jackmack
334 posts
msg #115299
- Ignore jackmack |
9/11/2013 4:05:43 PM
If anyone is still using this filter set - there was an exit signal today
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Kevin_in_GA
4,599 posts
msg #115300
- Ignore Kevin_in_GA |
9/11/2013 5:26:38 PM
Looks like it - right now the ^SPX signal is not finalized, but the SPY version is showing the exit. The most recent set of trades on this will close at a loss. Not very common with these filters, but it does happen.
Pangolin D (my updated version of the on Collective2) uses the same exit criterion, but requires there to be no active divergence as well.
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jackmack
334 posts
msg #115874
- Ignore jackmack |
10/14/2013 8:45:29 AM
Exit signal
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Kevin_in_GA
4,599 posts
msg #115875
- Ignore Kevin_in_GA |
10/14/2013 9:17:53 AM
Actually the exit signal triggered on Friday, so anyone following this should exit at the open today.
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marine2
963 posts
msg #115917
- Ignore marine2 |
10/15/2013 12:23:31 AM
Yeah, the SPY shows it's pretty frothy and shows signs it very well could go down as far as on a short term basis. I think I will sit out until further positive developements on the Washington debt limit crisis. I like to trade and invest when saner heads prevail in governing how our economic environment should be. Good luck and be careful.
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amtmail
34 posts
msg #116854
- Ignore amtmail |
11/19/2013 1:23:26 AM
Kevin do you still trading this filter ?
can i use UPRO instead on SPY
how can do back test for this filter ?
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Kevin_in_GA
4,599 posts
msg #116855
- Ignore Kevin_in_GA |
11/19/2013 7:23:24 AM
Kevin do you still trading this filter ?
can i use UPRO instead on SPY
how can do back test for this filter ?
1. Not at the moment. I am trading from either my Pangolin systems and/or the occasional "Connors pullback" trade. Just personal preference.
2. You can try but the system was designed to use the ^SPX as its signal generator. No promises that it will provide superior results just because you are trying to use leverage. That is often a double-edged sword.
3. I provided 5+ years of backtest data in the first post, and you can see how it traded forward from then simply by reading the next 30 pages or so of this thread. Or subscribe to Stratasearch and use it's backtesting - I provided all of the Stratasearch code for every divergence filter set here as well.
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adwalsh858
2 posts
msg #122008
- Ignore adwalsh858 |
11/18/2014 2:10:39 AM
Hi Kevin,
I'm fairly new to SF and was wondering if you could help me with identify/better understand the entry and exit points on your S&P divergence filters.
Thanks
Alan
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SFMc01
358 posts
msg #122785
- Ignore SFMc01 |
2/8/2015 4:34:19 PM
Kevin:
Respectfully, I'm confused after reading these 31 pages. Would you please clarify for me. Do you actually trade one of the many strategies indicated here in "TRADING DIVERGENCES ON THE S&P 500?" If so, which one?
Thank you.
Steve
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Kevin_in_GA
4,599 posts
msg #122786
- Ignore Kevin_in_GA |
2/8/2015 7:34:56 PM
Steve:
These filters are each capable of being traded individually, or used in concert to scale into a large position in SPY. The exits are all the same, and each one (at the time of the original posting) had very high win percentages. I have not tracked the performance of this system in quite a while so I rally couldn't tell you if the exact settings still work as well.
Each was developed against what I would now consider to be too short a time period (only 1 year). Nonetheless they did quite well and I traded them successfully for a while before moving on to other concepts I wanted to explore.
Kevin
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