StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 23 24 25 26 27 ... 40 >>Post Follow-up
mahkoh
1,065 posts
msg #140376
- Ignore mahkoh		 12/24/2017 8:06:30 PM

Ah.. I never realized you could create a multisystem from a signal. That's gonna save me a lot of work.
I did create a spreadsheet where I copy the trades into. With some sorting and a couple of if, or and count formulas I can quickly examine number of trades, winrate, total result of each strategy and check whether there are strategies that produce the same trades. Nothing fancy, I'm by no means an excel wizard, but if anyone is interested I'd be happy to share it.



Kevin_in_GA
4,599 posts
msg #140410
- Ignore Kevin_in_GA		 12/26/2017 9:49:14 PM

Nightly signals for tomorrow:


SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongSell 10 StockXIVXIV12/20/2017137.04135.3-1.27%XIV MULTISYSTEM #35
LongSell10StockXIVXIV12/22/2017136.06135.3-0.56%XIV MULTISYSTEM #32
LongHold10 StockXIVXIV12/5/2017116.7135.315.94%XIV MULTISYSTEM #23
LongHold10StockXIVXIV12/18/2017135.17135.30.10%XIV MULTISYSTEM #40
LongHold10 StockXIVXIV12/20/2017137.04135.3-1.27%XIV MULTISYSTEM #20
LongHold10 StockXIVXIV12/18/2017135.17135.30.10%XIV MULTISYSTEM #6
nibor100
1,031 posts
msg #140429
- Ignore nibor100		 12/27/2017 1:11:45 PM

I'm catching up on nightly signals:
12/18 3 Buys #3,31 and 33,and 3 holds #6,23 and 40
12/19 2 Buys #20, and 35, and 1 Sell #3, and 5 holds #6,23,31,33 and 40
12/20 7 Holds #6,20,23,31,33,35 and 40
12/21 1 Buy #32, 7 holds #6,20,23,31,33,35 and 40
12/22 8 holds #6,20,23,31,32,33,35 and 40
12/26 2 Sells #32 and 35 and 6 Holds #6,20,23,31,33, and 40

I know I have more signals than some on those days but I'm wondering if anyone else has had the very same ones I've had?

Thanks,
Ed S.
Kevin_in_GA
4,599 posts
msg #140435
- Ignore Kevin_in_GA		 12/27/2017 8:09:15 PM

My signals for tomorrow:

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongBuy10MarketStockXIVXIV 134.03 XIV MULTISYSTEM #30
LongBuy10MarketStockXIVXIV 134.03 XIV MULTISYSTEM #32
LongHold10 StockXIVXIV12/5/2017116.7134.0314.85%XIV MULTISYSTEM #23
LongHold10 StockXIVXIV12/18/2017135.17134.03-0.84%XIV MULTISYSTEM #40
LongHold10 StockXIVXIV12/20/2017137.04134.03-2.20%XIV MULTISYSTEM #20
LongHold10StockXIVXIV12/18/2017135.17134.03-0.84%XIV MULTISYSTEM #6

Sold 2 units this morning, buying them back tomorrow. That's how the system works sometimes.
mahkoh
1,065 posts
msg #140437
- Ignore mahkoh		 12/27/2017 8:18:00 PM

Side Action PF OrderType Product Symbol Name BuyDate BuyPrice ClosePrice GainLoss SystemName Sector
Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #17 XIV
Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #30 XIV
Long Buy 10 Market Stock XIV XIV 134.03 XIV MULTISYSTEM #32 XIV
Long Hold 10 Stock XIV XIV 12/5/2017 116.7 134.03 14.85% XIV MULTISYSTEM #23 XIV
Long Hold 10 Stock XIV XIV 12/19/2017 135.5 134.03 -1.08% XIV MULTISYSTEM #33 XIV
Long Hold 10 Stock XIV XIV 12/26/2017 134 134.03 0.02% XIV MULTISYSTEM #40 XIV
Long Hold 10 Stock XIV XIV 12/19/2017 135.5 134.03 -1.08% XIV MULTISYSTEM #31 XIV
Long Hold 10 Stock XIV XIV 12/20/2017 137.04 134.03 -2.20% XIV MULTISYSTEM #20 XIV
Long Hold 10 Stock XIV XIV 12/18/2017 135.17 134.03 -0.84% XIV MULTISYSTEM #6 XIV


5 hold and 3 buys..
nibor100
1,031 posts
msg #140438
- Ignore nibor100		 12/27/2017 8:52:15 PM

