StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 7 8 9 10 11 ... 22 >>Post Follow-up
drew9
171 posts
msg #107624
Ignore drew9
8/14/2012 5:50:00 PM

I am ready for this to turn down. VIX finally confirmed today with a nice jump. This nearly always signals a turning point for the short term trend. I am wondering what news they will come up with to move this down. An increase in the VIX means large Put buying. So it appears they postioned themselves today.

tombrown1
61 posts
msg #107632
Ignore tombrown1
8/15/2012 12:04:31 AM

I guess I'm not as excited about the curve as you are. The method went two years without making a dime from septemberish 2009 to septemberish 2011. It made a ton of money in two separate one year periods and did nothing the rest of the time. Would you continue to trade this system for the next two years straight if you didn't make a dime? Seems unlikely.

Sorry to be such a downer - I do plan on doing some further back testing on this because it shows promise - but I just don't see it as a high probability consistent winner in its current form.

Best,

Tom

Kevin_in_GA
4,542 posts
msg #107636
Ignore Kevin_in_GA
modified
8/15/2012 6:52:53 AM

I'll state the obvious - no one is under any obligation to trade this filter, or even to like it. I am going to use it, but each person makes their own decisions.

tennisplayer2
179 posts
msg #107637
Ignore tennisplayer2
8/15/2012 8:03:47 AM

Kevin, well said. I and hopefully many others want to thank you from the bottom of our hearts for helping us with your filters. I am planning on using this in one of my accounts and let the chips fall where they fall (at first I didn't understanding why the filter would buy when the slower SS cross the faster, but now I do and I think in the long run, I will be pleasantly surprise). Many thanks and God bless.

jackmack
333 posts
msg #107638
Ignore jackmack
8/15/2012 8:16:41 AM

I will defend this filter and add additional support for entry and exits for others to help in set ups;

Use the following as filters (I am not sure how to script this here in SF)

RSI(42) and MA(100) - when RSI(42) is above MA(100) = go long SSO or go long SDS when below - and

CCI(220) and MA(55) - when CCI(220) is above MA(50) = go long SSO or go long SDS when below - and

EMA(150) and EMA(20) - when EMA(20) is above EMA(150) = go long SSO or long SDS when below (this one is mainly for reference as this is more a trend confirmation - but the first two are condition sets (maybe someone could add this to the current script on page one and run back tests on it and see how she did - I am sure it will be favorable)

So if you stack the filter to use these conditions the out performance is amazing

Just my 2 cents but I have not seen anything close to this filter in performance here

Thanks Kevin for sharing this - I may actually be able to send my kids to college off of this one ;-)

bman99
6 posts
msg #107639
Ignore bman99
8/15/2012 8:52:25 AM

Kevin - Question about stops.

The original filter in the first post says to use a 3 % trailing stop.

Does your coinciding graph in the first post which shows the results include a 3 % trailing stop?

In your active trading which you just started, are you trading with a 3% trailing stop?

Thanks and good work!!! The Sharpe above 1 is very good and it will be interesting to see how it plays out live.

Kevin_in_GA
4,542 posts
msg #107640
Ignore Kevin_in_GA
8/15/2012 9:09:12 AM

Kevin - Question about stops.

The original filter in the first post says to use a 3 % trailing stop.

Does your coinciding graph in the first post which shows the results include a 3 % trailing stop?

In your active trading which you just started, are you trading with a 3% trailing stop?

+++++++++++++++++

1. Yes.
2. Yes.
3. My account does not have a trailing stop option, so I will be tracking this one manually and moving the stop as needed.

trade2winz
3 posts
msg #107643
Ignore trade2winz
8/15/2012 11:40:19 AM

Kevin on your buy sell filter is it possible to color code the red and green columns on sf.?.

Kevin_in_GA
4,542 posts
msg #107644
Ignore Kevin_in_GA
8/15/2012 12:29:25 PM

No, but that's why I added the lines at the bottom of the filter in the first post:

DRAW GO_SHORT ON PLOT NULL
DRAW GO_LONG ON PLOT NULL
DRAW STOCHASTICS %D(5,1,5) ON PLOT STOCHASTICS %D(5,1,10)


This plots the "go long" signal in green and the "go short" signal in red at the bottom of the chart (this assumes you are using Flash charts - it presents differently in the new HTML5 format).

jackmack
333 posts
msg #107646
Ignore jackmack
8/15/2012 2:41:45 PM

Kevin were you able to run the data in back test with the stops as none and then at 1% - 10% yet?

Thank you

StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 7 8 9 10 11 ... 22 >>Post Follow-up

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