evo34
82 posts
msg #105571
- Ignore evo34 |
3/21/2012 2:41:28 AM
Kevin, What happened to your trading systems on your website?
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Kevin_in_GA
4,599 posts
msg #105577
- Ignore Kevin_in_GA |
3/21/2012 9:16:37 AM
Under review - I need to decide if anyone is actually tracking this from the web site versus using the filters I have posted here. So far you are the only one who commented on their temporary removal.
Personally, the weekly updating of these should be of value for the time spent doing it. If only SF members are looking at these, I would suggest they simply use the filters I wrote here and track them that way.
Kevin
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teoteoVN
9 posts
msg #105581
- Ignore teoteoVN
modified |
3/21/2012 11:03:35 AM
Hi Kevin,
I am still testing this with NinjaTrader, but NJ is only good at trading 1 instrument. With a list of instruments it works but it has a lot of problems here and there. I found sometimes even with tick level the price is flying too fast for the limit order to get filled.
I found something else is interesting:
http://www.medianetrix.com/trading-products/mngapautotrader/
Regards,
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csupati
25 posts
msg #105651
- Ignore csupati |
3/25/2012 1:58:34 AM
Hi,
This week was a lossy one. On Monday 19 March out of 20 stocks 5 were (MOVE, BBW, AREX, MEMS, SUNH) triggered during the first hour. MOVE, BBW and AREX closed the same day with about 2% gain each. SUNH closed on 20 March with 2% gain. MEMS had to be closed manually on Friday end of day due to not closing the gap. Loss is a painful 8.5%.
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novacane32000
331 posts
msg #105660
- Ignore novacane32000 |
3/25/2012 5:45:22 PM
csupati
I tracked the week and got similar results
emiliogomez1963@comcast.net
Looks like when the market high for the week falls on Monday it could cause a problem.
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csupati
25 posts
msg #105669
- Ignore csupati |
3/26/2012 6:03:19 AM
Yes, Emilio, we still have not found the Holly Grail!
Nevertheless, I still like the system. I am not very good at market analysis, but I will continue tracking this system and probably find some more conditions to avoid as many wrong openings as possible, although it is not really possible. Maybe we should have paid more attention to the individual stock. MEMS had a low volatility, low volume, it was after a big breakout, so the extensive fall was more probable than anything else.
If we could somehow code the "week's first trading day's LOW", then we could make another statistics of another pool of stoks for this system, but for the time being I could not find a way how to code it.
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novacane32000
331 posts
msg #105673
- Ignore novacane32000 |
3/26/2012 11:21:31 AM
csupati-I tracked about the first 20 or so stocks on the list for the last several weeks trying to find the best stop loss.
I have tried with 6% and 10% and with no stop loss.
10% works best.
No stop loss can be disastrous.
6% weeds out to many winners.
I think there is hope here too.
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novacane32000
331 posts
msg #105677
- Ignore novacane32000 |
3/26/2012 1:53:51 PM
Kevin
I have been working with Stratasearch after reading one of your post referencing it.
How would you trade your SF Gap up and down code on Stratasearch? Exit ?
I would like to try and put some stops in to see if the results change.
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Kevin_in_GA
4,599 posts
msg #105679
- Ignore Kevin_in_GA |
3/26/2012 4:19:57 PM
All of the Stratasearch code is in this thread:
http://www.stratasearch.com/forum/viewtopic.php?f=3&t=1007
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csupati
25 posts
msg #105715
- Ignore csupati |
3/28/2012 9:52:53 AM
novacane32000
Thanks a lot, useful.
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