wkloss
231 posts
msg #111657
- Ignore wkloss |
2/22/2013 6:25:21 PM
Can Mahkoh's composite be backtested using Stockfetcher and if so, how do you code the exit rule?
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Kevin_in_GA
4,599 posts
msg #112040
- Ignore Kevin_in_GA
modified |
3/4/2013 2:22:51 PM
Just noticed - the CMF Divergence filter triggered today.
Update at 3 PM: Now 5 filters are tirggering (CMF, WILLIAMS %R, Q-STICK, RMI, and STOCHASTICS). Looks like it is time to jump in again.
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mahkoh
1,065 posts
msg #112043
- Ignore mahkoh
modified |
3/4/2013 3:41:40 PM
The last exit was Feb 19, to my knowledge all filters triggered again within a couple of days and are still in trade?
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Kevin_in_GA
4,599 posts
msg #112046
- Ignore Kevin_in_GA |
3/4/2013 4:08:30 PM
Yes. Anyone who is currently in one of the 8 active trades need only to stay put. Those are all profitable right now (I think).
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duke56468
683 posts
msg #112047
- Ignore duke56468 |
3/4/2013 4:09:22 PM
I agree you would still be in 8 units without any exit, based on the 10% per unit concept.
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Kevin_in_GA
4,599 posts
msg #112065
- Ignore Kevin_in_GA |
3/5/2013 11:40:02 AM
Once again, all nine current trades (and it is nine by my count, not eight) are profitable. And if you had entered this morning you are doing fine as well.
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duke56468
683 posts
msg #112088
- Ignore duke56468 |
3/6/2013 6:10:53 PM
Tomorrow at the open you would exit all but 2 of your trades.
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Kevin_in_GA
4,599 posts
msg #112097
- Ignore Kevin_in_GA |
3/7/2013 10:09:40 AM
Once again - all closed trades were profitable.
By the way, SS says that there are three trades still in play (CMF, SMI, and RMI). SMI did not show up here using the SF filter. Just to let folks know - probably due to small differences in calculations.
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Kevin_in_GA
4,599 posts
msg #112110
- Ignore Kevin_in_GA |
3/8/2013 9:19:00 AM
Last night three more of the Divergence filters triggered, for a total of six (according to Stratasearch - the SF count is only five).
Since these filters have been profitable more than 120 times since December, this is a good signal to monitor. The three trades in play are only up 0.18%, so if there is a pullback today you could get in near neutral or at a slightly better price by the end of the day.
The other way to play this is to buy at the open (as the filter requires) and ride it.
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Kevin_in_GA
4,599 posts
msg #112187
- Ignore Kevin_in_GA |
3/12/2013 10:48:23 AM
Six filters currently in trades. Just noticed there is an intraday exit signal today. This could change but for now if it holds all trades will (once again) close profitably.
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