cnncurt
2 posts
msg #113556
- Ignore cnncurt |
5/20/2013 9:48:20 AM
Kevin -
With Pangolin D, are you using the composite filter (p. 22?), and if so what is your criteria for issuing buy and sell signals?
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Kevin_in_GA
4,599 posts
msg #113558
- Ignore Kevin_in_GA |
5/20/2013 10:01:51 AM
With Pangolin D, my criterion for issuing BUY and SELL signals is that you are a subscriber.
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miko
68 posts
msg #114388
- Ignore miko |
7/9/2013 10:28:26 PM
Was today an exit signal from all open positions?
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Kevin_in_GA
4,599 posts
msg #114391
- Ignore Kevin_in_GA |
7/9/2013 10:49:17 PM
Yes. No current divergences are in play and the exit signal triggered. Note that Friday was also an exit day.
Just to let everyone know, I have re-optimized the divergence filters. They have been consistent winners (and will likely continue to be) but they were developed 10 months ago using a look-back period of about 5 years. I felt it was time to update them with the recent data. The new filters have higher win percentages and better Sharpe ratios, but are likely to trigger a bit less frequently than this set.
They are now the revised Pangolin D system on Collective2.
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miko
68 posts
msg #114411
- Ignore miko |
7/10/2013 7:15:05 PM
Thx, somehow I missed the Jul 5 exit signal.
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tomm1111
202 posts
msg #114748
- Ignore tomm1111
modified |
8/4/2013 10:03:57 PM
wrong post - looking for pangolin z
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Kevin_in_GA
4,599 posts
msg #114784
- Ignore Kevin_in_GA
modified |
8/7/2013 10:02:45 AM
9 signals firing off today - 8 at the end of the day yesterday. This set of filters has generally had a win % in the upper 80s to low 90s, so now might be a good time to consider taking a long position (^SPX is at 1687.00 right now).
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jackmack
334 posts
msg #114786
- Ignore jackmack |
8/7/2013 10:57:50 AM
Thank you
Love this filter set
Cheers
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marine2
963 posts
msg #114823
- Ignore marine2 |
8/9/2013 3:58:28 PM
Kevin, or whoever can answer this question, I am new on this forum "Trading Divergences" situation. What page can I find your filter that we would use to trade SPY (S&P 500)?
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Dylan
43 posts
msg #114874
- Ignore Dylan
modified |
8/13/2013 7:58:43 PM
I realize these filters were tested using 2007-2012 data. However, if my backtesting serves me correctly, the RSI Divergence filter
triggered a buy signal on 3/20/2002 and a sell on 8/15/2002, 103 trading days held, max drawdown -32.6%, loss -19.5%. How
would you manage a trade with this type of drawdown should history repeat it self? –thx in advanced, Dylan
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