StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 5 6 7 8 9 ... 33 >>Post Follow-up
tennisplayer2
210 posts
msg #109204
Ignore tennisplayer2
12/8/2012 6:22:27 AM

If I am reading this correctly, six filters have triggered. I am hoping for a lower open on Monday, because I am going in. Thanks Kevin.

Kevin_in_GA
4,599 posts
msg #109209
Ignore Kevin_in_GA
12/8/2012 10:50:32 AM

Lks right. My Stratasearch filter only shows one added today - the StochD divergence - and only 4 sgnals in play at the moment. Must be slight differences in the calcs or data, but either way the signals are clear.

Kevin_in_GA
4,599 posts
msg #109269
Ignore Kevin_in_GA
12/10/2012 10:53:08 PM

Exit signal triggered today. Still 5 BUY signals in play, but the trades if exited now would all be profitable, and that is what this system is all about.

voidcomp
23 posts
msg #109273
Ignore voidcomp
12/11/2012 9:05:21 AM

5 buy signals? Unless you're referring to SS all the charts showing buy signals have sell signals that triggered shortly after, thus there are 0 indicators showing sell.

voidcomp
23 posts
msg #109274
Ignore voidcomp
12/11/2012 9:06:33 AM

Correction to previous post: that should be '0 indicators showing buy.'

duke56468
683 posts
msg #109275
Ignore duke56468
12/11/2012 9:45:23 AM

Entered SSO 12/06 @ $58.87 exit today near open 60.08 for gain of 2.06%
Thank you Kevin. Do we wait now for all divergences to reset to zero before re-entering on a trigger?

Kevin_in_GA
4,599 posts
msg #109276
Ignore Kevin_in_GA
12/11/2012 9:51:34 AM

I am still holding my SSO from a while back - glad I did.

If you look at the filter posted on page 2, you'll see that there are 5 BUY signals (as I had posted previously). To me that says "stay in" and see, but that is a deviation from the filter rules.

duke56468
683 posts
msg #109289
Ignore duke56468
12/11/2012 1:28:22 PM

Kevin can you tell me the set up for the backtest, especially the exit, I can't seem to make it work?



frsrblch
35 posts
msg #109291
Ignore frsrblch
modified
12/11/2012 4:16:04 PM

My schedule precluded me from getting in on this one, but it looks like another strong trade.


The exit filter I used on my backtest was:

set{exit1, count(close reached a new 10 day high,1)}
set{exit2, count(ROC(15,1) is below ROC(15,1) 10 day high,1)}
set{exit, exit1 * exit2}

exit crosses above 0.5

Kevin_in_GA
4,599 posts
msg #109292
Ignore Kevin_in_GA
12/11/2012 4:48:29 PM

That is correct - I had posted this earlier in this thread.

StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 5 6 7 8 9 ... 33 >>Post Follow-up

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