I have the same 6 Holds as Mahkoh, but only 2 of the Buys, I'm not getting a signal for #17.
Ed S.
Kevin_in_GA
4,599 posts
msg #140439
- Ignore Kevin_in_GA		 12/27/2017 9:42:18 PM

I'm not getting a BUY on #17 either.
Kevin_in_GA
4,599 posts
msg #140440
- Ignore Kevin_in_GA		 12/27/2017 9:46:00 PM

I sold 2 units (2,000 shares) this afternoon at a small unsatisfying profit of $460. Now holding 1,000 shares at $135.25 but will look to repurchase tomorrow if XIV drops further.
nibor100
1,031 posts
msg #140441
- Ignore nibor100		 12/27/2017 9:50:16 PM

@graftonian,

It turns out I was working on filter #11 also, I got lost in the naming conventions....

Below I've made some changes to your version as it appears that SS uses the price channel methodology where the 17 day High value is used for the upper channel and the 17 day Low is used for the lower channel and not the 17 day averages of the Highs and Lows.

I've checked the Entry signals in Excel and several different ways in SS and they appear to be appropriate. There will be more Entry signals shown than what will come up in SS XIV multisystem backtest, and the Signal Screen lookback Tabs, and in the XIV Strategy #11 backtests as it appears that once a filter #11 has a open signal if a second open signal comes up for #11 before an #11 Exit signal then the 2nd entry signal is ignored.

The nice thing about your SF filter methodology is we can see all of the possible Entry and Exit signals at the bottom of the graphs. I had written it so it would only have results on days there was a signal.

Thanks,
Ed S.

Fetcher[
/*********XIV 11 ***********/
symlist(XIV, UPRO, TQQQ, NUGT, JNUG)
add column ROC(10,1)
sort on column 5 descending
CHART-TIME IS 1 YEAR
/* PRICE CHANNEL */
SET{PCH17, high 17 day high}
SET{PCL17, low 17 day low}
SET{ENTRY1, COUNT(CLOSE < PCL17 1 day ago,1)}

DRAW PCH17 ON PLOT PRICE
DRAW PCL17 ON PLOT PRICE

SET{PCH171, high 17 day high 1 day ago}
SET{PCL171, low 17 day low 1 day ago}


SET{PC_DIF, PCH171 - PCL171}
SET{PC_AVG, CMA(PC_DIF,17)}
SET{ENTRY2, COUNT(PC_DIF > PC_AVG,1)}

SET{TRIG1, ENTRY1 + ENTRY2}
SET{TRIGGER, COUNT(TRIG1 EQUALS 2,1)}
DRAW TRIGGER

/**** EXIT ***/
SET{EXIT, COUNT(Stochastic %D(13,2,3) CROSSED BELOW 79, 1)}
DRAW EXIT]
graftonian
1,089 posts
msg #140457
- Ignore graftonian		 12/28/2017 10:41:42 AM

XIV 32 has been giving some classic whipsaw signals the last couple of days. I offer my SF code :

Fetcher[
/*******XIV 32************/
CHART-TIME IS 6 MONTHS
SYMLIST(FXI,GDX,JO,OIL,RSX,SLV,SMH,UNG,VNQ,XBI,XOP,XIV)

DRAW TRIGGER

SET{QS8, QSTICK(8)}
DRAW QS8 AND DRAW QS8 LINE AT 0

SET{ADAVG, CMA(Accumulation Distribution, 30)}
DRAW ADAVG

SET{TRIX5, TRIX(5)}
DRAW TRIX5
SET{TRIX5AVG, CMA(TRIX5, 50)}
DRAW TRIX5AVG ON PLOT TRIX5

SET{QS8_TRIG, COUNT(QSTICK(8) CROSSED ABOVE 0, 1)}
SET{AD_TRIG, COUNT(ADAVG > ADAVG 1 DAY AGO, 1)}
SET{TRIX_TRIG, COUNT(TRIX5 > TRIX5AVG, 1)}
SET{TRIGGER1, QS8_TRIG + AD_TRIG}
SET{TRIGGER, TRIGGER1 + TRIX_TRIG}

ADD COLUMN TRIGGER{LOOKING FOR A 3}
SORT ON COLUMN 5 DESCENDING
/********EXIT*************/
SET{EXIT, COUNT(QSTICK(8) CROSSED BELOW 0, 1)}
DRAW EXIT AND ADD COLUMN EXIT
]
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