StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 17 18 19 20 21 ... 43 >>Post Follow-up
Kevin_in_GA
4,543 posts
msg #102783
Ignore Kevin_in_GA
9/30/2011 9:53:14 PM

Agreed. Looking at how volatile the markets have been, it seems like you should take profit when it is given to you.

CF got crushed over the past few days - now down over 24% fom the entry price. All of the profitable trades listed are now flat or negative. Ouch ...

duke56468
683 posts
msg #102785
Ignore duke56468
10/1/2011 10:28:15 AM

In the back tests I did a 10% stoploss did not hurt the results, and would help in those cases like CF.

duncanhoo
14 posts
msg #102946
Ignore duncanhoo
10/15/2011 7:36:24 AM

just wondering if anyone had already programmed this in easylanguage? was about to do it and do some more thorough bactesting/money mgmt/trade management analysis but do not want to reinvent the wheel?

anyone already written the entry code?

coolsf
21 posts
msg #102954
Ignore coolsf
10/15/2011 5:34:00 PM

I am not trying to rain on your parade. Please understand.

The system has been great. I read every post clearly. The current market trend is HFT driven, more so since the last 1 year. Especially the last 3 months. Z scores and Standard deviations are stretched to a max, both up and down. It is happening like never before. I am wondering if the system works in these conditions.

I am also taking note that you are not pairing the long with a short like SH. Would your system have worked if you did that, in these stretched rubber band conditions?

Kevin_in_GA
4,543 posts
msg #103078
Ignore Kevin_in_GA
10/24/2011 11:21:47 AM

Intraday BUY signal for KMB (zscore at -2.34, Williams %R at -97). This is because they announced earnings and disappointed.

KMB at 69.34 right now. Will probably close above this and may not trigger by end of day.

Kevin_in_GA
4,543 posts
msg #103100
Ignore Kevin_in_GA
10/26/2011 11:31:52 AM

Another intraday BUY signal - AMZN (amazon.com). Zscore16 at -3.30, williams %R at -98.94. Looks like they dropped over 11% this morning.

They are currently at 200.93, sitting on top of the MA(200).

Kevin_in_GA
4,543 posts
msg #103131
Ignore Kevin_in_GA
modified
10/28/2011 11:57:24 AM

UPDATE 1:

KMB now at 70.50 (up about 1.5%)

AMZN now at ~213 (up about 6%).

Zscore16 for both are still below -1, but I might take AMZN off the table now since it is well above the average trade return for this filter, even after just 2 days.

UPDATE 2: AMZN at 217.40 (up 8.2%). KMB at 70.49 (up 1.5%).

Sell AMZN and be happy.

Kevin_in_GA
4,543 posts
msg #103132
Ignore Kevin_in_GA
10/28/2011 12:21:36 PM

Another intraday BUY signal generated:

BMY (Bristol-Myers Squibb) - down about 4% on the day right now. Currently at $31.82, Zscore16 at -2.27, Williams %R at -97.84.

Remember that the stock must also be above the MA(200) and be below the lower BB(16,2).

Kevin_in_GA
4,543 posts
msg #103168
Ignore Kevin_in_GA
modified
10/31/2011 3:04:56 PM

Intraday BUY signal for EXPE (Expedia). Zscore at -2.53, Williams %R at -99.3, Bollinger %B(16,2) at -0.12. Currently at 26.23. Market is drifting lower, so I would wait until the end of the day to see if this can be bought at a better price.

Kevin_in_GA
4,543 posts
msg #103185
Ignore Kevin_in_GA
11/1/2011 12:55:12 PM

Intraday sell signals for all four current trades (this is based on the market dropping hard over the last two days):

KMB - in at 69.34, currently at 68.88 (down 0.66%)
AMZN - in at 200.93, now at 209.89 (up 4.5%, but I suggested exiting at 217)
BMY - in at 31.82, now at 31.57 (down 0.8%)
EXPE - in at 26.23, now at 26.74 (up 1.9%)

Intraday BUY signals:

TGT (Target)
ERTS (Electronic Arts)
MON (Monsanto)
NI (Nisource, inc.)

I would not buy in right now since I think there is still a risk of further losses today. I might be wrong, but then again i might be right.

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 17 18 19 20 21 ... 43 >>Post Follow-up

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