BarTune1
441 posts
msg #108631
- Ignore BarTune1 |
10/30/2012 8:58:17 PM
Drew, I think Kevin may take a look at this when he gets time ... I have to fly the rest of the week providing the weather cooperates so I dont expect to be around ... or stuck in an airport ... one or the other ...
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drew9
171 posts
msg #108632
- Ignore drew9 |
10/31/2012 10:25:37 AM
BarTune, I hope you are heading west! Stay safe and I hope we can revisit this with you and Kevin soon!
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tarun766
50 posts
msg #108650
- Ignore tarun766 |
11/1/2012 9:46:31 PM
What is the Short version of this?
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tennisplayer2
210 posts
msg #108800
- Ignore tennisplayer2 |
11/14/2012 10:15:27 AM
Market is pretty much lower or flat, yet RSI(2) on XIV is above 90 (which should trigger your 1st buy on VXX). I don't understand why XIV is so high. Any comments? Thanks.
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mahkoh
1,065 posts
msg #108803
- Ignore mahkoh |
11/14/2012 2:08:11 PM
VIX futures are in contango
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wkloss
231 posts
msg #109260
- Ignore wkloss |
12/10/2012 4:00:02 PM
drew9,
From your 10-28 post of trade results, are you saying that this concept would have you trading both VXX & XIV? The trade results start off with roughly the same trade trigger dates although they do seem to trigger a few days apart later in the backtest?
From looking at a comparison chart of VXX & XIV, they don't move exactly opposite of each other but close. I assume you are simply showing a comparison of vehicles using the same trading concept but just wanted to make sure.
Bill
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BarTune1
441 posts
msg #109584
- Ignore BarTune1 |
12/21/2012 9:35:10 PM
This filter triggered today ... its been a while ... in on XIV at 17.15 ....
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novacane32000
331 posts
msg #109585
- Ignore novacane32000 |
12/21/2012 10:30:23 PM
BarTune
I had been watching this manually for a while then lost track since it hadnt hit in so long. SF sends the email alert to late in the day.
Can you recommend an alert system to catch this before the closing bell ?
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BarTune1
441 posts
msg #109587
- Ignore BarTune1 |
12/22/2012 7:49:22 AM
Well, all I can say is that I have it near the top of My Filter list and I have most filters set so that they only return results if they have triggered. Therefore, the filter was showing a 1 most of the day. Consequentially, I was alert throughout most of the day that it would be a potential play EOD.
I have to work most of the day ... so I run my SF filters here and there throughout the day when I have time .... I have a general idea whether there are candidates ...
You might want to put your favorite filters at the top of your list and set them so that they only trigger if the requiste pullback etc. is met. Then you can tell simply by the result 0 or the number of hits.
I have a number of other filters that trigger "candidates" under various systems, but they are at the bottom of my filter lists.
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novacane32000
331 posts
msg #109668
- Ignore novacane32000 |
12/27/2012 2:48:21 PM
Looks like I got a 2nd chance at XIV.
In at 15.83 today
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