StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 16 17 18 19 20 ... 22 >>Post Follow-up
VenturaTrader
30 posts
msg #108551
Ignore VenturaTrader
10/26/2012 12:04:10 AM

Kevin wrote: Also they do not seem to reinvest 100% of the account in each trade as SS does.
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Because of the three day settlement rule one can only trade 49% off available funds in a brokerage account; can't switch 100% of brokerage account from SSO to SDS the same day because the trade settles three days later. If only 49% of funds is traded each time one still has the effect of compounding which is very good, but all the funds are not put to work. Does anyone know a way to trade 100% of an account the same day without using margin?

The Rydex leveraged funds allow same day switching but they won't work because they do not allow stops. Anyone got a solution?

Kevin, I wondered if your backtest in SS with the hypothetical $100,000 account took this into consideration; I think somewhere along the line you mentioned trading 49% of available funds which my broker, Interactive Brokers will automatically do if set up properly. Thanks!




jackmack
333 posts
msg #108557
Ignore jackmack
10/26/2012 8:40:18 AM

Thank you Kevin.
You are a man among men.
Cheers

jackmack
333 posts
msg #108660
Ignore jackmack
11/2/2012 1:48:31 PM

Got the signal (intraday) to get out of SSO

Kevin_in_GA
4,548 posts
msg #108661
Ignore Kevin_in_GA
modified
11/2/2012 1:49:40 PM

Looks like it is time to get out of the SSO trade and go long on SDS. The SSO entry signal was at the close on 10/24. Buying in at the open (as the system was designed to do) got you in at 59.46. Assuming today will close near the current price of 59.95 you'll see a modest profit of 0.82% before commissions.

Personally hoping the market turns up a bit between now and the end of the day.

EDIT: I really need to keep these hopes to myself ...

tarun766
50 posts
msg #108667
Ignore tarun766
11/2/2012 5:51:56 PM

I was in on SSO but i sold 50% yesterday! and rest today around 1, got in on SDS and made hundred bucks.

tennisplayer2
180 posts
msg #108673
Ignore tennisplayer2
11/2/2012 7:28:05 PM

If we are to follow the filter, we do not sell SSO until the open on Monday and then buy SDS. Thanks Kevin.

tarun766
50 posts
msg #108692
Ignore tarun766
11/6/2012 11:07:35 AM

This is not in our favour for the last couple if days :(

Kevin_in_GA
4,548 posts
msg #108696
Ignore Kevin_in_GA
11/6/2012 12:49:55 PM

@tarun:

Please look at the stats I posted for this filter (on the first page of this thread). The win % is only 53% and the average return a little over 1% per trade. I personally am not trading this one, as I have posted previously. This was an interesting system and one that others can use or modfy as needed.

I'm trading from my Divergence filters instead since I am happier winning more often with lower drawdowns even at the expense of possibly higher gains at the end.

jackmack
333 posts
msg #108698
Ignore jackmack
11/6/2012 1:52:07 PM

It's a process - it's a process - it's a process

The stats are amazing and due to be "traded".
I cannot figure out how to use the divergences that Kevin posted in another filter set as the entry and exit signals are too confusing for me (no offense Kevin if you read this - I just cannot figure them out - I really wish I could but if it's not on or off I just can't get it ;-) ) - anyway this filter rocks and these markets have not been kind lately to many filters/models as we are really doing nothing more than churning which typically is a sign of distribution so... trade well and keep the stops it will pay off.
Cheers

tennisplayer2
180 posts
msg #108700
Ignore tennisplayer2
11/6/2012 3:55:49 PM

jackmack, if you look at each divergence individually (entry when 1 is trigger in entry line and exit when 1 is trigger on exit line), you will not be so confuse.

StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 16 17 18 19 20 ... 22 >>Post Follow-up

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