Kevin_in_GA
4,599 posts
msg #112466
- Ignore Kevin_in_GA |
3/26/2013 10:59:02 PM
My SS system triggered an exit today for all 10 trades currently in play, and a new BUY for nine of them. Based on the current thinking one would exit only the CMF divergence trade, at a profit of 1.45%.
The SF filter code does not show an exit. This could be because it has to be based on SPY, where SS can use indices in the signaling. That's why I posted this info, in case folks choose to act.
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jackmack
334 posts
msg #112490
- Ignore jackmack
modified |
3/28/2013 9:55:49 AM
I know it is not to be traded during market hours but I am seeing exit signal now and first time in a while.
Cheers
Check that - and this is why it is not to be run during market hours - exit signal now off ;-)
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frsrblch
35 posts
msg #112492
- Ignore frsrblch
modified |
3/28/2013 11:03:52 AM
Looks like a pretty damn good exit to me. The system would have had us sell at the open yesterday, so if you sold now you're beating the system by a fair margin.
The reason SS is showing an exit right now and SF isn't is to due to the dividend on SPY on March 20. I'm building an Excel version of these filters based off ^SPX so that we can all see the same signals Kevin does with SS. I'll be sharing it on Google Docs once I have more than the SMI filter built in.
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jackmack
334 posts
msg #112493
- Ignore jackmack |
3/28/2013 11:08:11 AM
Sounds awesome - thank you for sharing - I look forward to seeing it.
Cheers
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Kevin_in_GA
4,599 posts
msg #112494
- Ignore Kevin_in_GA |
3/28/2013 1:33:20 PM
Actually you can do this by simply substituting "ind(^spx,XXX)" everywhere in place of XXX (here XXX is the specific indicator or the MA(3) used in calculating the divergence).
However, the ^SPX information is not updated until after the market closes - instead you see today the ^SPX value from yesterday. That means the use intraday is not going to be correct. However, if you use it like it was designed this should be an easy fix.
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jackmack
334 posts
msg #112495
- Ignore jackmack |
3/28/2013 1:54:36 PM
Kevin
Would you please give one of the filters as an example so I can see how to change the code on mine.
Not quite following what is being stated above.
Thank you
Cheers
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Kevin_in_GA
4,599 posts
msg #112498
- Ignore Kevin_in_GA |
3/28/2013 5:00:12 PM
Exit triggered today. Needless to say, another 10 successful trades.
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duke56468
683 posts
msg #112504
- Ignore duke56468 |
3/28/2013 7:41:38 PM
There are still 6 divergences triggered so you would only be exiting 4, is that correct?
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Kevin_in_GA
4,599 posts
msg #112505
- Ignore Kevin_in_GA |
3/28/2013 8:23:47 PM
Stratasearch shows 7 BUYs, so you would reduce your exposure from 100% to 70%.
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jackmack
334 posts
msg #112510
- Ignore jackmack |
3/29/2013 8:29:34 AM
Kevin
I guess I am a little confused on the SS data vs SF and I apologize for asking so many questions on this but just when I thought I had it figured out this information comes about.
I realized the data set from SF is after the close and I thought one could take that signal if an entry or exit signal was sent in email that night (if you had that particular divergence filter saved and results emailed to you) to be correct for ones positioning the next day (either exit or enter) BUT now (if I understand correctly) the data from SF is even later by one day? Is that correct?
Thank you for taking the time to explain.
Cheers
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