jimmyjazz 102 posts msg #123100 - Ignore jimmyjazz |
3/10/2015 9:03:24 AM
Kevin, you mentioned this in your original post, and being SF-stupid, I'm not sure exactly what you're saying. Is this a separate filter limited to the stocks one is holding in Pangolin Z?
"For determining the new RSI(2)-based profit target each night you simply set up a watchlist of the stocks you are holding and add a column with "add column reversersi(2,90) {profit target}". This will automatically update the dynamic exit for the next day. "
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graftonian 1,089 posts msg #123120 - Ignore graftonian |
3/11/2015 10:31:07 AM
KEVIN,
I ADDED THE FOLOWING CONSTRAINT TO YOU PANGOLIN Z:
/* MY ADDED RESTRICTIONS */
MACD FAST < MACD SLOW
MACD SLOW < -0.25
SEEMS TO IMPROVED THE RESULT OVER 2YR AND YTD BACKTEST.
PRESENTLY WORKING ON MY OWN MACD AND RSI BASED FILTER. IF ANY SUCCESS, WILL CALL IT THE ANTEDILLO, PER YOUR PREVIOUS ALLUSION. I HAVE AN OBSESSION WITH A LARGE, SMOOTH SINUSOIDAL MACD VARIANCE GRAPH AND AM TRY TO WRITE THE CODE TO FILTER THIS PATTERN. SOMEWHERE IN THIS VISUAL, LIES THE ANSWER.
AGAIN, THANKS FOR SHARING YOUR WORK. BY DISSECTING YOUR CODE I HAVE BEEN ABLE TO MAKE STRIDES IN CREATING MY OWN. INDEED, YOUR POST OF THE PANGOLIN Z CODE BECAME MY TEXTBOOK. THINK OF YOURSELF AS A MENTOR TO A 75 YR OLD HIGH SCHOOL DROP-OUT.
GRAFTONIAN
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SFMc01 358 posts msg #123129 - Ignore SFMc01 |
3/11/2015 10:23:07 PM
graftonian: I know it's a bother, but, Would you please post the exact filter you are presently using along with your trading rules?
Thank you
Steve
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agawfi 6 posts msg #123130 - Ignore agawfi modified |
3/12/2015 2:41:19 AM
Kevin,
A question for you regarding the stop loss. I noticed that the stop loss is dynamically calculated and it changes from the day of the trigger. Do you use the stop loss calculated on the day of the trigger and keep it for the whole duration while holding the stock or do you change it every day based on your formula: SET{STOPLOSS, LIMITENTRY - 2ATR} ???
Also, I wanted to thank you for your generous contributions in this thread and all previous threads ! They are very insightful and I have learned a lot from them.
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graftonian 1,089 posts msg #123134 - Ignore graftonian |
3/12/2015 10:29:47 AM
STEVE
DO NOT KNOW HOW TO POST THE FULL CODE TO SHARE, BUT IT ON PAGE 1 OF THIS THREAD, PLUS THE MODS I MENTIONED EARLIER. I HAVE COPIED THE RESULTS AND SYSTEM SUMMARY, BUT DO NOT KNOW HOW TO POST THEM. EMAIL SEEMS TO BE THE ONLY OPTION, BUT NOT VERY PUBLIC
GRAFTONIAN
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arresseyetwo 3 posts msg #123135 - Ignore arresseyetwo |
3/12/2015 10:40:47 AM
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graftonian 1,089 posts msg #123152 - Ignore graftonian |
3/12/2015 2:48:00 PM
iwonderedhowlongitwouldbebeforesomeonebitchedaboutmycapslockbutwhenyougettobeasoldand blindasiamyouwillunderstand
BY THE WAY YOU ARE OFFICIALLY IGNORED
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Kevin_in_GA 4,599 posts msg #123154 - Ignore Kevin_in_GA |
3/12/2015 3:03:26 PM
@jimmyjazz
My point was that since the filter will not track prior trades (once you are in them) you can set up a watchlist, populate it with the trades you are currently monitoring, and add a column showing the reversersi(2,90) - that is the limit order exit for the next day, and needs to be updated for each trade.
@graftonian
Glad to be helping you (and others) better understand and exploit SF syntax. It is fairly versatile once you understand things like user-defined variables and set{} statements
@agawfi
Do you use the stop loss calculated on the day of the trigger and keep it for the whole duration while holding the stock or do you change it every day based on your formula: SET{STOPLOSS, LIMITENTRY - 2ATR} ???
You keep it at the value from the day the signal is triggered - no updating the stop loss, only the profit target.
Also, I wanted to thank you for your generous contributions in this thread and all previous threads ! They are very insightful and I have learned a lot from them.
You're welcome.
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four 5,087 posts msg #123159 - Ignore four modified |
3/12/2015 7:18:03 PM
graftonian
Polite observation.
Pressing CTRL and plus sign will zoom in / magnify.
Pressing CTRL and minus sign will zoom out.
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SFMc01 358 posts msg #123161 - Ignore SFMc01 |
3/12/2015 7:42:52 PM
graftonian re "3/12/2015 10:29:47 AM
STEVE
DO NOT KNOW HOW TO POST THE FULL CODE TO SHARE, BUT IT ON PAGE 1 OF THIS THREAD, PLUS THE MODS I MENTIONED EARLIER. I HAVE COPIED THE RESULTS AND SYSTEM SUMMARY, BUT DO NOT KNOW HOW TO POST THEM. EMAIL SEEMS TO BE THE ONLY OPTION, BUT NOT VERY PUBLIC
GRAFTONIAN"
Thanks very much. My email is "SFMc01@aol.com"
I appreciate it.
Steve
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