nibor100
1,095 posts
msg #140936
- Ignore nibor100 |
1/13/2018 5:30:52 AM
@Mactheriverrat,
Regarding your initial post, I suspect the following considerations may play a part in why there hasn't been a rush to use different SF based filters on XIV:
a. K of G's 30 filter XIV SS based system doesn't appear to be discontinued as several SF users are following the daily signals based on the occasional post trafic.
b. Some are probably waiting to see if Graftonian and/or others are able to convert a majority of the 30 SS filters to SF.
c. Maybe they don't have any more confidence in SF data being change free, has anyone ever checked to your knowledge?
d. K of G's 30 filter XIV SS based system was backtested over many years and specific trade data is available for every trade in a given backtest, Most SF users probably can't backtest a new XIV filter system over such a long period of time with confidence.
e. So far, even with some different individual signals, it appears to working mostly as the backtest results indicated.
Thanks,
Ed S.
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davesaint86
726 posts
msg #140939
- Ignore davesaint86 |
1/13/2018 8:29:13 AM
Shills the answer for SSO Novv Apr is -116%. So SDS 60.24% and SSO - 116. Wow!
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davesaint86
726 posts
msg #140940
- Ignore davesaint86 |
1/13/2018 8:31:50 AM
Ed - what I had to do is once you run the back test ( I choose 2007 - 2009) is then click on Monthly Data under Portfolio Results. I did clicked the download button to export to Excel. I then deleted the monthly rows that are outside the range. Next I just summed the column for Nov - Apr.
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shillllihs
6,090 posts
msg #140941
- Ignore shillllihs |
1/13/2018 10:09:42 AM
So I guess what I deduce Dave, since Sso was down big during the bear market is, we still need an indication when the market changes from bull to bear.
So many variables in this game.
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nibor100
1,095 posts
msg #140944
- Ignore nibor100 |
1/13/2018 10:45:01 AM
@Mactheriverrat,
Regarding my question,
c. Maybe they don't have any more confidence in SF data being change free, has anyone ever checked to your knowledge?
I just verified that the SF volume data for XIV does in fact change in a manner very similar to how the Yahoo XIV volume data changes.
I used the volume off of your chart graphic for XIV of 1/11/2018, where its volume was shown as 2,993,000 and today in SF the volume data for XIV on 1/11, is 3,026,400, which coincidentally matches the current Yahoo XIV volume for 1/11.
When I loaded the Yahoo XIV volume for 1/11 into SS to run the nightly signals, Yahoo was reporting 2,983,800.
Ed S.
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sandjco
648 posts
msg #140946
- Ignore sandjco |
1/13/2018 11:54:24 AM
Thank you for sharing everyone!
RE: change in trend
- I've always liked Mac's usage of his EMA's. I've used this version and l use the 200 EMA as the change in trend. Also use ADX to make sure I only filter stocks with a strong trend (up or down)
- I've posted my rookie variation below.
- I use Fib #'s for my EMAs
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Mactheriverrat
3,172 posts
msg #140952
- Ignore Mactheriverrat |
1/13/2018 3:30:21 PM
@nibor100
K of G's 30 filter XIV SS based system will work for sometime to come if it work for people using it. My point SS which has been discontinued and at some point one day it may or will not work leaving people hanging.
Just saying!
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nibor100
1,095 posts
msg #140953
- Ignore nibor100 |
1/13/2018 3:45:32 PM
@Mactheriverrat,
Oh, you were referring to the SS sw not the K of G system, I'm with you now.
Since the SS sw is resident on our computers it should keep running using the same operating system for years to come with no issues. Of course if SS still has some flaws that we later discover we won't be able to get them fixed, but it sure has a lot of capability for free and I suspect many of the kinks are already worked out of it as K of G first reported on using SS back in Jul 2010, so its been working for quite a while now.
Thanks,
Ed S.
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Mactheriverrat
3,172 posts
msg #140955
- Ignore Mactheriverrat |
1/13/2018 3:56:00 PM
I've changed the trigger of a cross of price above the ema(16) or price below the ema(16) . To me with XIV when she makes a correction (like a guppy bubble ) a lot of other traders are doing the same thing.
Submit
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Cheese
1,374 posts
msg #140973
- Ignore Cheese |
1/14/2018 10:33:22 AM
Thank you, Mac. The Guppy Traders mMAs group is like a first alert since it is so visual.
I think alf44 was also a big proponent of mMAs and he once likened mMAs to a set of safety nets.
If price falls through a set of safety nets, then the fall would likely be serious.
Before any crossings even occurred, Dave's Ira Epstein trading rules are really useful in handling oversbought ovesold condiions, and offer valuable insights on positive negative biases. The
embedded SloStoch concept is new to me and also most interesting.
Thank you all.
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