tmanbone
124 posts
msg #81359
- Ignore tmanbone |
10/18/2009 9:23:46 PM
I'm curious how a % trailing stop after the 5dma cross would work for your methodology, over a large # of trades. The Oct 1 trade would have benefited very well. Nice work.
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medowz
59 posts
msg #81364
- Ignore medowz
modified |
10/19/2009 1:11:19 AM
BarTune1,
Excellent! Your variance signals tell you when the conditions are appropriate to put on a trade such a the SPY or QQQQ or some other ETF and the daily price action vs the 5 day moving average tell you when to exit. The exit triggers when price crosses the 5 day moving average. Sounds pretty straight forward. I assume it would take a few days for these trades to play out. Is that your experience?
I like your strategy for using those highly leveraged and correlated ETFs, too. I'd imagine you would have to watch them pretty close though.
Everything makes sense now. Looking forward to the posts.
All the best,
mike
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BarTune1
441 posts
msg #81383
- Ignore BarTune1 |
10/19/2009 2:40:15 PM
You have it exactly right Mike .....
One further note, I am finding the signal is slightly better when you are buying an oversold security when it and/or the market is trading above its 200 dma. Conversely, selling or shorting into strength on the sell signals works better when the security or market is below the 200 dma.
Right here I am short and am fighting the tape .... and i am losing the battle today.
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Kevin_in_GA
4,599 posts
msg #81384
- Ignore Kevin_in_GA |
10/19/2009 2:47:32 PM
You can lose the battle - just don't lose the war.
Good luck, as always buddy!
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marine2
963 posts
msg #81421
- Ignore marine2 |
10/20/2009 2:06:46 AM
Can anyone run a chart with both the graphing lines of the Vix and .djia (Dow Jones Industrial Average) together on one chart. That way we can see the correlation on when the Vix is down or up and what happens to Dow Jones Industrial Average? Thank you.
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BarTune1
441 posts
msg #81424
- Ignore BarTune1 |
10/20/2009 6:32:50 AM
marine2,
check out the thread "volatility indexes" for a comparison of the equity moves against all volatility indexes including the Dow
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