StockFetcher Forums · Filter Exchange · A NEW ^VIX TRADING SYSTEM<< 1 ... 34 35 36 37 38 ... 41 >>Post Follow-up
mahkoh
668 posts
msg #132736
Ignore mahkoh
11/23/2016 1:14:31 PM

http://www.etf.com/etf-education-center/21044-leveraged-and-inverse-etfs-why-2x-is-not-the-2x-you-think.html

Explains inefficiency regarding leveraged etfs.

nibor100
16 posts
msg #132737
Ignore nibor100
11/23/2016 1:17:21 PM

dtatu,

Could you post the dates of entry and exit that were used by you for the 3 test methods whose 13 results you posted earlier so we can determine the corresponding Kevin signals, etc.?

You stated the "system" works after using 3 methods trading ~4 trades each and I notice that your $ profits related to %profits are spread quite a bit as a 7.16% gain got $1,070.80, and a 0.68% gain got $686.86.

Is your version of the "system" alternating between those 3 methods or have you settled on one method going forward?

Thanks,
Ed S.



dtatu
61 posts
msg #132738
Ignore dtatu
modified
11/23/2016 1:28:01 PM

If anybody could tell me how to copy/ paste a Google sheets table, without having it chopped while posted, I'll send all the details

nibor100
16 posts
msg #132739
Ignore nibor100
11/23/2016 1:28:08 PM

Kevin,

Regarding the last 8 trade results you recently posted, I can only verify that in following a 5 unit portfolio approach that 2 of the larger gaining trades would not have been executed, due to date overlap, similar to early October when there was also 7 short signals close together.

Ed S.

jackmack
307 posts
msg #132741
Ignore jackmack
11/23/2016 1:58:26 PM

shillllihs
On DUST are you taking the signal to go long when ANY of the filters goes long and then exit when any say exit?

dtatu
61 posts
msg #132742
Ignore dtatu
11/23/2016 2:08:28 PM

1. Anybody can tell me what the correlation is between the Gold miners and VIX ???
As far as I know, VIX reflects the volatility of SPX , not of GOLD, GDX, GDXJ ,etc.

2. How can anybody make a profitable system and test it , based on a 3x DUST?( just another wasting product, on the long side) Am I missing something?

see the link /chart, below:

https://www.barchart.com/etfs-funds/quotes/DUST/technical-chart#/technical-chart?plot=CANDLE&volume=contract&data=DO&density=X&pricesOn=0&asPctChange=0&logscale=0&indicators=EXPMA(10);EXPMA(20);EXPMA(50);EXPMA(100);EXPMA(200);MACD(20,50,9);MACD(12,26,9);STOSL(5,3);SMA(200)&sym=DUST&grid=1&height=500&studyheight=100

Based on 1 & 2 , I would never trade this. Just my opinion.

Kevin_in_GA
3,982 posts
msg #132743
Ignore Kevin_in_GA
11/23/2016 2:19:25 PM

Regarding the last 8 trade results you recently posted, I can only verify that in following a 5 unit portfolio approach that 2 of the larger gaining trades would not have been executed, due to date overlap, similar to early October when there was also 7 short signals close together.


True for a 5 unit portfolio. The discrepancy arises from the fact that the nightly system signals I generate are set for a portfolio size of 10 units. You may have noticed that at times there are more than 5 trades listed in the previous updates as well.

Your point is valid but the system still seems to be sending out profitable signals, which was being questioned.

jackmack
307 posts
msg #132744
Ignore jackmack
11/23/2016 2:29:01 PM

@ dtatu
I know I got off track with that one

shillllihs
2,514 posts
msg #132746
Ignore shillllihs
11/23/2016 3:33:20 PM

Jack,

On longs, go long Dust on first, exit on any last, & on shorts enter Nugt long or Dust short on first and exit on any first.

Check it out and let me know.

jackmack
307 posts
msg #132747
Ignore jackmack
11/23/2016 3:47:27 PM

Kevin_in_GA or anyone else - is there a way here in SF to combine all of the longs into one and all of the shorts into one?
Similar to what was done in the "Trading Divergences" thread so on a manual back test you could just forward each day and see when any one of the filters triggered long or exit.
I've tried but I believe when I am adding an "add column ___ " line for each filter since the wording is not exactly what the underlying filter is returning it is not working out properly or is it not even possible because of the dynamics of the filter there is no way to combine it.
Just looking to make this one by one day by day manual research a little less painful ;-)



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