Ignore Eman93 |
8/29/2013 7:03:24 PM
jackmack
219 posts
msg #115126
- Ignore jackmack 8/28/2013 11:51:31 AM
I love this filter and have made a lot of $ using it
but I am Elliot Waver and use my entry and exits with what I "think" the next market move might be
but I would like to get away from what "might be" and have a filter set that's lined up to go long or short
a position and thought there could be something overlooked with this that might improve the
overall odds - that's all.
=================================================
Trade with the trend it will be your friend.
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