davesaint86
726 posts
msg #140932
- Ignore davesaint86 |
1/12/2018 11:28:04 PM
Maybe I missed something Shills. What timeframe are you talking about? If you are talking 11/1/07 to 4/30/09 SDS return 60.24% according to https://www.portfoliovisualizer.com/. By the way this tool is free. You can add sds or sso in a portfolio and backtest anything you want.
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olathegolf
119 posts
msg #140933
- Ignore olathegolf |
1/12/2018 11:32:04 PM
Great filter, Dave. Thanks.
I used the DMA indicator recently - generating similar longposition and shortposition signals. I manually backtested using the date offset feature (below the filter window). I noticed that the long/short signals in the table differed from the signals shown on the chart. There were many more signal changes in the table.
I asked StockFetcher and they advised as follows:
SF>The tabular value, when using the date offset, shows the DMA value as it was on that date.The issue you are experiencing is related to date offset and the StockFetcher chart that shows a continuous plot of the DMA to the current date.
Further, I found the following link in SF Help: https://www.stockfetcher.com/help/Negative-Offset-Displaced-Moving-Average/100315
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shillllihs
6,101 posts
msg #140934
- Ignore shillllihs
modified |
1/13/2018 12:04:52 AM
Yes I was referring to that time frame, if it's ez enough to do.
Just wondering if Sso worked going long too.
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nibor100
1,099 posts
msg #140935
- Ignore nibor100 |
1/13/2018 5:15:29 AM
@davesaint86
I went to Portfolio Vizualizer and I could not set a start date of 11/15/07 using the monthly mode and the Backtest Portfolio tool.
Which tool did you use to be able to set a specific calendar starting date?
Thanks,
Ed S.
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nibor100
1,099 posts
msg #140936
- Ignore nibor100 |
1/13/2018 5:30:52 AM
@Mactheriverrat,
Regarding your initial post, I suspect the following considerations may play a part in why there hasn't been a rush to use different SF based filters on XIV:
a. K of G's 30 filter XIV SS based system doesn't appear to be discontinued as several SF users are following the daily signals based on the occasional post trafic.
b. Some are probably waiting to see if Graftonian and/or others are able to convert a majority of the 30 SS filters to SF.
c. Maybe they don't have any more confidence in SF data being change free, has anyone ever checked to your knowledge?
d. K of G's 30 filter XIV SS based system was backtested over many years and specific trade data is available for every trade in a given backtest, Most SF users probably can't backtest a new XIV filter system over such a long period of time with confidence.
e. So far, even with some different individual signals, it appears to working mostly as the backtest results indicated.
Thanks,
Ed S.
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davesaint86
726 posts
msg #140939
- Ignore davesaint86 |
1/13/2018 8:29:13 AM
Shills the answer for SSO Novv Apr is -116%. So SDS 60.24% and SSO - 116. Wow!
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davesaint86
726 posts
msg #140940
- Ignore davesaint86 |
1/13/2018 8:31:50 AM
Ed - what I had to do is once you run the back test ( I choose 2007 - 2009) is then click on Monthly Data under Portfolio Results. I did clicked the download button to export to Excel. I then deleted the monthly rows that are outside the range. Next I just summed the column for Nov - Apr.
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shillllihs
6,101 posts
msg #140941
- Ignore shillllihs |
1/13/2018 10:09:42 AM
So I guess what I deduce Dave, since Sso was down big during the bear market is, we still need an indication when the market changes from bull to bear.
So many variables in this game.
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nibor100
1,099 posts
msg #140944
- Ignore nibor100 |
1/13/2018 10:45:01 AM
@Mactheriverrat,
Regarding my question,
c. Maybe they don't have any more confidence in SF data being change free, has anyone ever checked to your knowledge?
I just verified that the SF volume data for XIV does in fact change in a manner very similar to how the Yahoo XIV volume data changes.
I used the volume off of your chart graphic for XIV of 1/11/2018, where its volume was shown as 2,993,000 and today in SF the volume data for XIV on 1/11, is 3,026,400, which coincidentally matches the current Yahoo XIV volume for 1/11.
When I loaded the Yahoo XIV volume for 1/11 into SS to run the nightly signals, Yahoo was reporting 2,983,800.
Ed S.
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sandjco
648 posts
msg #140946
- Ignore sandjco |
1/13/2018 11:54:24 AM
Thank you for sharing everyone!
RE: change in trend
- I've always liked Mac's usage of his EMA's. I've used this version and l use the 200 EMA as the change in trend. Also use ADX to make sure I only filter stocks with a strong trend (up or down)
- I've posted my rookie variation below.
- I use Fib #'s for my EMAs
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