sunny101
53 posts
msg #109352
- Ignore sunny101 |
12/13/2012 8:52:46 AM
can you createa filter where for almost a month or more stock has been diverging with the macd indicator??? let me know if u can......thanks
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Kevin_in_GA
4,599 posts
msg #109376
- Ignore Kevin_in_GA |
12/13/2012 8:12:36 PM
At the moment there are 6 BUY signals in play. 4 more tiggered today on my SS version tonight, with 3 already being in a trade from earlier this week.
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duke56468
683 posts
msg #109378
- Ignore duke56468 |
12/13/2012 10:19:16 PM
Very confusing..what is the exit for if you are not supposed to exit? And then when do you go back in? Just askin.
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Kevin_in_GA
4,599 posts
msg #109380
- Ignore Kevin_in_GA |
12/13/2012 11:02:56 PM
The exit is for existing trades, but today 4 new ones came on - would you leave a trade when a new one in the same stock triggers, or hold?
I see your point, but I trade this as follows right now - if I am already in SPY or SSO and get both an exit and a new entry signal, I stay pat. You may do it differently.
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frsrblch
35 posts
msg #109382
- Ignore frsrblch
modified |
12/13/2012 11:21:30 PM
All of our backtesting was done independent of the other signal. If the buy triggered, the stock was bought at the next open, regardless of whether the exit trigger was also going off. If the exit triggered, the stock was sold at the next open regardless of whether the entry trigger was still there.
It wouldn't be a bad idea to run some backtests to see if there is an optimal way to act when we're getting mixed signals like this.
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Kevin_in_GA
4,599 posts
msg #109439
- Ignore Kevin_in_GA |
12/14/2012 7:57:43 PM
9 of 10 filters are now in BUY mode (2 more triggered today). Stratasearch filter versions of these are at 9 in trade now as well.
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Cheese
1,374 posts
msg #109443
- Ignore Cheese |
12/15/2012 10:38:51 PM
Breaking news (Dec 15, 2012 9 PM EST)
http://politicalticker.blogs.cnn.com/2012/12/15/boehner-puts-income-tax-rates-on-table-for-first-time/?hpt=hp_bn3
Source: Boehner offers to include higher tax rates on wealthy to avoid fiscal cliff
SPY should go up on Monday.
Kevin, you may have created a great composite leading indicator here.
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Kevin_in_GA
4,599 posts
msg #109448
- Ignore Kevin_in_GA |
12/16/2012 8:20:12 AM
No such thing as a leading indicator anymore - the HFT algos are dominating the market and they jump ahead on everything. We eat their dust.
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voidcomp
23 posts
msg #109457
- Ignore voidcomp |
12/17/2012 2:43:54 PM
Yep, their software is already getting ready to sell on the basis that any fiscal cliff compromise will result in opportunity to take profit after a short lived rally.
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frsrblch
35 posts
msg #109463
- Ignore frsrblch |
12/17/2012 4:24:27 PM
The exit has triggered after today’s strong close on SPY.
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