Drew, I think Kevin may take a look at this when he gets time ... I have to fly the rest of the week providing the weather cooperates so I dont expect to be around ... or stuck in an airport ... one or the other ...
From your 10-28 post of trade results, are you saying that this concept would have you trading both VXX & XIV? The trade results start off with roughly the same trade trigger dates although they do seem to trigger a few days apart later in the backtest?
From looking at a comparison chart of VXX & XIV, they don't move exactly opposite of each other but close. I assume you are simply showing a comparison of vehicles using the same trading concept but just wanted to make sure.
Well, all I can say is that I have it near the top of My Filter list and I have most filters set so that they only return results if they have triggered. Therefore, the filter was showing a 1 most of the day. Consequentially, I was alert throughout most of the day that it would be a potential play EOD.
I have to work most of the day ... so I run my SF filters here and there throughout the day when I have time .... I have a general idea whether there are candidates ...
You might want to put your favorite filters at the top of your list and set them so that they only trigger if the requiste pullback etc. is met. Then you can tell simply by the result 0 or the number of hits.
I have a number of other filters that trigger "candidates" under various systems, but they are at the bottom of my filter lists.
*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.