StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 18 19 20 21 22 >>Post Follow-up
bjfeen
24 posts
msg #108757
Ignore bjfeen
11/9/2012 9:50:14 AM

Crossed yesterday. Sell SDS and buy SSO.

tennisplayer2
179 posts
msg #108923
Ignore tennisplayer2
11/20/2012 9:15:37 AM

Crossed yesterday. Buy SDS, sell SSO.


tennisplayer2
179 posts
msg #109116
Ignore tennisplayer2
12/4/2012 3:30:57 PM

Crossed yesterday sell SDS and buy SSO. I took a loss on SDS, but that is trading. I want to keep this post alive, because I think this is a great filter (in the long run) that Kevin has created. Kevin, once again, thanks.

jackmack
333 posts
msg #109119
Ignore jackmack
modified
12/5/2012 7:57:12 AM

tennisplayer2- I could not agree more - this is an amazing filter.
Cheers

jackmack
333 posts
msg #109120
Ignore jackmack
12/5/2012 8:01:49 AM

tconte - if your still out there would you mind updating your 50 SMA spreadsheet version?
Thank you


durgin
60 posts
msg #109129
Ignore durgin
modified
12/5/2012 1:03:54 PM

I agree that this is an "amazing filter" but it has it exactly backwards! For example, the posts say BUY SDS on 11/20 and SELL SDS on 12/4. Check the chart and see that was the wrong call. OK -- this is heresy because the backtest says the filter is correct. But I question if the backtest is correct. One thing I wonder about is if the backtest can deal with stock splits and reverse splits -- more common with leveraged ETFs.

I'm thinking of using this filter but just the opposite of what it says.

jackmack
333 posts
msg #109130
Ignore jackmack
12/5/2012 2:24:14 PM

The filter is right - there is NO Holy Grail and this filter misses as acknowledged.

One thing I would like to see (if possible) would be the type of "look forward" back testing Kevin
had mentioned in his Connors RSI filter to see if that type of back testing would make any difference.

Kevin - would it?
Just curious
Thank you
Cheers

VenturaTrader
30 posts
msg #109137
Ignore VenturaTrader
12/5/2012 9:58:55 PM

Yes, no holy grail and indeed the filter misses; that's the reason a 3% trailing stop is built in. This also reduces the stress of major drawdowns.

Kevin_in_GA
4,538 posts
msg #109138
Ignore Kevin_in_GA
12/6/2012 12:09:59 AM

Kevin_in_GA
2,549 posts
msg #108696 11/6/2012 12:49:55 PM

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.


How often does the filter make the right call? 53% of the time. To say that it trades backwards is fine - good luck in that endeavor (not being sarcastic).

Higher win rates provides a level of comfort. If that is what you want then I would suggest looking at the divergence filters I posted a while back. That is what I am using.


jackmack
333 posts
msg #109814
Ignore jackmack
modified
1/2/2013 6:50:00 PM

Kevin
Just curious - had you ever run this filter on a set list of stocks to see if any returned greater returns than itself in a buy and hold scenario (example being the DOW30 or the S&P500) - by this I mean there are less volatile stocks that might trade within a range (or channel) and if those stocks were filtered out through back testing it might shed light on other fruit to be picked :-)
If those stocks that trade in a range or channel this cross over rule could apply to those that are discovered in back testing.
Guess what I am driving at is using this filter on the stocks in the S&P500 or DOW30 are there stocks that exhibit a greater propensity to show up and allow for greater gains than others since they may be less volatile and allow for entry long than short then long again if trading in a range - that is what I meant to ask above
Thank you
Cheers


StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 18 19 20 21 22 >>Post Follow-up

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