tennisplayer2
210 posts
msg #107637
- Ignore tennisplayer2 |
8/15/2012 8:03:47 AM
Kevin, well said. I and hopefully many others want to thank you from the bottom of our hearts for helping us with your filters. I am planning on using this in one of my accounts and let the chips fall where they fall (at first I didn't understanding why the filter would buy when the slower SS cross the faster, but now I do and I think in the long run, I will be pleasantly surprise). Many thanks and God bless.
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jackmack
334 posts
msg #107638
- Ignore jackmack |
8/15/2012 8:16:41 AM
I will defend this filter and add additional support for entry and exits for others to help in set ups;
Use the following as filters (I am not sure how to script this here in SF)
RSI(42) and MA(100) - when RSI(42) is above MA(100) = go long SSO or go long SDS when below - and
CCI(220) and MA(55) - when CCI(220) is above MA(50) = go long SSO or go long SDS when below - and
EMA(150) and EMA(20) - when EMA(20) is above EMA(150) = go long SSO or long SDS when below (this one is mainly for reference as this is more a trend confirmation - but the first two are condition sets (maybe someone could add this to the current script on page one and run back tests on it and see how she did - I am sure it will be favorable)
So if you stack the filter to use these conditions the out performance is amazing
Just my 2 cents but I have not seen anything close to this filter in performance here
Thanks Kevin for sharing this - I may actually be able to send my kids to college off of this one ;-)
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bman99
6 posts
msg #107639
- Ignore bman99 |
8/15/2012 8:52:25 AM
Kevin - Question about stops.
The original filter in the first post says to use a 3 % trailing stop.
Does your coinciding graph in the first post which shows the results include a 3 % trailing stop?
In your active trading which you just started, are you trading with a 3% trailing stop?
Thanks and good work!!! The Sharpe above 1 is very good and it will be interesting to see how it plays out live.
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Kevin_in_GA
4,599 posts
msg #107640
- Ignore Kevin_in_GA |
8/15/2012 9:09:12 AM
Kevin - Question about stops.
The original filter in the first post says to use a 3 % trailing stop.
Does your coinciding graph in the first post which shows the results include a 3 % trailing stop?
In your active trading which you just started, are you trading with a 3% trailing stop?
+++++++++++++++++
1. Yes.
2. Yes.
3. My account does not have a trailing stop option, so I will be tracking this one manually and moving the stop as needed.
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trade2winz
3 posts
msg #107643
- Ignore trade2winz |
8/15/2012 11:40:19 AM
Kevin on your buy sell filter is it possible to color code the red and green columns on sf.?.
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Kevin_in_GA
4,599 posts
msg #107644
- Ignore Kevin_in_GA |
8/15/2012 12:29:25 PM
No, but that's why I added the lines at the bottom of the filter in the first post:
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)
This plots the "go long" signal in green and the "go short" signal in red at the bottom of the chart (this assumes you are using Flash charts - it presents differently in the new HTML5 format).
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jackmack
334 posts
msg #107646
- Ignore jackmack |
8/15/2012 2:41:45 PM
Kevin were you able to run the data in back test with the stops as none and then at 1% - 10% yet?
Thank you
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Kevin_in_GA
4,599 posts
msg #107647
- Ignore Kevin_in_GA |
8/15/2012 4:54:27 PM
A quick observation - the %D(5,1,5) for SDS at 19.83 is very close to a cross above the %D(5,1,10), now at 21.20.
Same thing for the cross below on SSO, which would trigger a BUY for SSO.
Given that SSO is currently at a resistance point of ~$59 on the daily charts, this is an interesting point in time. Not sure what I'll do - stick to the system or hold out for one day to see if this is possibly a whipsaw (albeit a small one).
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springhill
74 posts
msg #107650
- Ignore springhill |
8/15/2012 6:16:51 PM
jackmack
how are you coding for this in your filter
RSI(42) and MA(100) - when RSI(42) is above MA(100) = go long SSO or go long SDS when below - and
CCI(220) and MA(55) - when CCI(220) is above MA(50) = go long SSO or go long SDS when below - and
thanks
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Cheese
1,374 posts
msg #107660
- Ignore Cheese |
8/16/2012 1:09:13 AM
Extreme reading of NATV/NYTV on this chart by Cobra may suggest chance of short-term pullback:
http://stockcharts.com/public/1684859/chartbook/157664708
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