StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 22 23 24 25 26 ... 33 >>Post Follow-up
jackmack
334 posts
msg #112718
Ignore jackmack
4/11/2013 1:50:28 PM

frsrblch
I am amazed at the level of formulation you have put into the spreadsheet
Just awesome
Thank you again for sharing

mahkoh
1,065 posts
msg #112719
Ignore mahkoh
4/11/2013 2:44:43 PM

Looks like we'll get an exit single without a single filter triggering. Not sure whether this should be considered as a market top signal. I guess time will tell, but I'm going to cash.

jackmack
334 posts
msg #112720
Ignore jackmack
4/11/2013 3:03:33 PM

Kevin
I love the statement on your new site "Let's make money the old fashioned way... by taking it from less intelligent investors"
With this model you have created here that will be VERY easy to do indeed
Thank you
Cheers

Kevin_in_GA
4,599 posts
msg #112722
Ignore Kevin_in_GA
4/11/2013 3:08:01 PM

My wife was not as enthused about the slogan as I was, but she doesn't understand trading and leaves it all up to me.

I will probably sell the Divergence system on Collective2, but eveyone here can still have it for free (obviously).

frsrblch
35 posts
msg #112725
Ignore frsrblch
4/11/2013 4:41:49 PM

Thanks, jackmack. I'm glad that people are finding it useful.

Looks like a great exit today. Taking money from less intelligent investors it may be, but it's the nature of the system that that money has to come from somewhere.

jackmack
334 posts
msg #112732
Ignore jackmack
4/12/2013 12:55:18 PM

Kevin
Just curious
Your post #112595 from 4/2/13
You stated "Having backtested this new approach, it works quite well"
Which version were you referring to - the new combined filter from Cheese or the spreadsheet version and the combined entry criterion from frsrblch.
Just curious
Thanks
Cheers

Kevin_in_GA
4,599 posts
msg #112733
Ignore Kevin_in_GA
4/12/2013 2:16:39 PM

I was referring to the approach where if you recieve both a BUY and SELL you stay in the trade. The original stats I posted for each filter had you exit the next day and then immediately rebuy - at what should be the same price, but you have to add in commissions and possible slippage.

jackmack
334 posts
msg #112734
Ignore jackmack
4/12/2013 2:28:23 PM

Ah - got it - I misunderstood the statement.
Thank you for the clarification.
Cheers

frsrblch
35 posts
msg #112736
Ignore frsrblch
modified
4/12/2013 3:54:34 PM

You can fiddle with the entry and exit criteria in my spreadsheet (the column with blanks and ones immediately to the left of the entry and exit price columns) to test different approaches, but my testing seemed to show that holding when you get both a buy and a sell signal on the same day appears to be the best approach.

mahkoh
1,065 posts
msg #112737
Ignore mahkoh
modified
4/12/2013 5:00:31 PM

Taking a closer look at the exit brings up a question: In your "Exit" column in the Exit tab the statement is =IF(AND(F2=1,F1<>1),1,"") which means that if there has been an exit yesterday there can not be an exit signal today. Why is that?
I can't find any reference to that cell anywhere.

StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 22 23 24 25 26 ... 33 >>Post Follow-up

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