novacane32000
331 posts
msg #104278
- Ignore novacane32000 |
1/7/2012 6:35:14 PM
Four
Thanks for your help.
The imageshack pics were blurry and hard to read.
I reposted with Photobucket - a bit easier on the eyes.
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Billirider321
62 posts
msg #104279
- Ignore Billirider321
modified |
1/7/2012 7:40:05 PM
Thanks for posting all the back test result.
Are you running your test in strata search.. How do you get data. Is it yahoo data or borgata data.
Can you test pyramid position , buy stock in half position and rest half after a 2 to 3 percent drawdown, as average drawdown of the system is 3 percent. Second half can be option trade. This are my thoughts.
Thanks
Bill
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novacane32000
331 posts
msg #104280
- Ignore novacane32000 |
1/7/2012 10:48:06 PM
On Stratasearch I use yahoo prices.
Pyramiding or adding on to a position can work to a small degree it seems. I quickly looked at a few SF stats. Stocks that gained up to 2.99% after 1 day --on avr finished with a higher gain than after 1 day. So adding on when the stock gains .01% to 2.99% after 1 day appears to be profitable.
Stocks that gained more than 3% after one day did not appreciate much more and in fact went down depending on the range you are looking at. For example-stocks that gained 4% to 5% after one day closed with an avr gain of just over 3.6% so I would not consider adding on here.
Cost avr down stats say to add on when the stock drops up to 3% as the avr close ends up around-.25%.
I would have to crunch a lot more numbers before I attempted to either pyramid or cost avr down on a trade.
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Billirider321
62 posts
msg #104281
- Ignore Billirider321 |
1/8/2012 1:47:27 AM
Here is what I am looking at.
Taking position in options, you exit at 2 to 3 percent gain on stock values. In option term it's a lot. If it goes down add more.
Do not average up. Max number to stay in trade is between 3 to 7 days.
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mahkoh
1,065 posts
msg #104299
- Ignore mahkoh |
1/9/2012 2:17:01 PM
Intraday buy MPC 30.36
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mahkoh
1,065 posts
msg #104301
- Ignore mahkoh
modified |
1/9/2012 4:02:01 PM
MPC is no longer triggered, so I guess it should be sold at 30.94 just before the close for a 1.91 % gain.
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Kevin_in_GA
4,599 posts
msg #104302
- Ignore Kevin_in_GA |
1/9/2012 4:21:34 PM
No - it continues to be held until the zcore16 crosses back above -1.
It fell off the filter today because it's williams %R is above -94 at today's close. That is not the trigger for selling using this system.
Kevin
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Kevin_in_GA
4,599 posts
msg #104349
- Ignore Kevin_in_GA |
1/11/2012 11:39:53 AM
Intraday SELL for MPC at 32.48.
In at 30.36, out at 32.48 for a gain of 7%.
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mahkoh
1,065 posts
msg #104350
- Ignore mahkoh
modified |
1/11/2012 1:47:42 PM
novacane32000
45 posts
msg #104221
- Ignore novacane32000 1/4/2012 3:49:45 PM
Is there a way to have SF notify you when there is an intraday signal for your filter? Or is it up to you to refresh your filter throughout the day?
I have always had to refresh the filter but am hoping for an easier way.
----------------------
You will have to rerun the scan during the day. I use a "prescan" for this filter, this will tell you if canditates are near being triggered. If you find some you can choose to increase the frequency.
By the way: Intraday buy TSN 19.83
And COG does not show yet but I think it will when SF has caught up with the actual situation in 20 min.
COG indeed hit the filter at 71.30
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mahkoh
1,065 posts
msg #104359
- Ignore mahkoh |
1/12/2012 12:08:11 PM
Intraday buy KR at 23.79
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