StockFetcher Forums · Stock Picks and Trading · 90% Trading Systems<< 1 2 3 >>Post Follow-up
shillllihs
2,484 posts
msg #132445
Ignore shillllihs
11/10/2016 2:29:51 PM

List all 90% ETF trading systems here. I have none.
I doubt there are any but if,
Let's see em big boys...

gmg733
391 posts
msg #132453
Ignore gmg733
11/10/2016 4:42:08 PM

Easy.

Sell the -10 delta put on all stocks going up

Sell the 10 delta call on all stocks going down

If price breaches your short strike, then roll for duration or sell opposite position into a strangle for a credit at same DTE.

shillllihs
2,484 posts
msg #132485
Ignore shillllihs
11/13/2016 1:49:40 AM

Hey gmg, that's nice and all but how about someone post some if any filters in SF lingo.
90% win rate across any time frame where the losses don't destroy the cumulative of the wins.
Must be ETFs. He'll even 85% will do. After years of being out here, I have not seen
one such filter.

gmg733
391 posts
msg #132489
Ignore gmg733
11/13/2016 6:19:31 PM

Go find one of TROs range finders filters. You'll see you can find ETFs that move x amount of dollars and the frequency. You still have to trade it.

His filters say in the last x number of weeks ETF xyz has gone up $2 between Monday open to Friday close. If you trade and take $1 out of each trade you can reach your 90% level.

Good luck

Kevin_in_GA
3,955 posts
msg #132491
Ignore Kevin_in_GA
11/13/2016 7:25:22 PM

Win percentage by itself is only part of the solution - you need to include trade frequency and expectancy - the average win size x win% - the average loss size x loss%.

Basically you want systems with positive (and preferably large) expectancy that trade frequently enough to make a decent amount of money. A 90% win rate on a system that's trades 4 times a year by itself is not enough. You really need 10 unique systems that each trade that way in order to generate decent returns.

shillllihs
2,484 posts
msg #132492
Ignore shillllihs
11/13/2016 8:13:03 PM

I get all that. What would be nice is if someone would start posting these all in 1 super systems
on SF. Unless that's impossible can someone do that?
I guess the answer is no.


Kevin_in_GA
3,955 posts
msg #132493
Ignore Kevin_in_GA
11/13/2016 9:26:36 PM

I think that the answer is "why?". You are asking for someone to share a system that good without offering any reason or value for doing so.

What might work better is to start by sharing your best filter and use the combined experience and coding skills of this forum to help evolve it into the type of system you are wanting. Offer something of value first and you will more likely be rewarded.

Oh, and since it is no longer possible to back test filters here at SF, any validation of performance would have to be done using other software.

shillllihs
2,484 posts
msg #132497
Ignore shillllihs
11/13/2016 11:19:10 PM

Relax Kevin, are you not the one who preaches the virtues of sharing?
I've put out many filters and shared many ideas, and have said my best system
is sooo complex that it can't be coded, and if I had the patience to execute it correctly, it would return 100%. Other than that system, I don't have any others that can return 90%
The thread asked to provide 90% win systems. Ez codable systems with many hits that
win more than they lose.

Now if they exist, whip them out big boyz.

jimvin
89 posts
msg #132499
Ignore jimvin
11/14/2016 1:26:31 AM

I'll wade in to the fray; no stranger to being insulted for my efforts and having been a fool for lesser things...

Symlist (XIV, TVIX, GASX, GASL)

Draw weekly ift(5,1) line at .90
Add column weekly ift(5,1)

draw aroon up(10)
add column aroon up(10)

For the brave, play the IFT rise and plateau (chart view); for the less adventurous use the Aroon...

Caveats:

I tested this in August and September of this year in paper trading simply as an exercise (as I do not like trading ETFs) and it worked very well, each of the very few trades executed showed a net profit;

Back-testing has never worked well in judging any models I use as it cannot take into account the individual's tolerance for risk, ability to trade "at will" rather than "when able" and a host of other factors that make life lively;

There is always a lag absolute optimal in trading if one adheres strictly to the chart lines. however my limited 2-month testing always resulted in a positive on exiting a position as the loss on the day traded was off-set by a substantial profit margin for the period the security was held...

We now return control of your television set to you, until next week, at the same time when the Control Voice will take you to... The Outer Limits.





johnpaulca
10,297 posts
msg #132505
Ignore johnpaulca
11/14/2016 10:40:00 AM

Clickable:

Fetcher[
Symlist (XIV, TVIX, GASX, GASL)

Draw weekly ift(5,1) line at .90
Add column weekly ift(5,1)

draw aroon up(10)
add column aroon up(10)
]



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