frsrblch
35 posts
msg #112738
- Ignore frsrblch
modified |
4/12/2013 8:22:00 PM
The G column in the Exit sheet isn't actually used. Originally, I had built the sheet around buying or selling when the signal goes from 0 to 1, regardless of what the other signal is doing, instead of the (entry=1,exit<>1) and (exit=1,entry<>1) it uses now. I changed how the exit was calculated at some point, and forgot to delete the unnecessary column.
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jackmack
334 posts
msg #112742
- Ignore jackmack |
4/13/2013 5:31:44 PM
Kevin
I was just thinking about your TAA system and how you move into differing funds according to set parameters end of month.
Then I began to wonder if it would be possible to somehow work the that methodology into this filter set and "maybe" yield a potentially better return over the straight SPY set?
Meaning if say IWM were pulling ahead using the TAA system you moved out of SPY into IWM would it be possible that there are divergences in IWM that would allow better returns for said month vs. SPY throughout?
Kind of a TAA DIVERGENCE filter?
Or are divergences not present in the EFA - IWM - MDY as they are in SPY.
Just wondering?
Thanks
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jackmack
334 posts
msg #112765
- Ignore jackmack |
4/15/2013 10:25:34 AM
On second thought - no way that would really work
Oh well - no harm no foul for thinking out loud
Thanks anyway
Cheers
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Kevin_in_GA
4,599 posts
msg #112766
- Ignore Kevin_in_GA |
4/15/2013 11:16:25 AM
These divergences are unique for ^SPX.
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mahkoh
1,065 posts
msg #112768
- Ignore mahkoh
modified |
4/15/2013 11:32:12 AM
You could translate it to ^RUT this way
But as Kevin stated you'll see that this does not act the same on entries and exits.
You would need to re-optimize the whole filter. I actually have been thinking about that as this means you can go short TZA on a signal. TZA's decay could boost this filter's win rate to over 90%.
Note that the CMF filter will also not trigger here.
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jackmack
334 posts
msg #112789
- Ignore jackmack |
4/16/2013 8:45:30 AM
frsrblch
Can you shoot me an e-mail - sentipeed21@gmail.com
Use key word GREEN in subject so I can filter it out.
I have a request on your spreadsheet skills and don't want to clog up this thread.
Thanks
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jackmack
334 posts
msg #112837
- Ignore jackmack |
4/18/2013 4:12:07 PM
Thank you frsrblch
Mahkoh would you mind please explaining how you get the spreadsheet to update live throughout the day with Yahoo?
Sounds awesome but I have no idea how one would do something like that.
Thank you in advance
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Kevin_in_GA
4,599 posts
msg #112844
- Ignore Kevin_in_GA |
4/18/2013 8:04:08 PM
You don't need to have anything updated intraday - this system uses EOD data and instructs the user to enter market orders at the open of the next day's trading.
It is not designed nor optimized for intraday trading. It hasn't missed a single trade in more than five months. No need to tinker with it.
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Rock Sexton
111 posts
msg #112848
- Ignore Rock Sexton |
4/18/2013 11:41:07 PM
Sorry to be a nuisance, but I'm still lost as to what the results mean when I run the filter.
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mahkoh
1,065 posts
msg #112861
- Ignore mahkoh |
4/19/2013 1:40:19 PM
Jackmack,
The spreadsheet gives the results as of the last quotes upon loading, similar like the stockfetcher filter but with less delay. If you wanted to refresh this would be easiest done by closing and reopening the sheet.
There are several ways to pull data from yahoo finance. http://technology.bauzas.com/content-providers/how-to-obtain-stock-quotes-from-yahoo-finance-you-can-query-them-via-excel-too/
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